Junior Financial Risk Manager

TL;DR

Junior Financial Risk Manager (Quantitative Finance): Leading projects to improve and automate capital calculation processes and risk assessments with an accent on balance sheet management and financial commitments. Focus on performing stress-testing, calculating Solvency Capital Requirement, and preparing regulatory reports.

Location: Hybrid working from Rotterdam office

Salary: €3,517–€5,025 based on 36 hours (40 hours possible)

Company

NN Life & Pensions supports +20 million customers as a strong Dutch brand focused on a vital Netherlands.

What you will do

• Lead projects to improve and automate capital calculation processes and related insights
• Assess financial risks through market risk analyses, investment impact calculations, and stress-testing
• Calculate quarterly Solvency Capital Requirement and analyze movements
• Prepare regulatory reports including RSR, P&L analysis, ORSA, and OCG reporting

Requirements

• Master’s degree in quantitative field (e.g., econometrics, mathematics)
• 0-2 years in financial risk management, Solvency II modelling/reporting, or related
• Programming experience in Python, SQL, or R
• Excellent analytical skills and ability to explain complex matters clearly
• Excellent verbal and written English communication skills

Nice to have

• Experience in financial risk modelling

Culture & Benefits

• 13th month and holiday allowance
• 27 vacation days + 1 Diversity Day
• Modern pension via BeFrank
• NS Business Card for unlimited travel or km reimbursement
• Home office setup and internet allowances
• Plenty of training and learning opportunities
• Inclusive environment with hybrid flexibility