Financial Risk Officer

Financial Risk Officer


Brussels, Belgium

Your function

We are looking for 3 financial risk & actuarial professionals at different seniority levels with both a solid quantitative background, as well as good knowledge of financial markets and the insurance industry. You will become part of a multidisciplinary team composed of financial and actuarial professionals whose main task is to ensure the development and embedding of Group models and policies related to Financial Risk. Your tasks will be situated in the following domains:

Financial Risk Framework:

  • 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.

Financial Risk 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).

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