Overview

Risk Modeler – 28709

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 Company models and policies related to Financial and Life Risk with a focus on Balance Sheets.

Ref: 28709

  • Location: Brussels
  • Category: International
  • Type: Permanent

Overview

Key Duties (Including but not limited to):

  • Contribute to the methodological development and improvement of the Company’s models for economic capital (Solvency II Standard Formula and Internal Model)
  • Contribute to the Company’s Valuation model for Insurance Liabilities, with a specific focus on risk-neutral stochastic modelling (equity, interest rates, spreads…) techniques for valuing embedded options
  • Produce Risk-Neutral stochastic scenarios for valuation & risk assessment
  • Implement and execute the Group’s testing framework in order to validate model outcomes

Qualifications required:

  • You have a master’s degree or PhD in a quantitative subject, e.g. mathematics, physics, econometrics, quantitative finance, actuarial science, or computer science.
  • You have an active (written and oral) knowledge of English (French or Dutch is a plus)

Experience required:

  • Working experience in the financial industry (insurance, banking, asset management) is a plus
  • You have knowledge of Financial Markets, Financial Valuation & Modelling, Market Risk Management, Financial Regulation (Solvency II)
  • Experience & proven competence in implementing mathematical models in Excel VBA. More advanced programming languages like MATLAB, R, Python are a plus

Consultant

Fátima Piñeiro-Somoza

Senior Consultant | International Actuarial

T: +44(0) 20 3867 9834

Email me

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