Job Description

We are looking for a senior risk modeller with both a solid quantitative background, as well as good knowledge of financial markets and the insurance industry. You will become part of a multidisciplinary team composed of financial and actuarial professionals whose main task is to ensure the development and embedding of Group models and policies related to Market Risk. Your tasks will be situated in the following domains:

  • Lead, design and maintain Group’s models for economic capital (Solvency II Standard Formula and Internal Model) for Market Risk.

  • You do quantitative research & formulate methodological approaches for forecasting financial risk factors based on evolving model requirements.

  • Responsible for the maintenance and improvement of Real-World Economic Scenario Generation.

  • You perform model runs on a quarterly and ad-hoc basis, in a manner consistent with the requirements of our internal clients.

  • You design & enhan...

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