Job title: Risk Modeller
Job type: Permanent
Emp type: Full-time
Industry: Insurance
Expertise: Risk Management
Skills: Reserving Data Science Modelling R SAS VBA Python Credit Risk Non-Life
Location: Brussels, Belgium
Job published: 13/01/2020
Job ID: 32586

Job Description

Our client, an international insurance company, is looking for a Risk Modeller to strengthen its Risk Modelling team

From a global perspective, the future Risk Modeller will cover the following tasks:

  • Building a new generation of credit models, using Machine Learning techniques, over the period 2021-2024,
  • Developing analysis tools using VBA, R, Python and/or SAS to improve the monitoring of the company’s model (quantitative testing) as well as the results,
  • Implementing complete statistical tests on the parameters of the company’s credit insurance model, and their execution on an annual basis,
  • Ensuring methodological consistency between the Credit VaR approach and actuarial classical approaches on premium risk,
  • Executing the capital risk calculations on a quarterly basis,
  • Executing calculations and analysis for stress testing purposes,
  • Monitoring and controlling the company’s credit concentration risk. …



  • Master’s degree in actuarial science, statistics, mathematics or another quantitative field.
  • At least 2 years of experience in modelling or risk model validation,
  • Programming skills in VBA, SAS, R, and/or Python,
  • Strong learning skills,
  • Strong interpersonal skills,
  • Good communication skills and ability to present complex topics to different interlocutors in a clear and simple way,
  • Fluency in English is a must, both verbal and written.