Medior Risk Modeller: Non-Life Solvency & Risk

NN Greek Life Insurance; Den Haag; On-site; EUR 60,000 - 79,000; Full time

Benefits offered by this job

13th month salary

Holiday allowance

27 vacation days

Pension BeFrank

Training opportunities

NS Travel Card

Home office allowance

Job summary

NN Non-life in the Netherlands is seeking a Risk Model Developer to build and maintain non-market risk models that inform capital and strategic decisions. You will combine data analysis, quantitative modelling and sound methodologies, ensuring they are defendable to reviewers and users alike.

You will work on multiple models spanning property & casualty, disability/health, and business risks, with emphasis on model calibration, validation and clear documentation for governance and stakeholders.

Qualifications

• Master's degree in a quantitative discipline with relevant modelling experience.
• Strong understanding of statistical and quantitative modelling methods.
• Experience with Python or similar quantitative programming languages.
• Ability to explain complex analyses to stakeholders and reviewers.

Responsibilities

• Analyse historical insurance data for model suitability and quality.
• Develop, calibrate and substantiate quantitative model methodologies and assumptions.
• Assess model performance via backtests and sensitivity analyses; document methods clearly.
• Explain choices and results to actuarial users and supervisory reviewers.
• Review technical model implementation and develop controls to verify calculations.

Skills

Quantitative modelling

Risk modelling

Data analysis

Python

Education

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

Tools

Python

Job description

NN Non-life in the Netherlands is seeking a Risk Model Developer to build and maintain non-market risk models that inform capital and strategic decisions. You will combine data analysis, quantitative modelling and sound methodologies, ensuring they are defendable to reviewers and users alike.

You will work on multiple models spanning property & casualty, disability/health, and business risks, with emphasis on model calibration, validation and clear documentation for governance and stakeholders.