Deel vacature


Senior Quantitative Analyst

Rotterdam | Finance

Do you want to become Chief Risk Officer, Chief Actuary or Actuarial Function Holder? Or your dream job is data scientist/engineer or transformation manager? Would it be cool to become Head of Underwriting Office or Executive assistant to the Regional Chief Executive Officer?

Those are few exemplar positions which some of risk team members were promoted to during last 3 years.

Being part of the Risk Management team at Allianz offers great possibilities to contribute to the strategy of the company, balancing the risks and the performance, being frequently exposed to senior executives incl. CEO, CFO, etc. and participate in major projects. There are also great opportunities to dive into quantitative analysis on solvency and all the risks present in the balance sheet.

Guess what? YES, we are hiring again because so many people get promoted that we need to bring some new talents in.

The Regional Risk Management function represents a key building block in protecting the company and its balance sheet while supporting risk/return considerations via contribution to Asset Liability Management (ALM) as well as Capital Management. Given the nature of our business in the Benelux region, the full risk universe is covered. It’s an expert international community where hierarchy and having no opinion is not desired.

We enjoy cross-functional exchange in diverse teams. Last but not least, we embrace a modern style of working and the motivation of each and every member of the community is our key interest. We make mistakes to learn, speak our minds, work hard, laugh hard and wear colorful socks/minds! Do you dare to?

The Risk Aggregation and Modelling team of Allianz Benelux, is looking for a Senior Quantitative Analyst.

Who are we?

The Risk Aggregation and Modelling team is responsible for various quantitative domains of the risk function. The domains covered are mainly related to the Solvency Capital Requirement (SCR) calculation, solvency forecasting, regulatory (EIOPA and NBB) requests, stress tests and ad hoc quantitative analysis.

What will your role be?

We offer a dynamic and flexible role for a Senior Analyst in the Risk Aggregation & Modelling team covering the Benelux region. You report directly to the Head of Risk Aggregation & Modelling. As Allianz Benelux is a composite insurance company, your work covers the full insurance landscape including both life and non-life insurance. It is a broad function as it also covers the full scope of Solvency II pillar I (SCR, Minimum Capital Requirement (MCR), MVBS – Market risks and Underwriting risks, including the loss absorbing capacity of technical provisions).

Your responsibilities:

-          Maintain and enhance SCR model, including parameterization of investment strategy in Asset and Liability Interaction Model;

-          Perform solvency forecasting (Own Funds and SCR);

-          Maintenance of database with Solvency II metrics of multiple assets and investment funds;

-          Contribute to regulatory (EIOPA and NBB) quantitative requests;

-          Support Risk Steering and ALM team in risk metrics and data for various usage, including ALM reports, RoRC and reinsurance optimization;

-          Analyse quarterly liquidity risk situation;

-          Support the Chief Risk Officer (CRO) in solvency sensitivity analyses;

-          Improve efficiency and automation of various data management and calculation processes.

What we offer

-          An engaging multi-cultural team of experts spread out between Rotterdam and Brussels;

-          Versatile work, with the flexibility to be involved in financial topics, but also in Life, Non-Life, Health and Income Protection business in Netherlands as well Belgium;

-          A motivating work atmosphere where taking initiative is encouraged and failures seen as opportunities to improve;

-          Development opportunities, access to Allianz’ global risk and actuarial community, and ability to follow internal and external training.

What we expect from you

-          You have a quantitative Master's degree in Econometrics, (Financial) Engineering, Applied Mathematics, Actuarial Sciences, Statistics or a similar field of expertise with a   quantitative background.

         Excellent IT, programming and software skills – Excel, VBA, R, Access, SAS;

-          A previous experience in the field of Solvency II is a plus;

-          Minimum experience of 5 years;

-          Able to communicate fluently (oral and written) in English. Other languages are a plus;

-          Ability to communicate clearly on complex topics and make presentation up to Board Member.

We DARE to challenge you to join Allianz Benelux and bring it to the next level!

Allianz is the HOME for those who DARE! Een bedrijf dat je stimuleert om initiatief te nemen, waar je kan groeien en actief bij kan dragen aan de versterking van onze positie als wereldleider. Door oprecht te geven om mensen – zowel de 85 miljoen particuliere en zakelijke klanten als de meer dan 142.000 werknemers – bevordert Allianz een cultuur waarin medewerkers alle kansen krijgen om samen te werken, goed te functioneren, een excellente service te leveren en in te spelen op trends in de business en de uitdagingen voor de toekomst. Onze grootste ambitie is een vertrouwensrelatie op te bouwen en een partner te zijn van onze klanten zodat zij kunnen groeien. Durf dus gerust! Kom bij Allianz werken en versterk ons team.

Have we sparked your interest?

Don’t hesitate, apply online and discover your potential at Allianz!

Do you have any questions regarding this job opening?

Please contact:

Ingrid De Wel, Senior Corporate Recruiter

Om de integriteit van onze medewerkers te garanderen zal een positieve uitslag van de Pre Employment Screening voorwaarde zijn voor indiensttreding

Ook Allianz doet er alles aan om verdere verspreiding van het Coronavirus te voorkomen. Eén van de maatregelen is dat er zoveel mogelijk thuis gewerkt wordt. Betekent dit dat wij geen kennismakingsgesprekken meer voeren? Absoluut niet! Vanaf nu vindt de sollicitatieprocedure gewoon via digitale kanalen plaats.