Specialist:in Quantitative Riskmanagement

Specialist in Quantitative Risk Management responsible for operating, developing and validating the internal model under Solvency II, conducting risk analyses and model calculations (e.g., capital model, scenario analyses), supporting model changes and documentation, and guiding approval processes. Participates in the creation of regulatory reports (SFCR, RSR) and internal management reports; develops methods for risk measurement and control; interfaces with actuarial, reserving, pricing and qualitative risk management; collaborates on projects (e.g., ESG model, model migration, automation). Requires degree in (industrial) mathematics or statistics, experience in risk management or internal models, strong modeling and risk measurement knowledge (stochastic models, Monte-Carlo simulations), and experience with Python/R and data analysis; analytical, structured, proactive, independent work style; strong teamwork and communication in German and English. Flexible hours and remote work model (up to 60% mobile); locations include Hannover.