Senior Data Scientist, Biometric Assumptions & Longevity Team

RGA is a purpose-driven organization working to solve today’s challenges through innovation and collaboration. A Fortune 200 Company and listed among its World’s Most Admired Companies, we’re the only global reinsurance company to focus primarily on life- and health-related solutions. Join our multinational team of intelligent, motivated, and collaborative people, and help us make financial protection accessible to all.

A member of the Model Risk Management team, the Senior Data Scientist contributes to the implementation of second line enterprise-wide model risk management (MRM) governance framework with a focus on artificial intelligence (AI) and predictive models. This role will also perform model validation and risk assessment of AI and predictive models, involving frequent communication with model owners within the business units, as well as with model risk governance groups and other key stakeholders.

What You Will Do

• Conduct model validation and perform model risk assessment for AI and predictive models, working in collaboration with functional associates. This includes designing model test plans using R and Python code for API and web access.
• Support the evaluation, monitoring, reporting of overall model risk exposure for RGA, identify trend and mitigation opportunities.
• Execute all activities related to model risk oversight to monitor the use of AI and predictive models at RGA supported by the model risk policy and assessment plan.
• Assist in development and implementation of the enterprise Model Risk Management (MRM) framework and MRM strategy, with a focus on AI and predictive models.
• Collaborate with business units to create awareness of the model risk framework and its implementation in order to maintain high engagement with model owners, first line risk officers and other stakeholders.
• Support the development of operational risk quantification methodology and process, including related socialization to ensure the methods are understood and used appropriately.
• Maintain regular and predictable attendance.

Qualifications

• Bachelor’s Degree in Arts/Sciences (BA/BS) Math, Statistics, Actuarial Science, Computer Science, or related field required or Master’s degree in Arts/Sciences (MA/MS) Math, Statistics, Actuarial Science, Computer Science, or related field preferred.
• 5+ Years software development experience, with familiarity of developing statistical models for insurance or related applications required and 1+ Years statistical on-the-job modeling experience (not exam based) for insurance or related applications (Regression, Decision Trees, Time Series, etc.) required or 3+ Years statistical on-the-job modeling experience (not exam based) for insurance or related applications (Regression, Decision Trees, Time Series, etc.) preferred.
• Statistical programs (ex. R, Python), spreadsheets skills (Excel/VBA) and database applications (Oracle, SQL or equivalent technology) - Technical Skills - Intermediate Proficiency required.
• Machine learning models / concepts - Technical Skills Upon Hire - Beginner Proficiency required.
• Predictive model knowledge, including statistical concepts for feature engineering, model diagnostics and model evaluation - Technical Skills - Beginner Proficiency required.
• Analytical and problem-solving skills - Technical Skills - Advanced Proficiency required.
• Reinsurance industry and product knowledge - Technical Skills - Beginner Proficiency preferred.
• Balance detail with departmental goals - Behavioral Skills - Advanced Proficiency required.
• Make timely and effective decisions; and produce results through strategic planning - Behavioral Skills - Advanced Proficiency required.
• Oral and written communication skills, demonstrating the ability to convey business terminology that is meaningful and well received - Technical Skills - Expert Proficiency required.
• Ability to liaise with individuals across a wide variety of operational, functional, and technical disciplines - Behavioral Skills - Intermediate Proficiency required.
• Persuasion and negotiation skills when working with internal/external customers - Behavioral Skills - Advanced Proficiency required.
• Certified Analytics Professional (CAP) Preferred.

What you can expect from RGA

• Gain valuable knowledge from and experience with diverse, caring colleagues around the world.
• Enjoy a respectful, welcoming environment that fosters individuality and encourages pioneering thought.
• Join the bright and creative minds of RGA, and experience vast, endless career potential.

We’re excited to get to know you and connect your unique skills with our global opportunities.