Job title: Quantitative Risk Officer
Job type: Permanent
Emp type: Full-time
Industry: Insurance
Expertise: Risk Management Skills
Location: Brussels, Belgium
Job published: 22/08/2022
Job ID: 32940

Job Description

Our client an insurance company is looking for a Quantitative Risk Officer to strengthen the Risk Modelling and Valuations Department.

The Quantitative Risk Officer will be responsible for:

  • Developing and maintaining the stochastic valuation model for insurance liabilities, including:
    • Yearly updates of the model assumptions,
    • Further developing the model in line with regulatory requirements,
    • Preparing the model for usage under IFRS17.
  • Conducting quantitative analyses of the company’s risk position, including:
    • Performing recurrent Solvency II calculations with analysis of the changes – including the mandatory regulatory reporting requirements,
    • Executing the quantitative elements of the yearly ORSA (stress tests, projections, …) – including taking up parts of the writing process of the report,
    • Profitability analysis of our portfolio (MCEV like),
    • Assessing the Asset and Liability Management,
    • Providing risk management advices to ad hoc questions.



  • Master’s degree in Economics, Mathematics, Physics, Applied Sciences. An additional Master in Actuarial Sciences is a plus.
  • Experience in Actuarial or Risk Management. Senior and junior experiences are welcomed.
  • A previous experience with Solvency II is a plus.
  • Knowledge of Prophet and/or SAS is an asset.
  • Knowledge of processes and ability to make connections between factors
  • Perseverance and eye for details.
  • Good spoken and written communication.
  • Ability to work in a team and autonomously.
  • Fluency in English.
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