Advanced Analytics and Artificial Intelligence, Intern at SCOR

Singapore, Singapore, Singapore -

Full Time

Start Date

Immediate

Expiry Date

20 Apr, 26

Salary

0.0

Posted On

20 Jan, 26

Experience

0 year(s) or above

Remote Job

Yes

Telecommute

Yes

Sponsor Visa

Skills

Predictive Modeling, Survival Analysis, Python, Machine Learning, Actuarial Science, Model Interpretability, Statistical Performance, Diagnostics, Censored Data, Risk Assessment, Data Integration, Model Evaluation, Business Alignment, Non-linearities, Correlated Features, Risk Grouping Strategies

Industry

Insurance

Description

Context Predictive modeling is central to an insurer’s mission: understanding, assessing, and predicting biometric risks. In Life & Health, this often means working with survival analysis, a domain that brings specific methodological challenges due to censored data, non-proportional hazards, complex multivariate relationships, and the need for medically coherent outputs. Within our team, we have developed a robust Python-based survival modeling framework that adapts both traditional actuarial methods and modern machine-learning (ML) algorithms to censored data. This internal library already integrates a wide range of models — from classical Cox variants to advanced ML approaches — and continues to evolve to meet emerging needs such as handling richer datasets, improving interpretability, and aligning with new regulatory and actuarial standards. To strengthen this foundation, we have identified several R&D topics that will be the focus of the internship. Validated methods and results will be integrated into our existing survival modeling package. This internship offers an opportunity to meet the requirements for an Actuarial Science degree while: Working in an international environment and collaborating with diverse teams Exploring cutting‑edge topics at the intersection of AI and actuarial science Learning technical, methodological and industry best practices Being mentored and supported by experts in the field Deploying solutions that deliver strong business value Mission & R&D topics Examples of topics of interest include: Integrating domain-driven constraints into our modeling framework Interpretability of survival models In actuarial practice, domain expertise often dictates how certain variables should influence risk. This creates the need to explore approaches that embed model constraints—such as monotonicity, convexity, or U-shaped effects—directly into survival models. These constraints ensure that model outputs remain aligned with established medical and actuarial knowledge (for example, enforcing that mortality risk follows a U-shaped relationship with BMI). Explainable AI is a recurring priority in survival modeling. Existing tools such as partial dependence plots (PDPs), accumulated local effects (ALE), and SHAP-like approaches for censored data offer valuable insights but also present key challenges. For example: PDPs may generate unrealistic feature combinations when inputs are correlated. Survival-specific SHAP variants remain computationally costly and sometimes unstable. The goal is to investigate how these techniques can be improved or adapted to deliver more robust, realistic, and domain-consistent interpretations. Model Assessment & Diagnostics Model performance evaluation: A wide range of survival metrics exist, each capturing different aspects of performance (calibration, ranking consistency, bias…). This diversity can lead to: Conflicting conclusions between metrics, Difficulty comparing models objectively, Challenges summarizing results into a single decision criterion. Research questions include: Which metrics should be favored under which modeling context? How can we reconcile metrics? Is it possible to derive an aggregated performance score that synthesizes several evaluation angles? Business alignment and domain consistency: Beyond statistical performance, models must behave consistently with actuarial and medical expertise. A key area of R&D will be to develop a tool that: Highlight model limitations, especially where predictions contradict well-established risk patterns. Provide diagnostics aligned with underwriting reasoning (e.g., assessing the isolated and combined effect of key drivers in a medically coherent way). Identify profiles that deviate from expected behavior, even in the presence of continuous risk factors where the space of possible profiles is theoretically infinite. This requires exploring systematic and exhaustive approaches to surface “unexpected” behaviors — for example, detecting monotonicity violations, abrupt / discontinuous predictions, or implausible interaction effects across the full covariate space. Testing new survival models Establishing best practices around various topics The goal is to identify methods powerful enough to capture non-linearities and interactions, yet less prone to overfitting and offering greater control than fully flexible ML models. Potential avenues include Penalized and constrained Cox variants or interaction-augmented Cox models. In addition, test‑and‑learn experimentation on less common and more specialized approaches — such as causal survival forests — could also be conducted Handling correlated input features Model transferability across portfolios or markets Turning model predictions into business outputs (e.g.- optimal risk grouping strategies) As a leading global reinsurer, SCOR offers its clients a diversified and innovative range of reinsurance and insurance solutions and services to control and manage risk. Applying “The Art & Science of Risk,” SCOR uses its industry-recognized expertise and cutting-edge financial solutions to serve its clients and contribute to the welfare and resilience of society in around 160 countries worldwide. Working at SCOR means engaging with some of the best minds in the industry – actuaries, data scientists, underwriters, risk modelers, engineers, and many others – as we work together to find solutions to pressing challenges facing societies. As an international company, our common culture is defined by “The SCOR Way.” Serving both to build momentum that drives the Group forward and as a compass to guide our actions and choices, The SCOR Way is anchored by five core values, reflecting the input of employees at all levels of the Group. We care about clients, people, and societies. We perform with integrity. We act with courage. We encourage open minds. And we thrive through collaboration. SCOR supports inclusion and the diversity of talents, and all positions are open to people with disabilities.

Responsibilities

The intern will work on R&D topics related to survival modeling, integrating validated methods into the existing framework. They will explore cutting-edge topics at the intersection of AI and actuarial science while collaborating with diverse teams.