Financial Risk Officer
AG Insurance
- Belgique
- CDI
- Temps-plein
- You contribute to the organization and execution of Ageas’ Group Financial Risk framework;
- You actively support the Group level financial risk reporting (investment limits, total one obligor, liquidity risk, …);
- You engage with the Financial Risk function in local companies in order to ensure consistency, the proper flow of information and the sharing of best practices;
- You contribute to regulatory & internal reporting (Solvency II, IFRS, ICS …) as a subject matter expert.
- You contribute to the methodological development of the Group’s models for economic capital (Solvency II Standard Formula and Internal Model);
- You contribute to the Group’s Valuation model for Insurance Liabilities, with a specific focus on risk-neutral stochastic modelling techniques for valuing embedded options;
- You contribute to the Group’s testing framework in order to validate model outcomes.
- You have a Master’s degree or PhD in a quantitative subject, e.g. mathematics, physics, econometrics, quantitative finance, actuarial science, or computer science;
- Working experience in the financial industry (insurance, banking, asset management) is a plus;
- You have knowledge of Financial Markets, Financial Valuation & Modelling, Market Risk Management, Financial Regulation (Solvency II)
- Experience & proven competence in implementing mathematical models in Excel VBA. More advanced programming languages like MATLAB, R, Python are a plus;
- You are culturally aware and able to work in team with people with different backgrounds;
- You have excellent communication skills, both written and orally and are able to present complex materials in a structured and comprehensive way;
- You are strongly motivated to learn, proactive, flexible, dedicated and able to work on an independent basis;
- You possess strong coordination, planning and organizational skills;
- You are a result-oriented problem solver;
- You have an active (written and oral) knowledge of English (French or Dutch is a plus).
- 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