Careers

Risk Tooling Developer

Risk
Belgium

The Ageas Risk Tooling & Performance Team continuously acts as a competence/expertise centre within the Ageas Group Model Implementation Team, supporting and adding value by providing day to day complex intellectual services to Ageas-wide (international) business users.

The scope of the team is risk tooling development, testing and maintenance along with ensuring their reliability and optimized performance in a context of required overall governance. The realization of the scope relies on Ageas-wide (international) business specifications and requirements stemming from regulatory reporting frameworks: Market Consistent Embedded Value (MCEV), Liability Adequacy Testing (LAT), International Financial Reporting Standard 17 (IFRS17), Solvency II (SII/ECAP) including Life & Non-Life Standard Formula, Non-Life  Internal Models, Internal Model Market Risk and Internal Model Operational Risk affecting all risk tooling components linked to them.

Key roles and responsibilities:

 

  • Design and build risk analytics solutions and automation tools to support stakeholders needs or improve their user-experience in the context of usage of Ageas Group models and tools

  • Assess, capture, and translate complex business processes and specifications into technical implementation requirements and structured analytics use cases

  • Advice on all possible IT impacts and aspects for all functionalities requested by business

  • Proactively broaden and deepen relationships by working closely with the different stakeholders (business and technical) to convert the requirements into practical solutions and at the same time challenge the status quo and look for improvements

  • Ensure timely tooling delivery following the integrated release calendar

  • Make sure that improvement requests meet functionalities requested by model managers covering both group and local operating company needs

  • Track, communicate, and manage risks and opportunities surrounding all tools provided to the (international) business users in close collaboration with the Modelling & Reporting Team and the MIT Transversal Role

  • Contribute to the creation, maintenance, and enrichment of the risk tooling documentation

  • Contribute to and smoothen the integration/transition of new projects/scopes from project mode to Business As Usual (BAU)

  • Implement, maintain, pre-UAT, provide UAT support and document the Non-Life Internal Model valuation platform along with the statistical tools and peripheral tools/components embedded or linked to it

  • Implement, maintain, pre-UAT, provide UAT support and document the Operational Risk Internal Model and its underlying platform

  • Apply the Model Governance Policy and Data Management Policy

  • Analyze the business requirements and identify the functional capabilities or features to be implemented within the Valuation Platform (tVP) and related tooling/components, in close collaboration with the Modelling and Reporting Team, MIT Transversal Role and Model Managers understanding and also challenging the business needs ensuring the quality of the solution and the compatibility of the solution with the overall stakeholders portfolio needs and roadmaps. This encompasses the following targets:

    • Create, support, and maintain the central calculation engine platform (tVP) components

    • Write the functional specifications for the central calculation engine platform (tVP)

    • Contribute to the model implementation of non-methodological changes in the risk valuation software (R3S)

    • Perform pre-UAT unit tests, non-regression tests and functional testing of new developments

    • Write UAT instructions and follow-up the User Acceptance Testing. Act as all-round liaison between group risk managers, operating companies, intra MIT sections and IT

  • Provide system support, encompassing the following targets:

    • In case of system upgrades, analyze impacts on tooling & end-users, test the impacted tooling by using ad-hoc test-scenarios and consult/inform the end-users when needed

    • Act as single point of contact for functional problems or questions from business users while they use the risk tooling supported by the Model Implementation Team

    • Support the business when operational changes also require system changes

    • Ensure that tooling performance is optimized compared to the available infrastructure and continuously challenge the status quo

    • Monitor evolution in technology and trends potentially impacting the MIT overall tooling, and proactively advice on upgrades and/or migrations to more recent/stable/performant technologies

  • Actively participate to technical discussions & meetings as well as to other relevant internal & external alignment meetings, either as an attendee or as moderator

Requirements

 

  • Full and independent proficiency in C# (.NET Core) programming

  • Familiarity with LINQ

  • Solid understanding of VBA

  • Proficiency in R programming

  • Basic understanding of RDBMS (SQL server and/or SQLite) and SQL

  • You have an active knowledge of English - knowledge of French or Dutch is a plus

  • You possess strong verbal and written communication skills

  • You are proactive, flexible, and able to work on an independent basis

  • You can present complex materials in a structured and comprehensive way

  • Demonstrated experience in risk domain and taxonomy is a plus

  • The following skills are nice-to-have:

    • Familiarity with main valuation frameworks (e.g., Solvency II/IFRS17/LAT …)

    • Familiarity with the SCRUM agile framework

    • Familiarity with MS Azure platform

    • Familiarity with Docker

    • Familiarity with MS Power Platform

    • Basic understanding of WPF (and XAML)

    • Familiarity with MVVM coding pattern