Risk Modeller

Über den Job

Risk Modeller

Job Description

We are looking for a motivated and proactive Risk Modeller to support the development and maintenance of SCOR’s Property & Casualty (P&C) components of the Internal Capital Model. You will work on methodological improvements, Python‑based model development, and quantitative analysis used for Solvency II and Risk Management.

Responsibilities

• Contribute to the development, enhancement, and maintenance of SCOR’s Internal Model methodology, with a focus on P&C risk modelling.
• Contribute to the annual P&C dependency calibration cycle, including data preparation, parameter review, back testing, and documentation.
• Define requirements for model enhancements in line with regulatory expectations and other stakeholder requests.
• Support and perform model change impact assessments, including explanation of results to stakeholders, and participation in model change governance and controls.
• Develop and maintain Python code for the Internal Model to ensure accurate, reliable, and computationally efficient applications including documenting, testing, and prototype new or enhanced methods to support continuous improvement of the Internal Model.
• Analyze and visualize model results for internal stakeholders and contribute to team peer reviews of code and model outputs.

Collaborate with colleagues in Risk Modelling, other Risk teams, P&C and Finance teams and IT across locations (e.g., Paris and Zurich).

Qualifications

• At least master’s degree in mathematics, statistics, or actuarial science.
• Ideally first experience in risk modelling or actuarial field.
• Solid programming skills, ideally in Python.
• Experience in software development concepts, familiarity with version control, issue logs, debugging, testing and development of software.
• Knowledge of Solvency II, Swiss Solvency Test or IFRS17 is an advantage.
• Strong analytical mindset, proactive attitude, and the ability to communicate clearly and concisely, both verbally and in writing.
• Demonstrated ability to prioritise tasks, allocate time autonomously, and meet deadlines.
• Ability to work effectively in an international, multidisciplinary team.

Job Info

About Us

As a leading global reinsurer, SCOR offers its clients a diversified and innovative range of reinsurance and insurance solutions and services to control and manage risk. Applying “The Art & Science of Risk,” SCOR uses its industry-recognized expertise and cutting-edge financial solutions to serve its clients and contribute to the welfare and resilience of society in around 160 countries worldwide.

Working at SCOR means engaging with some of the best minds in the industry – actuaries, data scientists, underwriters, risk modelers, engineers, and many others – as we work together to find solutions to pressing challenges facing societies.

As an international company, our common culture is defined by “The SCOR Way.” Serving both to build momentum that drives the Group forward and as a compass to guide our actions and choices, The SCOR Way is anchored by five core values, reflecting the input of employees at all levels of the Group. We care about clients, people, and societies. We perform with integrity. We act with courage. We encourage open minds. And we thrive through collaboration.

SCOR supports inclusion and the diversity of talents, and all positions are open to people with disabilities.

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