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Pelo Futuro da Indústria | Pelo Futuro do Trabalho
Master's Research Fellow, Statistics, Predictive Modeling, Python, AWS
Location
Brazil
Posted
77 days ago
Salary
R$9K / month
Seniority
Senior
Job Description
Master's Research 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, lapses/cancellations, expenses) and available internal data sources • Justification of the statistical model methodology used for the risk adjustment • Consistency testing to validate and maintain the statistical risk adjustment model • Preparation of documentation and support for internal and external audits
Job Requirements
- Education: Master's degree completed
- Field of study: Statistics or Actuarial Science
- Knowledge of probability theory and probability distributions
- Knowledge of regression analysis, factor analysis, and time series
- Programming in Python and/or experience with AWS
- Knowledge of IFRS 17
- Knowledge of technical provisions for private pension plans and BR GAAP regulatory standards
Benefits
- Stipend: BRL 9,000.00
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