Job Description

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.

Profile

• 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