Risk Modeller

Reporting to the Head of Risk Modelling, Group Capital & Risk, you will be contributing to the development and calibration of risk models feeding the internal capital model, with a focus on Non-Life risks (P&C and Specialty).

 
About the role:
The role provides the opportunity for exposure to a wide range of products and risks across the Group. You will be able to apply your quantitative skills in tangible applications and make a real impact to the quantification and monitoring of key risks for the company. You will be collaborating with people across various functions including Risk, Pricing, and Reserving.
Key responsibilities:

• Development and calibration of models and dependencies that feed into the internal capital model. 
• Contributing to the quarterly and annual capital reporting processes
• Support of risk management and reporting activities across the Group

About you:
You are looking for an opportunity to perform mathematical modelling work in a real business context. As a modeller, you are not only able to develop new approaches and frameworks but also good at striking the balance between complexity and pragmatism. You are a good communicator and able to present the results of your work in an effective way. You enjoy interacting with people from different teams and building up a network of contacts across the company.
 
You have the following background, skills, and mindset: 

• Approximately 2+ years of experience
• Strong quantitative background (mathematics, physics, engineering, …)
• Solid programming skills (preferably in R)
• Broad understanding of statistical modelling and experience in data analytics
• Creative mindset and open for new challenges
• (Re-)insurance experience a plus

Please contact [email protected] or 016099404 for further information.

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