Our client, an insurance company is looking for a Risk Modeller to strengthen the Risk Modelling, Group Capital & Risk Department. He·she will be in charge of the development and calibration of risk models feeding the internal capital model.
The Risk Modeller will be responsible for :
- Managing the capital modelling and risk management functions for the Group;
- Developing and calibrating models and dependencies that feed into the internal capital model with a focus on Non-Life risks;
- Contributing to the quarterly and annual capital reporting processes;
- Supporting the risk management and reporting activities across the Group;
- Collaborating with people across various functions including Risk, Pricing and Reserving.
- Master’s degree in a quantitative field: Mathematics, Physics, Engineering, etc.
- At least 2 years of professional experience
- Solid programming skills, preferably in R
- Broad understanding of statistical modelling
- Experience in data analytics
- Creative mindset and open for new challenges
- (Re-)insurance experience is an asset
- Strong work ethic and commitment to meeting deadlines
- Fluent in English, any other language is a plus