Medior/Senior Financial Risk Manager

Vacature: Medior/Senior Financial Risk Manager

NN Life & Pensions is looking for a Medior/Senior Financial Risk Manager with expertise in Solvency II, market/non-market risk modelling, and financial markets. The ideal candidate possesses strong analytical capabilities, an independent and critical mindset, and excellent stakeholder skills to ensure that NN Life & Pensions (NN LP) remains in control and fulfils its financial commitments. If you enjoy delving into complex analyses, Balance Sheet topics, and you have the ability to translate your analyses into clear explanations for senior management, then this is the job for you!

What you are going to do

• You will play an important role in the quarterly consolidation of the Solvency Capital Requirement of NN LP and the explanation of the quarterly movements
• You will participate in the preparation of the (regulatory) reports such as the Regulatory Supervisory Report (RSR), the Profit and Loss analysis, ORSA report, and the quarterly reporting on Operating Capital Generation (OCG)
• You will participate in projects that will assess the Solvency II risks for NN LP’s balance sheet. You will do analyses on market risks, calculate market impact of investment decisions, and perform stress-testing to assess the resilience of NN LP’s balance sheet under various stress scenarios
• You will be involved in assessing the local suitability of NN LP’s Partial Internal Model under Solvency II and will work on the latest developments, such as the Solvency 2020 review
• You will contribute in various NN initiatives, playing a leading role in the innovation and automation projects for FRM

What we offer you

NN invests in an inclusive, inspiring work environment and in skills and competences for the future. We match this with employee benefits that are in line with what is needed today and in the future. This way, we offer our employees the opportunity to get the best out of themselves. We offer you:

• 13th month and holiday allowance are paid with your monthly salary
• A modern pension administered by BeFrank
• Plenty of training and learning opportunities
• NS Business Card 2nd class, which gives you unlimited travel, also privately. Do you prefer to travel with your own transport? Then you can declare the kilometres travelled
• Allowances for setting up your home office and for internet use

Who you are

You have excellent analytical skills and you are able to explain complex matters to all stakeholders in a clear and transparent way. You can easily adapt and absorb new information in a changing environment. You can independently perform analysis and effectively present your conclusions. You are organization sensitive and a real team player.

Furthermore you bring:

• A master’s degree, preferably in a quantitative field (e.g., econometrics, mathematics, or similar)
• At least 3 years of experience in financial risk management, Solvency II reporting or related
• Experience in Life insurance is considered a plus
• You have a high learning agility, meaning you can easily adapt and absorb new information in a changing environment. You draw the best out of yourself as well as those around you
• Excellent verbal and written communication skills in English. You’re able to clearly communicate with senior management level and with specialists
• You engage in providing and receiving feedback within the team

Who you will work with

You will be part of the Financial Risk Management (FRM) team at NN L&P. The FRM team consists of 12 employees with a wide variety of backgrounds, amongst others in mathematics, actuarial science, and financial risk management. The team has a mentality to produce high quality work and provides an environment to work on one’s own initiatives and innovative ideas. At NN L&P we work hybrid, you will decide where, how and when you work.