Les offres de “Axa”

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CAT Quantitative Analyst - (F/H) - CDD

  • CDD
  • Paris (Paris)
  • Développement informatique

Description de l'offre

Context

AXA deals with the most sophisticated P&C challenges of a leading global insurer, among which the management of natural catastrophe risk (CAT).
Natural variability of climate and seismic activity have demonstrated their devastating potential, climate change bringing additional uncertainty for the future.
AXA announced early March 2018 that it has entered into an agreement to acquire 100% of XL Group Ltd, a leading global Property & Casualty commercial lines insurer and reinsurer with strong presence in North America, Europe, Lloyd's and Asia-Pacific.

Group Risk Management

AXA GRM brings together high level and multidisciplinary staff with engineers, actuaries and financials. Its main missions are focused on the following key areas:
· analyse, model and aggregate the Group's risks (Economic Capital);
· define the process enabling to limit the undertaken risks (Risk Appetite, …);
· optimize the Group protections (Reinsurance, securitization, hedging, etc.).

Primary mission

In the context of XL integration, the primary mission of the selected applicant will be to engage in the campaign for setting a new CAT risk appetite for AXA. This campaign will mainly consist in:

· Assessing CAT risks (solo);
· Aggregating CAT risks (gross of reinsurance treaties);
· Netting CAT risks of reinsurance treaties.
Job's background

Position belongs to the GRM P&C CAT Risk Management team (12 FTE), the selected applicant will report to the CAT Process Owner.
The CAT modelling process is part of AXA's Internal Model (Solvency II) and consists in:
· Collecting CAT exposure data (geographical, physical and financial information) on a per-entity (AXA France, AXA Mexico…) and per-location basis (houses, factories, vehicles etc);
· Assessing the risk on a per-entity per-peril per-geography basis (cyclones, earthquakes, floods, hailstorms...) and combining it at Group level.
It has strong strategic and operational impacts since it (i) determines levels of Reinsurance covers (ii) computes Economic Capital for CAT to secure AXA's solvency (iii) ensures the respect of AXA's CAT Risk Appetite. It is also a technical challenge with the data collection of [10-100] millions of policies, the combination of multiple modeling solutions and the data production of millions of stochastic event losses.

Profil recherché

Qualifications :

Position requirements
·  Master's Degree with a strong background in mathematics and/or informatics;
·  Demonstrated experience in a project requiring the handling, processing and visualization of large relational data; IT skills (R or Python / SQL);
·  Taste for challenge / Analytical skills / Ability for abstraction.

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