Risk Manager - Risk Modeling

Our client offers you:- a permanent contract in a challenging and dynamic working environment- an attractive salary package For our client, we are looking for a Risk Manager - Risk ModelingJob Description:- Active participation to the SCR (Solvency Capital Requirement) calculation process;- Parameterization and update of financial/actuarial risk models; - Design and execution of Stress Testing and Scenario projections;- Support change management projects in Solvency 2 Pillar 1;- Support ALM activities and Pillar 2 activities with quantitative analysis;- Participation to model governance and data quality monitoring; - Interaction with other departments on solvency matters. Onderzoeker exacte wetenschappen Profile:- Minimum 1 year experience in the financial sector, with exposure to the insurance domain; - Strong analytical and quantitative skills;- Strong knowledge base in financial mathematics, ideally also actuarial science; - Familiar with Risk Management and Solvency II Pillar 1;- Ability to use programming languages, such as VBA, R, SAS;- Good understanding of accounting principles;- Good communication and writing skills;- French or Dutch with very good command of English. Solliciteren 1000 BRUSSEL Axis Banking