NN Re manages very diverse risks from complex market risks to non-life. It requires a dedicated risk management team which is able to effectively identify and manage risks within the organization. As a second line of it will challenge the first line in activities such as new reinsurance contracts as well as hedge strategy and performance of the VA Japan and Europe books. In order to manage the current and the future development of the portfolio, we are looking for a Financial Risk Manager in the Risk Management team.
Your main responsibilities
The Financial Risk Manager reports to the Head of Risk Management of NN Re and is responsible for developing and improving the risk methodology and the modelling tool, calculating and analysing the SCR figures, and actively participate in the risk management of the investment, hedging and product development process.
- Develop and improve insurance risk models;
- Monitor and review the appropriateness of the shock parameters and methodology;
- Perform and review SCR reporting and SCR analysis;
- Review the pricing of pricing innovative life and non-life reinsurance products;
- Review the investment and hedging strategy.
Your role will also require the coordination and communication between various departments within NN Re, and with NN Group Risk Management departments, and with NN BU's across the world regarding matters that concern risk management.
Your experience and skills
For this position it is important that you are independent, flexible, proactive and can deal with tight deadlines.
- Degree in econometrics, actuarial science, quantitative finance; or studies with quantitative background;
- 3-5 years of relevant work experience;
- Knowledge of programming language (e.g. R) is a prerequisite
- Knowledge of Solvency 2 is required;
- Knowledge of NN Group Internal Model, Solvency 2 Standard Formula and reporting system is a plus.
We offer you
Naturally our appreciation for our colleagues are reflected in our conditions of employment, which, for the most part, can be adapted to your own personal wishes. We offer you:
o A work environment that is characterized by an professional atmosphere, collegiality and open communication.
o Plenty of opportunities to develop yourself; craftsmanship and development are our top priority.
o The opportunity to work with professional and expert colleagues who have a tremendous drive to do good, in the interest of the client, the company and our business partners.
o Modern compensations & benefits with room for your own choices.
o The job is for 36 working hours a week and the location is Den Haag
o A position in job grade 10/11 a salary, depending on knowledge and experience;
How to apply
Are you the one we are looking for? Then apply directly by clicking the button below this vacancy.
Please apply online via the link to ensure a smooth procedure. Note that applications via e-mail will not be considered. For more information regarding the role and/or selection procedure, Dennis Damoiseaux, Recruiter, via email@example.com .