Job Description

About MS Reinsurance

MS Reinsurance is a global reinsurer domiciled in Switzerland with underwriting offices in Zurich, Bermuda, Miami, and New York. The Company underwrites non-life treaty reinsurance solutions on a worldwide basis through its three business units: Americas, International, and Specialty Lines. As part of the world-leading insurance group MS&AD, MS Reinsurance combines reliability and agility to make its clients’ businesses stronger. With a drive to move quickly and a commitment to long term partnership, MS Reinsurance supports its partners with the momentum and stability they can build on.

About the role

Reporting into the MS Reinsurance Head of Capital Modelling, you are part of the team that looks after the Company’s capital model, regulated with FINMA. This includes maintaining and improving the internal model for insurance risks, the overall capital aggregation, the production of regulatory returns as well as model output used for internal business steering purposes. You will be interacting with various stakeholders, including internal business partners, the Company’s regulator and external consultants on different tasks.

Your responsibilities

• Play a key role in the development of the Internal Capital Model code, infrastructure and surrounding processes and reports

• Playing a key role in the production of Swiss Solvency Test calculations and reporting

• Undertaking model runs as requested including preparation of model inputs and collation of model results for the ORSA, business planning, and to help inform and aid other strategic business decisions

• Performing technical analysis towards parameterisation of the model

• Communicating all aspects of modelling analysis to a range of stakeholders (management, business stakeholders, Head Office, FINMA and others), with particular emphasis on the links between modelling and the real world risk profile

• Liaise with other functions such as Reserving, Underwriting or Finance, on various topics including business planning and underwriting performance

Your profile

• Strong technical and data-handling skills, including programming skills (in particular Python and SQL), knowledge of DevOps is a plus

• Educational background in mathematics, natural science or any another quantitative discipline

• 2-5 years of experience in an actuarial field, preferably non-life (re)insurance or actuarial consulting, knowledge of the Swiss Solvency Test and/or capital modelling is a plus

• Numerate and analytical mind-set, good problem solver

• Good communicator, keen to liaise with other functions providing valuable model input and/or receiving model output

• Excellent verbal and written skills in English; any other language would be an asset

• Team spirit, collaborative attitude, work ethic, proactive

WHY WORK WITH US

Make your mark with us. At MS Reinsurance, we’re big enough to make a difference and small enough that everyone counts.

We offer an entrepreneurial culture, where there’s less hierarchy and more action, and room for innovation. Here, you’ll have the power to drive real change and shape our path ahead.

Join a place where ambition can become reality, with development and platforms that support where you want to go next. Together, we'll help you discover your potential as we expand ours.

We live day-to-day by our values: collaborative, progressive, empowering, and responsible. This means you’ll join a team which upholds mutual trust and treats each other with respect. While teamwork is at the heart of our approach to reinsurance, we don’t expect our team to think alike; at MS Re, we don’t just welcome your differences, we believe they’re essential to our success.

Does this sound like a culture you want to be part of? Find out more about what we offer on our website and apply today!

In case of questions, please contact us via email: careers@msreinsurance.com

Note that we will only consider applicants eligible to work in Switzerland or USA.

MS Reinsurance is the market-facing brand of the risk carrying legal entity MS Amlin AG, a global reinsurer domiciled in Switzerland and operating in Bermuda as MS Amlin AG, Bermuda Branch, in the United States through MS Amlin Reinsurance Managers, Inc, and in Labuan, Malaysia as MS Amlin AG, Labuan Branch.

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