Wat ga je doen?
You will use your vast experience to a wide spectrum of modelled risks, from credit and equity to longevity and persistency, as well as aggregation challenges. This senior role has a special focus on life/insurance risk modelling.
Operating like an internal risk consultant, you will help to improve the NN Group’s internal model by exploring, developing and testing different options, choosing the one that best fits our risk profile and business needs and then implementing it. You will also create overarching models for other risk modelling teams Group-wide. In addition, you will be responsible for:
- Leading brainstorming discussions on possible model developments
- Assessing the impact of the proposed change on our solvency capital requirements
- Evaluating the consequences of the proposed change for operations and reporting
- Implementing the change by participating in all stages of the process from defining the data requirements to answering model validation questions
- Ensuring a smooth handover of the model updates to the other teams and implementing standards within (risk) model development