Contribute to the methodological development and improvement of the Company’s models for economic capital (Solvency II Standard Formula and Internal Model)
Contribute to the Company’s Valuation model for Insurance Liabilities, with a specific focus on risk-neutral stochastic modelling (equity, interest rates, spreads…) techniques for valuing embedded options
Produce Risk-Neutral stochastic scenarios for valuation & risk assessment
Implement and execute the Group’s testing framework in order to validate model outcomes
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, Financial 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 01:50:18 GMT
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