上海招聘

Job Description

AIG has an opportunity for a Senior Risk Analyst in our Actuarial Challenge Group within our Enterprise Risk Management function. Our team reviews General Insurance models spanning from traditional actuarial reserving models and profitability studies, to stochastic reserving models and predictive pricing models. This role will be actively involved in technical reviews on General Insurance model suite, managing the relationships with various stakeholders, assisting model risk management and model governance.

Responsibilities Include:

• Assist with the review of Property and Casualty insurance reserving models: Review claims and premium data quality for property and casualty insurance lines. Track and reconcile data across data sources. Enhance and streamline reserving model documentation. Build benchmark reserving models and design statistical tests to review and challenge reserving model assumptions (risk segmentation, trends, loss development factors etc.) and the conceptual soundness of selected model specifications. Conduct contemporaneous review on General Insurance reserves, opine on reserve adequacy, and assist financial disclosures of reserves. Keep up with industry trends and research on the latest development on reserving methodologies.

• Assist with the review of Property and Casualty insurance pricing models: Review claims and exposures data quality for property and casualty insurance lines. Extract, clean, and reconcile data across various internal and external data sources. Enhance and streamline pricing model documentation. Implement statistical tests to review and challenge actuarial assumptions underlying pricing models. Build benchmark pricing models and implement statistical tests in R, SAS or MATLAB to validate the conceptual soundness of pricing models. Perform ad-hoc requests to assist underwriting decision making.

• Assist with the effective communication and presentation of model review findings to Enterprise Risk Management leadership, Finance Actuarial, Underwriting, and other stakeholders.

• Assist model governance and model risk reporting. Coordinate work flows with offshore teams.

What we are looking for

• Graduate degree in statistics or a related field preferred.

• ACAS or FCAS preferred.

• 2-3 years of P/C actuarial experience in pricing, reserving, financial/insurance risk modeling.

• Track record of technical model development is preferred.

• Competence with programming in Matlab, R, Python or equivalent software platforms for extracting/manipulating data and conducting independent tests on models.

• Excellent written and verbal communication skills.

• Effective interpersonal and communication skills conducive to forming strong relationships with internal as well as external groups.

上海亚美国际咨询有限公司成立于1995年，为美国国际集团成员公司。公司拥有各行业的专家，为客户提供企业商务管理和信息技术咨询服务。

美国国际集团是世界保险和金融服务的领导着，业务遍及全球130多个国家和地区，是全球首屈一指的国际性保险服务机构。美国国际集团成员公司通过保险业内最庞大的全球化财产保险及人寿保险服务网络，竭诚为各商业、机构和个人客户提供优质服务。美国国际集团在全球各地的退休金管理服务、金融服务以及资产管理业务也居世界前列。美国国际集团的股票在纽约证券交易所以及巴黎、瑞士和东京的股票市场上均有上市。