Interim - Senior Modeller
Job Description
What you need to know about us
We are Athora Netherlands, an insurance company with the well-known brands Zwitserleven and Reaal. We are mainly involved in pensions and life insurance in the Dutch market. We are part of a European group with offices in Ireland, the United Kingdom, Belgium, Germany and Italy. We are a strong company with over one million customers and we want to grow into one of the most important players in the rapidly changing pension market in the coming years. That is why we are looking for people who are not afraid of change, who are getting things done, who have the ambition to achieve results and who therefore know how to get the best out of themselves and their team. Smarter together, we call it.
What are you going to do?
For reinsurance longevity transactions, settlements and collateral calculations are currently performed using an Excel/VBA-based model.This results in a largely manual process and is leading to an unsustainable increase in operational effort especially as the number of reinsurance contracts grow. Therefore, it has been decided to re-platform the reinsurance modelling architecture to a more scalable and sustainable solution. The assignment is for you to refactor the existing model into Python and advise on the target solution architecture, including data platform considerations where applicable.
In addition, one of the reinsurance contracts is currently modelled in Algo FM, which also needs to be migrated to a Python-based modelling framework as part of this transition.