Develop and maintain quantitative risk assessment methodologies, financial models, and statistical analysis.
Conduct capital adequacy assessments, stress testing, and scenario analysis.
Assess financial risks, including market, credit, liquidity, and concentration risks.
Monitor Key Risk Indicators (KRIs), risk appetite limits, and risk dashboards.
Perform sensitivity analysis and quantitative risk modelling to support management decision-making.
Contribute to the preparation of ORSA and other regulatory risk management reports.
Analyze investment portfolio risks and assess their impact on the company’s financial position, ensuring regulatory compliance and financial stability.
Desired Candidate Profile
Strong knowledge of quantitative risk assessment, financial modelling, and statistical analysis.
Understanding of insurance risk, capital adequacy, solvency, and stress testing.
Advanced Excel skills; Power BI, Python, or R knowledge is an advantage.
Strong analytical, problem-solving, and reporting skills.