<p>Job Duties:</p> <ul> <li>Lead modeling efforts on a quarterly basis to project and value SCOR's block of business for Solvency II. </li><li>Recommend enhancements, refinements, and updates to the Prophet models used to value the business as needed. </li><li>Liaise with SGLA's Financial Controller's team to calculate the Adjusted Net Asset Value and explain variances between expected amounts and actual amounts. </li><li>Liaise with SCOR's Life Risk Modeling team to calculate and explain the impacts to Risk Margin, Own Funds, and Solvency Capital Requirement for individual SCOR entities as well as SCOR Group as a whole. </li><li>Calculate and present the Value of New business on a quarterly basis. </li><li>Provide and explain Key Performance Indicators to key stakeholders in the US and across the SCOR Group. </li><li>Act as point person for internal and external reviews and audits on a quarterly and annual basis. </li></ul> <p>Job Requirements:</p> <ul> <li>Bachelor's degree or foreign equivalent in Statistics or a related field of study and seven (7) years of progressively responsible experience in the job offered or related occupation: managing large datasets and preparing administration data for Prophet or customer score calculations; running, developing, and enhancing models utilizing Prophet, SAS, or Minitab; programming, debugging, and running SQL queries; and calculating, analyzing, and projecting results for reporting regimes including Solvency II, MCEV, or for planning and forecasting purposes. </li><li>Telecommuting and/or working from home may be permissible pursuant to company policies. </li><li>When not telecommuting, must report to work site. 10% travel required. </li></ul> <p>QUALIFIED APPLICANTS: Please email resume to ESNODGRASS@scor.com and indicate job code MG062625WEB. No Headhunters. NO CALLS PLEASE. EOE.</p>