Société : Ageas Lieu : Brussels Brussels Site source : Talent BE
FinancialRisk modelling:
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.
Your profile 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).
We offer 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, ..
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); 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.
