Contribute to the development and global implementation of pricing models in the Prophet environment and an integrated platform for pricing process (SCOPE project for SCOR Common Pricing Engine).
Dirigé par Denis KESSLER, avec plus de 40 implantations dans le monde et intervenant auprès de plus de 4 000 clients dans le monde entier, SCOR (plus de 2 500 personnes, un chiffre d’affaires annuel de plus de 13 milliards d’euros, une cotation au SBF 120) est le premier réassureur français et le cinquième réassureur mondial.
Evoluant dans un environnement compétitif et réunissant des compétences de haut niveau, SCOR valorise la rentabilité, l’expertise, l’excellence opérationnelle, le sens des responsabilités et le développement durable.
SCOR exerce dans trois grands domaines d’activité : la réassurance de dommages et de responsabilité (SCOR Global P&C), la réassurance de personnes (SCOR Global Life) et la gestion d’actifs (SCOR Global Investment).
Actuarial and Risk within SCOR Global Life brings the technical functions a support to the operational entities, in the analysis of risks and pricing in particular.
Within this department, the Global Pricing function owns the SCOPE project (SCOR Common Pricing Engine), which is key for the division to secure and improve the pricing models, improve the process efficiency and reduce operational risk. This project is a major project for SCOR Global Life to improve its competitive advantage and client centricity.
Missions et responsabilités
SCOPE ambition are the following
- Improve models accuracy
- Improve the pricing process efficiency
- Reduce operational risks
- Improve compliance
The project is led by a Core team:
- Henri Laugier – Global Pricing – Project Owner
- Bérengère Tixier – Global Pricing – Business Owner
- Marc Noujaim – Life IT – IT Owner
You will be part of the Core Team, directly under Berengere Tixier’s responsibility. In this context, you will participate to the Business workstream, that includes the following tasks:
- Design, development and tests of the Core Model (actuarial models for underlying business and reinsurance structure, in Prophet environment)
- Design and tests of the reporting and analytics
- Design and tests of the business processes and platform integration
You will be in direct contact with the Modeling Center of Excellence (MCoE), lead by Marc Convery – Head of Modeling, for all aspects of your tasks relating to modeling issues
Key duties and responsibilities
Within the Core team, you will:
• Contribute to:
- test strategy validation of Prophet developments in Prophet Professional
- test strategy definition in Prophet Enterprise environments including use of DCS and Table Manager to manage inputs
- User Acceptance Test scenarios definition and organization
• Participate to tests execution
• Review core model documentation
• Prepare worldwide roll out process (20 locations around the world):
- collection of detailed business requirements including assumptions migration, fit gap analysis between required model and core model, fit gap on required outputs
- arbitration on scope definition
- validation of functional specifications
- roll out test scenarios definition including non regression
- participate to change management and accompany user acceptance tests
• Prepare and perform user training on in collaboration with external providers, on core model use, outputs database and business intelligence, prophet / sungard suite products.
• Work in close relation with the Modeling Center of Excellence to accompany:
- Code review / Coding best practices
- Implementation of the target maintenance and development processes (business as usual)
- Trainings on core model maintenance
You will also participate, organize and facilitate process between local users and MCoE on change requests, new requirements, or any other requests relating to the core model.
(As the models / platform go live, post 2018, this area of work will become a central part of the position).
Expérience requise et Formation
5 to 7 years’ experience in Life modelling actuarial department in the insurance / reinsurance sector or in a consulting firm, preferably with an experience in pricing processes
Skilled in programming and modeling, with a demonstrable experience on Sungard products (Prophet Professional, Prophet Entreprise, DCS, Table manager, PRD)
Strong appetite and proven ability to work in an international and matricial context.
Fluent in English (in oral and written daily context)
Actuarial academic background