Medior Risk Modeller – Non-Life Capital & Modelling

NN Personeel B.V.; Den Haag; On-site; EUR 60,000 - 79,000; Full time

Benefits offered by this job

Salary 5,339–7,119 EUR/month (36h)

13th month and holiday allowance

27 vacation days + Diversity Days

BeFrank pension

Training opportunities

NS Business Card 2nd class (unlimited/

Home office & internet allowances

Job summary

NN Group Netherlands is seeking a Risk Model Developer to design, calibrate and validate non-life risk models affecting the Solvency Capital Requirement and strategic decisions. You will work across property/casualty, disability/health and business risk areas, blending data analysis with quantitative modelling.

You will analyse data, develop methodologies, backtest and document results, and explain choices to diverse stakeholders including actuarial teams, model validators and supervisory bodies.

Qualifications

• Master’s degree in econometrics, mathematics, actuarial science or similar.
• Experience in quantitative modelling, risk modelling or capital modelling.
• Ability to explain complex analyses to stakeholders and reviewers.
• Strong understanding of statistical and quantitative modelling methods.

Responsibilities

• Analyse historical insurance data for completeness, accuracy and representativeness.
• Develop, calibrate and substantiate quantitative model methodologies and judgements.
• Assess model performance via sensitivity analyses, backtesting, and documentation.
• Explain methodological choices to actuarial users, reviewers and supervisors.
• Understand and review Python implementations and develop shadow tooling where needed.
• Collaborate with Risk, Finance and business stakeholders on model governance.

Skills

Data analysis

Quantitative modelling

Statistical methods

Stakeholder communication

Education

Master's degree in Econometrics/Mathematics/Actuarial Science or comparable quantitative discipline

Tools

Python

Job description

NN Group Netherlands is seeking a Risk Model Developer to design, calibrate and validate non-life risk models affecting the Solvency Capital Requirement and strategic decisions. You will work across property/casualty, disability/health and business risk areas, blending data analysis with quantitative modelling.

You will analyse data, develop methodologies, backtest and document results, and explain choices to diverse stakeholders including actuarial teams, model validators and supervisory bodies.