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Pelo Futuro da Indústria | Pelo Futuro do Trabalho
Master's Fellow, Statistics, Predictive Modeling, Python, AWS
Location
Brazil
Posted
70 days ago
Salary
R$9K / month
Seniority
Senior
Job Description
Master's Fellow, Statistics, Predictive Modeling, Python, AWS
Sistema Fibra
• Understanding of the IFRS 17 standard as it relates to the risk adjustment • Survey of current practices for measuring the Risk Adjustment under IFRS 17 • Identification of critical variables (e.g., claims volatility, policy cancellations/surrenders, expenses, lapses) and available internal data sources • Justify the methodology of the statistical model used for the risk adjustment • Perform consistency tests to validate and maintain the statistical model for the risk adjustment • Prepare documentation and provide support for internal and external audits
Job Requirements
- Education: Master's degree (completed)
- Fields of study: Statistics or Actuarial Science
- Knowledge of probability and probability distributions
- Knowledge of regression analysis, factor analysis, and time series
- Programming in Python and/or experience with AWS applications
- Familiarity with IFRS 17
- Knowledge of technical provisions for private pension plans and Brazilian GAAP (BR GAAP) regulatory standards
Benefits
- Availability: 40 hours per week
- Duration: 12 months
- Stipend: BRL 9,000.00 per month
- Work arrangement: Remote (home office)
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• Understanding of the IFRS 17 standard with respect to the risk adjustment • Survey of current practices for measuring the Risk Adjustment under IFRS 17 • Identification of critical variables and available internal data sources • Justification of the methodology for the statistical model used • Consistency testing to maintain the statistical model • Preparation of documentation and support for internal and external audits
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