Senior Risk Model Architect (Internal Model, Solvency II)

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

Benefits offered by this job

13th month and holiday allowance

Hybrid work model

Training and development budget

NS Travel Card 2nd class

Job summary

NN Group Netherlands is seeking a Risk Model Development Expert to strengthen NN Group's internal risk model by developing and improving risk models using advanced techniques. You will be part of the PIM Coordination Team, acting as an internal risk consultant to ensure the model fits risk profile and business needs.

You will also support implementation and ongoing use of the internal model, while communicating complex topics to senior management.

Qualifications

• Master’s degree in econometrics, actuarial science, quantitative finance or a relevant technical background.
• Minimum 5 years of proven experience in risk modelling, preferably financial/market risk models.
• Strong mathematical and problem-solving skills with knowledge of Solvency II and internal models for insurance.

Responsibilities

• Develop and improve NN Group's internal risk model using advanced modelling techniques.
• Work in the PIM Coordination Team to ensure models fit risk profile and business needs.
• Support implementation and ongoing use of the internal model.
• Explain complex topics clearly to senior management and colleagues.

Skills

Strong communication

Team player

Leadership

Data management

Programming / AI experience

5+ years risk modelling

Solvency II knowledge

Education

Master’s degree in econometrics/actuarial/quantitative finance

Job description

NN Group Netherlands is seeking a Risk Model Development Expert to strengthen NN Group's internal risk model by developing and improving risk models using advanced techniques. You will be part of the PIM Coordination Team, acting as an internal risk consultant to ensure the model fits risk profile and business needs.

You will also support implementation and ongoing use of the internal model, while communicating complex topics to senior management.