11/04/2026 updated
CG
100 % available
Senior Actuary | Solvency II | Risk & Capital | Actuarial Modelling
Luxembourg, Luxembourg
Only remote
Master's Degree in Actuarial Science and Mathematical Engineering in Insurance and FinanceAbout me
Senior Actuary with 5 years of experience in life insurance, Solvency II, risk management, ALM, and actuarial modelling. Skilled in Python, R, SQL, Excel/VBA, and process automation. Open to remote and freelance opportunities in actuarial consulting, risk management, and data analytics.
Actuarial SciencePython (Programming Language)Capital Asset Pricing Model
Solvency II & Risk Capital Management
Expertise in Solvency II risk and capital reporting, covering SCR, solvency ratios, own funds, ORSA, QRTs and SFCR/RSR reports. Strong background in assumption review, investigation of material movements, scenario analysis and regulatory reporting.
Actuarial Modelling & Portfolio Analysis
Proficiency in actuarial modelling including BE and SCR calculations, ALM model migration and validation, stochastic modelling with Matlab/NEMO, and portfolio performance monitoring with reinsurance statements and profitability analysis.
Data Analysis & Programming
Advanced quantitative skills in Python, R, SQL, SAS, Excel/VBA and R Shiny for data quality controls, model validation, process automation, time-series and machine-learning forecasting models, and interactive dashboard development.
Regulatory Reporting & Audit Liaison
Experience in preparing and submitting Solvency II regulatory reports including QRTs via Invoke and e-file, coordinating exchanges with the CAA and external auditors, and following up on recommendations and action plans.
Underwriting & Claims Performance Monitoring
Knowledge of underwriting and claims KPIs, pricing adequacy analysis, loss ratio, frequency and severity monitoring, and product profitability assessment to support portfolio management decisions.
Process Automation & Controls
Hands-on experience automating actuarial processes using Python and VBA, migrating asset data processing and SCR stress calculations from Excel to Python, and implementing controls to reduce operational risk.
Management Reporting & Communication
Ability to synthesise complex actuarial and risk findings into management presentations, communicate conclusions to CRO, CFO and CEO, and support cross-functional collaboration with regulators and auditors.
Lux GAAP Closing & Reinsurance
Experience in Lux GAAP closings, monitoring reinsurance statements, investigating changes in actuarial and risk results, and preparing clear actuarial commentary for management review.
Expertise in Solvency II risk and capital reporting, covering SCR, solvency ratios, own funds, ORSA, QRTs and SFCR/RSR reports. Strong background in assumption review, investigation of material movements, scenario analysis and regulatory reporting.
Actuarial Modelling & Portfolio Analysis
Proficiency in actuarial modelling including BE and SCR calculations, ALM model migration and validation, stochastic modelling with Matlab/NEMO, and portfolio performance monitoring with reinsurance statements and profitability analysis.
Data Analysis & Programming
Advanced quantitative skills in Python, R, SQL, SAS, Excel/VBA and R Shiny for data quality controls, model validation, process automation, time-series and machine-learning forecasting models, and interactive dashboard development.
Regulatory Reporting & Audit Liaison
Experience in preparing and submitting Solvency II regulatory reports including QRTs via Invoke and e-file, coordinating exchanges with the CAA and external auditors, and following up on recommendations and action plans.
Underwriting & Claims Performance Monitoring
Knowledge of underwriting and claims KPIs, pricing adequacy analysis, loss ratio, frequency and severity monitoring, and product profitability assessment to support portfolio management decisions.
Process Automation & Controls
Hands-on experience automating actuarial processes using Python and VBA, migrating asset data processing and SCR stress calculations from Excel to Python, and implementing controls to reduce operational risk.
Management Reporting & Communication
Ability to synthesise complex actuarial and risk findings into management presentations, communicate conclusions to CRO, CFO and CEO, and support cross-functional collaboration with regulators and auditors.
Lux GAAP Closing & Reinsurance
Experience in Lux GAAP closings, monitoring reinsurance statements, investigating changes in actuarial and risk results, and preparing clear actuarial commentary for management review.
Experience
Professional experience5 - 10 years
Freelancer since2026
Languages
ArabicNative speakerEnglishFluentFrenchNative speaker
Project history
Monitored life insurance product profitability and portfolio performance, analysed key indicators and contributed to BP. Validated reserves and local closing results through reconciliations and data quality checks using Python and VBA. Reviewed and automated calculation tools and controls to improve process reliability and reduce operational risk.
Led Solvency II risk and capital reporting covering SCR, solvency ratios, own funds, ORSA, QRTs and SFCR/RSR reports. Challenged assumptions, analysed material movements and risk drivers, and presented conclusions to CRO, CFO and CEO. Coordinated exchanges with the CAA and external auditors. Provided technical supervision to a team and strengthened procedures, controls, audit trails and governance around actuarial and risk processes.
Calculated BE and SCR under Solvency II, reviewed technical assumptions and performed sensitivity and scenario analyses. Prepared Lux GAAP closings, monitored reinsurance statements and investigated changes in actuarial and risk results. Produced Solvency II regulatory reports including QRTs and submitted them to the CAA through Invoke and e-file. Documented controls and prepared clear actuarial commentary to support review and management understanding of results.