Call for Interest - Actuarial Specialist Reservation

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As part of the actuarial function at Allianz Services Mauritius, you will be expected to work closely with the actuarial teams of other Allianz operating entities. You will be involved in both planned activities such as model development/model testing, pricing, as well as BAU activities such as actuarial valuation of insurance products.

Several positions are to be filled depending on the level of experience.

Your mission

• Impact study and operational assistance in the implementation of regulatory changes, in particular IFRS 9 and IFRS 17,
• Production of Solvency II work (SCR, ORSA, QRT calculation in particular) in standard formula or internal model,
• Determination of economic capital (MCEV, EV, EEV calculations),
• ALM, management and optimization of financial processes,
• Pricing and new product development,
• Calculation, review and analysis of liabilities (technical provisions),
• Analysis of claims experience and improvement of profitability.
• Analyze, optimize, and create financial models that form the basis of insurance products

Your skills

• You have a good knowledge of insurance products, their actuarial modelling, the underlying risk factors and valuation principles.
• You are equipped with the ability to work in a team and an open mind,
• You are comfortable in one of the main statistical modeling languages SAS, R or Python as well as the place modeling tools Prophet, RAFM, ResQ, ReMetrica, etc...
• Has basic knowledge of SQL and can work with databases
• Excellent analytical skills with attention to detail
• You have good writing and interpersonal skills
• You are comfortable enough in French and English to work in an international environment.
• Bachelor's / Master's degree in Actuarial/Statistics/Mathematics
• Ideally 2 to 4 years of relevant experience in the insurance industry