£43.9k - 70.3k per year
7 months ago
- You will be validating complex financial, mathematical and actuarial models used for a range of purposes, such as Solvency II, pricing, hedging and valuation.
- Able to maintain a good working relations with model owners and internal stakeholders.
- Assuring and maintaining high quality of model validations and proactively monitoring outstanding gap
- A Master’s or PhD degree in quantitative finance or actuarial mathematics studies, econometrics, physics, mathematics
- 2 to 8 years of relevant experience within model validation or Risk modelling
- Good knowledge in pension/ or life/ Non life insurances sector or businesses
- Experience with Solvency II/IFSR17
- Knowledge of model validation and model risk management within a financial institution is a plus.
- Experience of at least one of the following programing languages: Python, Visual Basic, R or Matlab.
- You enjoy being challenged with complex issues
- You are fluent in communicating in English and Dutch
No sponsorship provided - You need to be eligble to work in The Netherlands