AM or Manager: Reinsurance Pricing and Capital Modelling

3 - 8 years

20 - 35 Lacs

Posted:4 days ago| Platform: Naukri logo

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Work Mode

Hybrid

Job Type

Full Time

Job Description

Sr Analyst\AM\Manager : Reinsurance Pricing and Capital Modelling

Reinsurance Pricing:

In-depth understanding of Reinsurance treaty pricing (with demonstrable experience)

End-to-end pricing across a range of (Re)insurance structures (QS, per Risk XoL, Agg XoL, Stop Loss, Indexed Layers etc)

  • Exposure rating (where applicable)
  • Experience rating using frequency/severity and burning cost etc approaches
  • Dealing with large data sets preparation and manipulation for modeling, including:
  • Modeling premium and pricing (and loss-sensitive) features e.g. reinstatements, AADs, swing-rated deals
  • Derivation and reconciliation of LDFs and development patterns
  • Support and input on increasing efficiency of individual risk assessment where possible e.g. automated data manipulation

Capital Modelling:

  • Understanding of Solvency II regulation and Capital Requirements
  • Standard Formula calculations and reporting
  • Internal capital modelling, calibration, validation, and reporting

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