Vacature Expert kwantitatief risicomanagement / Quantitative risk management specialist

  • Master, PhD
  • 36 uur
  • € 3.900 - € 6.100 bruto p.m.
  • Financieel risicomanagement
  • Werkervaring: Professional
  • Reageer vóór 6 april 2020
Solliciteer direct
Contribute to effective supervision of insurance companies as a quantitative risk management specialist at DNB using analyses of complex financial models.

Jij hebt impact

Your impact
Working for DNB, you will have an impact on financial stability and sustainable prosperity. Prudential supervision of financial institutions, like insurance companies, is a key building block in maintaining the integrity of the financial system. With your expertise you will promote the soundness of financial institutions in order to provide appropriate protection for policyholders. You have a sharp eye for understanding the essence of complex quantitative issues and getting to the heart of the matter. This means you will have a direct impact on the sector!
 
This is what you will do as a quantitative risk management specialist at DNB

You will take part in or lead in-depth examinations and projects, both on site at institutions and from your desk at DNB. You will interview institutions’ boards, senior management and staff members to identify and understand underlying challenges. Such examinations will focus primarily on internal models and the risk management frameworks of insurers and pension funds. You also regularly carry out assignments for other DNB divisions, such as Supervision Policy or Financial Markets.
 
Your most important activities: 
  • You will assess incoming requests, like the applications for approval of new or modified models, ‘gap closures’ of previously identified shortcomings or declarations of no-objection.
  • You will translate the complex information into clear analyses and thus identify the relevant risks.
  • The scope of these investigations is not limited to financial models, but could also include institutions' risk management, investment policy and/or governance.
  • You will provide input or actively participate in policy development (e.g. in EIOPA task forces).
  • You will develop assessment frameworks for specific risks or models that take into account state-of-the-art knowledge of risk models.

Hier doe je dat

Your work environment
The Expert Centre on Financial Risk to Pension Funds (ECFRP) is a knowledge hub within the Pension Supervision Division. We are a team of 15 quantitative specialists, varying from investment experts to actuarial specialists. Our expertise includes areas such as investments, financial risk management, financial design, actuarial science and modelling. We work for all these various disciplines, both in the area of pension and insurance supervision. This set-up allows you to gather knowledge and expertise quickly. We have an informal and amicable working environment. We foster professional drive and excellent opportunities for development. That is why we will invest substantially in your knowledge and skills. Seamless cooperation with your team and the other departments in and outside the division is crucial.

Dit breng je mee

Your profile
At DNB you will be working together with other professionals. Your colleagues have high-calibre skills and expertise. This is why we believe it is important that you are sharp and critical. You have excellent judgement, and you enjoy uncovering errors, shortcomings or risks. You are analytically strong and able to translate complex information into clear analyses. You are also tenacious, you do not fear confrontation and you do not allow any response to divert you from your purpose. With your good communication skills, you can convincingly influence internal and external stakeholders.
 
What else are we looking for? 
  • You have finished a Master’s degree (or PhD) in a quantitative field such as econometrics, actuarial sciences, mathematics or physics.
  • You have at least five years of relevant experience, for example within a financial institution, at an (actuarial) consultant or an institutional investor.
  • You have in-depth knowledge regarding institutional investments, financial markets, (quantitative) risk management, and developing or validating financial models.
  • You have at least a basic understanding of Solvency II.
  • You have experience with communicating at board and/or senior management level.
  • You can communicate at a professional level in English. The documents you evaluate and the assessment criteria will generally be in English. Preferably, you are also fluent in Dutch or prepared to learn the language.

Dit bieden we je

This is what we offer you
A 36-hour working week right at the heart of today's financial and economic current events. You will be working for a diverse, dependable and socially committed employer right in the centre of Amsterdam that always responds to the changing requirements of our environment and will never ceases to innovate. This will offer you a wealth of opportunities to develop and gain new experiences, both in the Netherlands and abroad. You will initially be working on a one-year contract, with the prospect of an extension, provided you have performed well and our organisation has not undergone any changes that affect your job.
 
The other excellent terms and conditions of employment for this position are: 
  • A gross monthly salary between € 3.900 and € 6.100, based on a 36-hour working week. Among other things, the final salary will depend on your expertise and experience.
  • A 13th monthly salary, and an 8% holiday allowance calculated on your 13-month salary.
  • Your pension entitlements will accrue under a career-average scheme including provisional indexation, with a 6.25% employee contribution.
  • Full reimbursement of your public transport commute.
  • Plenty of opportunities for professional and personal development through education and training.
  • A healthy work-life balance. In this position, it is possible to divide your working week into 4 9-hour days.

Zo solliciteer je bij DNB

01 - Verstuur je sollicitatie

Na het versturen van je sollicitatie ontvang je direct een ontvangstbevestiging per e-mail. Binnen twee weken ontvang je een inhoudelijke reactie op je sollicitatie.

02 - E-assessment

Voor de meeste vacatures vragen wij je om een online assessment te maken voorafgaand aan het eerste gesprek. Het assessment bestaat uit cognitieve testen en/of een persoonlijkheidsvragenlijst, en kun je gewoon thuis uitvoeren.

03 - Eerste gesprek

Tijdens dit gesprek leren we elkaar beter kennen. Dit gesprek vindt meestal plaats met de manager of een ervaren teamlid van de afdeling waar jouw vacature uitstaat en een recruiter.

04 - Tweede gesprek

Wanneer zowel jij als wij positief zijn na het eerste gesprek zien we je graag nogmaals terug. Bij dit vervolggesprek zijn meestal een andere manager uit dezelfde divisie en een (senior) teamlid van de afdeling waar jouw vacature uitstaat aanwezig.

05 - Casus, derde gesprek en/of assessment

Solliciteer je op een functie als toezichthouder of beleidsmedewerker? Dan wordt het eerste of het tweede gesprek vaak gecombineerd met het maken van een schrijfopdracht of een case study. Dit hoor je uiteraard ruim van tevoren. Afhankelijk van het niveau van de functie kan er nog een derde gesprek met de divisiedirecteur en/of een functiegericht (extern) assessment plaatsvinden.

06 - Arbeidsvoorwaardengesprek

Past DNB bij jou? En ben jij de juiste persoon voor de functie? Dan doet de recruiter je een contractaanbod tijdens het arbeidsvoorwaardengesprek.

07 - Screening

Na de arbeidsvoorwaardelijke overeenstemming volgt een screening. Het specifieke screeningsprofiel vind je terug in de vacaturetekst. Hier kun je meer informatie vinden over de screening.

08 - Welkom bij DNB

Na het ondertekenen van je contract heten wij je van harte welkom bij DNB! Dit doen we met een introductieprogramma, waarin je kennismaakt met onze organisatie en je nieuwe collega’s. Het interactieve programma bestaat onder andere uit twee introductiedagen en een onboarding-app.

Solliciteer nu!

Apply now!
If working with an impact as a Quantitative risk management specialist appeals to you, then don't wait but send us your job application straight away! Please send us your motivation letter and full cv no later than April 5th. Do you have any questions before you apply? Please see our contact details below. We will be happy to tell you more!
 
The first round of interviews will be in the afternoon of April 13th & 14th.
 
The selection procedure includes an e-assessment and we might ask you to demonstrate your analytical skills in a writing test (case study) .
 
This is a category 2a position, which means you are subject to a legal background check. The process also involves an online screening. You can find more information about the screening process on our website (information only available in Dutch).
 
The purpose of this vacancy is application, not acquisition.
  • Master, PhD
  • 36 uur
  • € 3.900 - € 6.100 bruto p.m.
  • Financieel risicomanagement
  • Werkervaring: Professional
  • Reageer vóór 6 april 2020
Solliciteer direct

Heb je nog vragen over deze vacature?

Sven van den Beld

hiring manager

Saskia Janssen

recruiter

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