Nederlands

Croeselaan 1
3521 BJ Utrecht
Nederland

Laatste vacatures

05-07-2017 Amstelveen Fulltime HBO
27-06-2017 Amstelveen Fulltime HBO/WO

Over ons

Welkom

Medior Modelvalidator

Vacaturedetails

Werkgebied

Utrecht
Utrecht

Contract

Fulltime

Opleidingsniveau

WO

Salaris

n.t.b.

Branches

Verzekeringen

Opties

Solliciteren
Printen
Doorsturen
Share |

Momenteel zijn wij op zoek naar:

Medior Modelvalidator

Van10-03-2016 LocatieUtrecht UrenFulltime OpleidingWO

 

 

VIVAT is looking for an experienced risk professional for its Model Validation Team!

 

Medior Modelvalidator

 

This function provides you with perfect insight into a broad range of activities of the insurer. As model validator you have a central position with close contacts in- and outside the insurer (model developers within ACTIAM, Balance Sheet Management and Risk , 2nd line Risk Management, auditors and regulators etc.).

 

The Model Validation team contributes to enhance VIVAT’s Model landscape by:

  • setting the standards and frameworks for model risk;
  • assuring that models are reliable, appropriate for intended use and compliant with in- and external regulations;
  • increasing the understanding of a model’s limitations and weaknesses;
  • contributing to the Risk Function holder on assessing model risk (e.g. ORSA).

 

The scope of validated models is: all relevant models of VIVAT and its subsidiaries, e.g.

  • insurance, market and credit risk models;
  • valuation models for assets and liabilities (e.g. actuarial projection tooling);
  • business and capital steering models.       

 

As a model validator, your key responsibilities are:

  • analysing risk, value and steering models, understanding their limitations and weaknesses;
  • technical review of risk models, including performing quantitative analyses;
  • delivering high quality validation reports to senior management, DNB and other stakeholders;
  • translating relevant regulation (e.g. Solvency II) into validation standards and policies.

 

Requirements:

  • You have a MSc or PhD degree in Econometrics, Actuarial, Mathematics, Physics or a related field.
  • You have experience with model building and/or model validation in a financial institution.
  • You are familiar with financial risk management, actuarial tooling or valuation of financial instruments and products;
  • You have Solvency II knowledge;
  • You have programming experience in e.g. SAS, MATLAB, VBA, Prophet or AlgoFM;
  • You have excellent communication, writing & reporting skills in English and Dutch (preferable).

 

Competences and ambitions:

You dispose of a critical, though constructive mind set. You are accurate and methodical. You are an independent expert, pro-active, have high quality standards and work according to the planning. Furthermore, you are convincing, like to interact with model developers on a professional level and build positive relationships. You are willing to further grow within VIVAT.

 

What can you expect from us?

You’ll enjoy excellent employment conditions, of course an outstanding salary, a year-end bonus and plenty of room for training and development. We are an informal organisation, with a casual working environment. We have opted for a good balance between work and leisure time (such as the New World of Work). You’ll be given a lot of responsibility by us too. More information about our employment conditions.

 

VIVAT Verzekeringen

VIVAT is a leading insurance and asset and fund manager in the Netherlands with a rich history of over 100 years. We have a large customer base and a solid reputation. We serve our clients  through a number of well-known insurance brands: Zwitserleven, Zelf, Routemobiel, Reaal, Proteq Dier & Zorg and the responsible asset manager ACTIAM.

Since 26 June 2015, VIVAT Verzekeringen has been a unit of Anbang, a globally active insurer with activities in North America, Europe and Asia, with China as its home base. Together we work on innovations and a solid growth strategy.

The coming years we will make our organisation less complex. We will offer our products and services through its consumer brands Reaal and Zwitserleven and asset manager ACTIAM. We focus on innovative digital and insurance applications and further simplification of our business processes. This will result in an effective customer-orientated organisation in which we can better meet their needs.

Working at VIVAT means to contribute to building a new organization. You work in a challenging and dynamic environment that develops rapidly. Accept the challenge to work with us on this new phase for VIVAT Insurance.

 

Interested in applying?

You can respond to this vacancy by clicking on the “jobapplication” button. Tell us why you want to work for us and send us your CV, and we’ll get back to you as soon as possible.

 

For questions about the application process, please contact Marguerite Barsingerhorn, Senior Corporate Recruiter, 06-22-44541. For questions about the position itself, please contact Ronald Lukassen, Director Financial Risk, 06-23917968.

 

Acquisition as a result of this vacancy is not appreciated.

 

     
Vacature delen    
05-07-2017 Amstelveen Fulltime HBO
27-06-2017 Amstelveen Fulltime HBO/WO