Karrier Portál

Actuarial Analyst (ESG)

Budapest

NN RAS (Risk and Actuarial Services) is an NN company supporting NN Group’s Head Office in The Hague, Netherlands as well as all European local entities, in actuarial and insurance mathematics related projects. The team is international and depending on position can include travelling to our clients at NN entities across Europe. NN RAS now opens a position to an Actuarial Analyst supporting the Economic Scenario Generation.

Responsibilities

  • Perform calibration of stochastic financial mathematical models of interest rates, equities, and FX rates, using current market data like swap prices, swaption volatility surfaces, equity indices, and FX rates
  • Generate risk-neutral economic scenario sets for regulatory purposes (Solvency II, replicating portfolio for NN Group’s SCR internal model, movement analysis and market-consistent valuations under IFRS)
  • Create non-standard risk-neutral and real-world scenario sets for pricing, ALM, ORSA and other regulatory purposes
  • Perform quality checks like martingale tests, goodness of fit, and correlation tests
  • Maintain and enhance data enrichment tools used e.g. to calculate Volatility Adjustment and to bootstrap interest rate curves
  • Good communication with relevant stakeholders in entire NN Group, mainly in English

What matters to you

  • Challenging opportunity within an exciting multinational, yet informal work environment
  • Plenty of opportunities to develop yourself: skills and development are high priorities at NN RAS
  • Becoming part of a hard-working, international team with professional and expert colleagues
  • Competitive remuneration
  • Modern working conditions with room for individual choices
  • International development possibilities

What matters to us

  • University degree in Econometrics, Financial Mathematics, Actuarial Sciences or related discipline
  • Affinity with (risk-neutral) valuation of financial instruments
  • Programming experience in at least 1 language (knowledge of Python and/or R is an advantage)
  • Strong problem-solving skills
  • 0-5 years of work experience in an actuarial or finance function
  • Good analytical and communication skills in English, both oral and written
  • A pro-active team player that can also operate as an independent professional, is self-sufficient in prioritizing and doesn’t need guidance in the day to day business
  • Attention to detail
  • Commitment to NN’s core values: Care, Clear, Commit
  • Willingness to travel

Required for application

  • In case you are interested in the position, please register and send your CV via our Career Portal. Your files will be handled confidentially.

Details of position

Job ID: 2324
Position name: Actuarial Analyst (ESG)
Place of work: Budapest
Job contract type: Permanent contract
Daily work hours: 8
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