Risk Specialist

  • 40911
  • Life - Actuarial
  • |
  • Netherlands
  • |
  • May 26, 2024
RESPONSIBILITIES
  • · Develop and maintain valuation models for complex treasury instruments for IFRS, MVN, and Solvency II, adhering to Internal Model Validation and Data Quality policies.
  • · Build and maintain capital requirement models for MVN and Solvency II, in line with Internal Model Validation and Data Quality policies.
  • · measure, monitor, and report on company’s overall risk management framework.
  • · Conduct risk analyses and handle ad-hoc requests.
  • · Develop and maintain reporting guidelines and Business Process Documentation for SOX and Internal Control Framework.
  • · Ensure data quality and integrity for all valuation models
  • Top of Form
QUALIFICATIONS
  • · proven skills in Risk Management including Model development;
  • · Actuarial Designation or FRM or CFA
  • · Have strong programming skills, preferably experience with VBA in Excel/Access and R.
  • ->SALARY: 90-110k