Quantitative Risk Manager / Actuary (all genders)

Über uns

Wie könnte eine moderne Versicherung eigentlich funktionieren? Wir sind FRIDAY. Was uns bewegt, ist die Idee einer Versicherung, die besser in unsere Zeit und das Leben unserer Kunden passt. Innerhalb von 6 Monaten haben wir daher die erste wirklich digitale Autoversicherung Deutschlands aufgebaut.

Und es gibt noch einiges zu tun. Damit unser Startup die Versicherungswelt nachhaltig verändern kann, entwickeln wir in Berlin völlig neue Konzepte – Angebot in 90 Sekunden, monatlich kündbar, Zahl-pro-Kilometer. Wir haben noch einiges vor und dafür suchen wir Verstärkung! FRIDAY braucht Spezialisten aus vielen Bereichen. Du willst in einem engagierten Team mit innovativen Technologien arbeiten und Prozesse selber gestalten?

Dann melde dich bei uns.

Dein vielfältiges Aufgabengebiet

To strengthen our FRIDAY team in Luxembourg, we are looking for a Quantitative Risk Manager (all genders) who can roll up their sleeves and actively support us at our Luxembourg/Bertrange site. In the Risk Management Team, you will be responsible for the overall quantitative risk management topics of FRIDAY. You are working jointly with our Non-Life Actuarial Department on Solvency 2 related topics. Challenging tasks in a constantly changing environment await you, as well as a friendly and committed team, which promotes our company with passion and future orientation.
  • You will be responsible for planning, organizing, and executing all quantitative risk management activities as well as supporting the risk management function. In particular on: 
    • ALM Calculations and Stress Tests
    • Solvency 2 Pillar 2 and Pillar 3 quantitative requirements, such as ORSA and RSR reporting
  • As Risk Manager, you are the interface and contact person for this topic in the company and work closely with other departments
  • You prepare reports for the areas of quantitative risk management for the supervisory authority as well as internal documentation. In particular:
    • Actuarial QRT’s
    • Calculation of SCR under Pillar 1 
  • Further development and coordination of processes and formats for regulatory reporting requirements (ORSA, RSR, SFCR) and for quantitative quarterly reporting under Solvency II, incorporating Group policies and in cooperation with Group Risk Management
  • Development and integration of updated regulatory requirements in the field of quantitative risk management
  • Provision of data for reporting for the Swiss Solvency Test

Du bringst Folgendes mit

  • You have successfully completed a degree in economics or mathematics or a comparable qualification.
  • You extended your knowledge with an actuarial exam.
  • You have gained initial professional experience in this area at an Insurance company or an auditing or professional services firm working for insurances.
  • You shine with sound knowledge in the assessment, measurement, and control of risks and expertise in risk management and control according to Solvency II.
  • You bring strong methodological and conceptual skills coupled with an analytical mindset.
  • You are a team player with all-round vision and a hands-on mentality.
  • You have very good English and French skills (German is a plus).