The position will be reporting to the Head of Quantitative Methods and (Re)Insurance Products. The team is part of SCOR's P&C Operations team and is a central function, its remit encompassing SBS (direct) and Reinsurance business. Its main "clients" are the Pricing & Modelling pricing teams and collaborates with the other functions in Operations.
The team is responsible for designing/implementing methodologies and models, especially related to pricing, and supporting operations for all pricing & modelling activities regarding systems, processes, and governance.
The role would be that of a quantitative analysist (quant), and therefore it would require both mathematical and computing skills.
You would be expected to be involved in the following activities, with varying emphasis depending on the needs:
the development of pricing models and the software around these models
the migration of existing models from spreadsheets to professional platforms
work on portfolio analytics, especially related to pricing
model governance
ad-hoc projects with other teams in P&C Operations
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