You validate capital models and technical provisions at group level and within its 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 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 and actuaries
We are looking for people who show competences in line with the function :
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 given to you.
You are proactive, flexible and able to work on an independent basis.
You speak fluently English.
Don't forget to mention BrusselsJobs when applying.
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