AVP & Actuary, Enterprise Risk Management
OnsiteReinsurance Life HealthCapital Modelling & Economic CapitalRisk Management, ERM & ORSAReinsurance Structuring & Pricing
Role Summary
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Senior life reinsurance ERM role (AVP) based in New York focused on Financial Reinsurance (FinRe). You will develop Economic Risk Capital (ERC) models, assess asset and biometric risk for complex reinsurance and capital markets transactions, and support local risk management and pricing governance across US and Canada.
JOB DESCRIPTION SUMMARY
- Develop Economic Risk Capital (ERC) models for Financial Reinsurance transactions
- Assess asset, credit and biometric risk for complex reinsurance and capital markets deals
- Ensure FinRe pricing adheres to Munich Re global guidelines and ERM framework
- Based in New York City; AVP-level role reporting into ERM leadership
- FSA designation required with 10+ years of experience
DOMAIN EXPERTISE
- Asset modeling in an MCEV/Solvency II environment
- Stochastic modelling of biometric and asset risk
- Complex reinsurance and capital markets transactions
- Life, market, credit and operational risk expertise
- IFRS, US GAAP and US Statutory accounting regimes
KEY REQUIREMENTS
- FSA required
- 10+ years in pricing or risk management roles
- Asset modeling experience in an MCEV/Solvency II environment
- Expertise in stochastic modelling of biometric and asset risk
- Experience with complex reinsurance and capital markets transactions
TECH STACK
- No tech stack specified
