Key Duties (Including but not limited to):Life Risk modelling:
Contribute to the methodological development and improvement of the Group’s models for economic capital (Solvency II Standard Formula and Internal Model)
Contribute to the Group’s Valuation model for Insurance Liabilities, with a specific focus on risk-neutral stochastic modelling techniques for valuing embedded options
Conduct model calibrations and produce the Risk-Neutral stochastic scenarios for valuation
Perform the end-to-end process life valuation & risk reporting process
Qualifications required:
You have a Master’s degree or PhD in a quantitative subject, e.g. mathematics, physics, econometrics, quantitative finance, actuarial science, or computer science
You have an active (written and oral) knowledge of English (French or Dutch is a plus)
Experience required:
Working experience in the financial industry (insurance, banking, asset management) is a plus
You have knowledge of Financial Markets, Valuation & Modelling, Market Risk Management, Financial Regulation (Solvency II)
Experience & proven competence in implementing mathematical models in Excel VBA. More advanced programming languages like MATLAB, R, Python are a plus
Expected salary
Location
Brussel
Job date
Thu, 22 May 2025 04:55:30 GMT
To help us track our recruitment effort, please indicate in your email/cover letter where (jobsnear.org) you saw this job posting.
