Model Validation Officer Ageas Group
AG Insurance
- Belgique
- CDI
- Temps-plein
on internal management priorities and covering all aspects of the internal model environment. Validation covers all the aspects of a model (strategy, data quality, methodology, testing, use-test…) and plays a role during the whole model life cycle.Your role contains the validation of Solvency II capital and valuation models – including underlying sub-models – for the whole group. A Validation Officer at Ageas validates models in the following areas: financial, life, health and non-life risks. You validate capital and valuation models at group level and within the operational entities. This includes validation of the model strategy, methodology, data, computational aspects and processes:
- You give an opinion on the conceptual and theoretical soundness of model methodology and assumptions;
- You validate the correct implementation of the methodology in the chosen tool or code;
- You validate the quality of the data used in the model;
- You validate the model usage (use-test);
- You follow up with the model manager on recommendations of previous validation missions;
- You establish the validation report intended for the management and the regulator;
- You present the validation conclusions to the Model Control Board, at Group and at local level;
- You participate to the continuous enhancement of the validation methodology;
- You participate in a strong technical team of PhD’s
- You have a strong quantitative background (Actuarial Sciences, Master or PhD in Mathematics, Statistics, Physics, or Civil Engineer);
- You have a critical, conceptual and process oriented mindset;
- You are open-minded and have good analytical skills;
- Knowledge of Solvency II (Pillar 1 and 2) is a plus;
- You are able to have rapidly a deep understanding of new tools and techniques;
- These strong cognitive and analytical competencies should be combined with a general view and ability to single out the essentials in a mass of complex information;
- You have a good knowledge of coding (Matlab, R, Python, LaTex…);
- You have good communication skills, both orally and written;
- You respect deadlines related to the assignments received;
- You are proactive, flexible and able to work on an independent basis;
- You speak fluently English.
- The possibility of (maximum 50%) home working;
- A dynamic, multicultural working environment;
- An interesting and extensive salary package (including meal vouchers, eco vouchers, hospitalization, disability and group insurance, additional child benefit, mobile allowance and intervention in the internet reimbursement, ...);
- The possibility to optimize part of your salary package through a flexible income plan;
- A corporate culture where you are encouraged to share your views and opinions;
- A flat organizational structure with close collaboration and communication with management and cross departments;
- An extensive range of learning & development opportunities through our online learning platform;
- The opportunity to further develop yourself and to be part of a great team at a Top employer in Belgium. Find out more about it