ACTUARIAL/DATA ANALYST (TECHNICAL PRICING) HF

Job description

SHORT DESCRIPTION OF THE ENTITY
AXA General Insurance Co. Ltd., commonly known as AXA Direct Japan (ADJ), was established
in 1998 as a direct non-life insurer under the umbrella of AXA Group and has been selling mainly
Motor and Pet insurance products online and through call centers. It reports to AXA Global Direct
(AGD) which is the business unit gathering AXA Group’s direct activities.
The Technical pricing team supports the company in achieving Pricing Excellence for our
customers in an innovative and transformative environment. To meet this objective, applicants
are expected to have strong analytical skills to build price models and customer behavior models.
VIE JOB DESCRIPTION
1. Technical Price modeling of existing products and future products (40%)
- Build a consistent database with appropriate threshold for cap & floor of claims
- Use GLMs technics and other advanced data science methods to capture our risks,
including large claims risks.
- Validate your models in a rigorous framework.
- Monitor your models in time to confirm their consistency
- Propose new price segmentation under Japanese constraints framework
2. Customer behaviour modeling and price optimization (40%)
- Build conversion models and retention models
- Validate your models in a rigorous framework
- Monitor the robustness of your models in time
- Analyse tariff competitiveness to detect market dynamics
Optimize of our margin, taking into account Japanese price constraints
3. R&D (20%):
- Collaborate with Data Analytics team and other AXA entities to improve traditional
actuarial methods by introducing machine learning algorithms
- Propose new tools to increase efficiency in the realization of the models
- Keep aware of best practice in actuarial and data science
QUALIFICATIONS, SKILLS AND EXPERIENCE REQUIRED
Technical Skills
- Strong analytical and problem solving skills
- Coding Languages: Strong skills for at least one of those languages required: SAS
and either R or Python. SQL is a nice to have.
- Pricing tools: Experience in using Emblem, Radar Optimizer or Earnix is a plus
- Languages: Fluent in English – both spoken and written; Basic level in Japanese not
required, but nice to have.
Interpersonal Skills
- Teamplayer
- Positive mindset
- Flexibility and appetite to learn
- Innovative mindset
- Good communication skills
Qualifications
- Master’s Degree in Mathematics, Statistics, Actuarial Science or Data Science field
- Prior experience (internships included) in a pricing team of an insurance company or
in a data team is a plus.