Senior Internal Risk Modeler – Solvency II Expert

NN Personeel B.V.; Den Haag; Hybrid; EUR 66,000 - 105,000; Full time

Benefits offered by this job

13th month

Holiday allowance

BeFrank pension

Training opportunities

NS Business Card 2nd class

Travel reimbursements

Home office allowance

Internet allowance

Job summary

NN Group is seeking a Risk Model Development Expert based at the Head Office in The Netherlands. You will strengthen our internal risk model using advanced modelling techniques and contribute to Solvency II-compliant risk frameworks.

The role focuses on developing and improving models for credit, equity, longevity, and persistency, with the Internal Model as a core priority. Hybrid work arrangement in The Hague, with a strong emphasis on collaboration within the PIM Coordination Team to support

Qualifications

• Master’s degree in econometrics, actuarial science, quantitative finance, or related technical field.
• At least 5 years of proven experience in risk modelling, preferably financial/market risk models.
• Strong mathematical skills and knowledge of Solvency II and internal models.
• Experience with data management and programming or AI is a plus.
• Ability to communicate clearly to senior management.

Responsibilities

• Strengthen NN Group's internal risk model with advanced modelling techniques.
• Develop and improve risk models covering credit, equity, longevity, and persistency risks.
• Collaborate with the PIM Coordination team to ensure model fit to risk profile.
• Support implementation and ongoing use of the internal model.
• Communicate complex topics clearly to senior management.

Skills

Risk modelling

Solvency II

Data management

Programming

AI experience

Education

Master's degree in econometrics

Actuarial science background

Tools

Python

R

SQL

Job description

NN Group is seeking a Risk Model Development Expert based at the Head Office in The Netherlands. You will strengthen our internal risk model using advanced modelling techniques and contribute to Solvency II-compliant risk frameworks.

The role focuses on developing and improving models for credit, equity, longevity, and persistency, with the Internal Model as a core priority. Hybrid work arrangement in The Hague, with a strong emphasis on collaboration within the PIM Coordination Team to support