10 Apr 2026

Medior/Senior Financial Risk Manager

Nationale-Nederlanden

Rotterdam

10 Apr 2026

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NN Life & Pensions seeks a Medior/Senior Financial Risk Manager to join their Financial Risk Management team in Rotterdam. The role involves Solvency II reporting, risk modelling, and financial analysis, requiring at least 3 years of experience in financial risk management and a master's degree in a quantitative field. The position offers a hybrid work model and competitive benefits.

HybridFull-timeSeniorSolvency IIMarket Risk Modelling

Medior/Senior Financial Risk Manager

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HybridFull-timeSeniorSolvency II

Salary

Not specified

Work Location

Rotterdam, South Holland, Netherlands, NL

Work Model

Hybrid: you will decide where, how and when you work

Experience Required

3 years

Employment Type

Full-time

Experience Level

Medior/Senior

Core Qualifications

Technical (Must-have)

Solvency IImarket risk modellingnon-market risk modellingfinancial marketsfinancial risk managementBalance Sheet topicsstress-testingmarket impact analysisPartial Internal ModelSolvency 2020 review

Soft Skills

analytical capabilitiesindependent mindsetcritical mindsetstakeholder skillsadaptabilitylearning agilityteam playerorganization sensitivecommunication skillsfeedback

Preferred Qualifications

Technical (Nice-to-have)

Life insurance

Key Responsibilities

•Play an important role in the quarterly consolidation of the Solvency Capital Requirement of NN LP and the explanation of the quarterly movements
•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)
•Participate in projects that will assess the Solvency II risks for NN LP’s balance sheet
•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
•Be involved in assessing the local suitability of NN LP’s Partial Internal Model under Solvency II and work on the latest developments, such as the Solvency 2020 review
•Contribute in various NN initiatives, playing a leading role in the innovation and automation projects for FRM

Financial Risk ManagerFinancial ServicesFinance and SalesSolvency IIRisk ModellingLife InsuranceHybridRotterdamSeniorQuantitative

Core Qualifications

Technical (Must-have)

Solvency IImarket risk modellingnon-market risk modellingfinancial marketsfinancial risk managementBalance Sheet topicsstress-testingmarket impact analysisPartial Internal ModelSolvency 2020 review

Soft Skills

analytical capabilitiesindependent mindsetcritical mindsetstakeholder skillsadaptabilitylearning agilityteam playerorganization sensitivecommunication skillsfeedback

Key Responsibilities

•Play an important role in the quarterly consolidation of the Solvency Capital Requirement of NN LP and the explanation of the quarterly movements

•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)

•Participate in projects that will assess the Solvency II risks for NN LP’s balance sheet

•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

•Be involved in assessing the local suitability of NN LP’s Partial Internal Model under Solvency II and work on the latest developments, such as the Solvency 2020 review

•Contribute in various NN initiatives, playing a leading role in the innovation and automation projects for FRM