Quantitative Risk Manager

Do you want to become Chief Risk Officer, Chief Actuary or Actuarial Function Holder? Or is your dream job data scientist/financial engineer? Would it be cool to become Head of the Underwriting Office or Executive assistant to the Regional Chief Executive Officer?

Those are few exemplar positions which some of risk team members were promoted to during the last 3 years showing the great opportunities to grow within this team and Allianz.

Being part of the Risk Management team at Allianz offers great possibilities to contribute to the strategy of the company, balancing the risks and the performance, being frequently exposed to senior executives incl. CEO, CFO, etc. and participate in major projects. There are also great opportunities to dive into quantitative analysis of solvency and all the risks present on the balance sheet. 

What we offer

- Competitive salary and secondary benefits such as a very good pension scheme and a generous commuting allowance

- An engaging multi-cultural team of experts spread out between Rotterdam, Brussels and Romania

- Versatile work, with the flexibility to be involved in financial topics, but also in Life, Non-Life, Health and Income Protection business in Netherlands as well as in Belgium

- A motivating work atmosphere where taking initiative is encouraged and failures seen as opportunities to improve

- Development opportunities, access to Allianz’ global risk and actuarial community, and ability to follow internal and external trainings

What will your role be?

We offer a dynamic and flexible role for a Quantitative Risk expert in the Balance Sheet Management squad covering the Benelux region. As Allianz Benelux is a composite insurance company, your work covers the full insurance landscape including both life and non-life insurance. It is a broad function as it covers the full scope of Solvency II, but also requires applying our expertise to further implement IFRS9 and 17.

Your responsibilities:

- Maintain and enhance SCR model, including parametrization of investment strategy in Asset and Liability Interaction Model

- Perform solvency forecasting (Own Funds and SCR)

- Improve efficiency and automation of various data and calculation processes

- Contribute to regulatory quantitative requests

- Support the Chief Risk Officer (CRO) in solvency sensitivity analyses

What we expect from you

- You have a Master’s degree in Econometrics, Mathematics/Statistics, (Financial) Engineering, Actuarial Sciences or a similar field of expertise

- 1 till 5 years of working experience in the field of Finance/Insurance 

- Experienced programmer in any of the following languages: Python, R, Excel, VBA, SQL or other (surprise us!)

- You are passionate about data, innovation and becoming the go-to expert in your field 

- Able to communicate fluently (oral and written) in English. Other languages are welcome in our team where multiple languages are spoken.

- Ability to communicate clearly on complex topics


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