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Market Risk Manager NN Life - NN

Location: Rotterdam
Salary: € 3566 - € 5095 a month
Employment: Full-time
As a market risk manager you will be part of the Financial Risk Management team of NN Life responsible for SCR consolidation, managing market risks and assessing investment proposals. This team is part of the risk department of NN Life.

The Financial Risk Management department of NN Life is currently looking for a Market Risk manager, with knowledge of financial markets, asset & liability management, hedging and Solvency 2. If you like dealing with complex financial issues and you are able to translate this into clear opinions and advise, then this is the right position for you!

Your impact as Market Risk Manager at NN

As a market risk manager you will be part of the Financial Risk Management team of NN Life responsible for SCR consolidation, managing market risks and assessing investment proposals. This team is part of the risk department of NN Life.

In this position you will play an important role in asset & liability management and hedging. Next to this, you will be involved in managing the various market risks on NN Life’s balance sheet. You will ensure that market risks stay within the risk appetites and you proactively advise management of NN Life on market risk analyses. 

Your responsibilities

Using your own initiative and ambition, you achieve excellent results:

  • You will play an important role in the asset & liability management of NN Life. This includes reporting on the ALM position of NN Life and advising stakeholders on the ALM strategy/policy
  • You will contribute to key projects of NN Life, like e.g. the strategic asset allocation, the EIOPA 2020 review and the strategic leadership agenda
  • You will ensure that interest rate risk, exchange risk, credit spread risk and other market risks are adequately managed within NN Life
  • You will be involved in assessing the local suitability of NN Life’s Partial Internal Model under Solvency 2
  • You will take initiative to analyse the solvency position and asset portfolio of NN Life, and provide sound advice to the NN Life management   

Who you are

You have excellent analytical skills and you are able to explain complex matters to all stakeholders in a transparent way. You can easily adapt and absorb new information in a changing environment and independently form a critical an well substantiated opinion and effectively stand-up for this opinion. You are a real team player and if you can help someone, you do not think twice about it.

Furthermore you bring:

  • A master’s degree, in investments, econometrics, actuarial science, mathematics, investments or similar. A CFA, FRM or equivalent qualification is a plus
  • Knowledge of financial markets and asset & liability management
  • Experience with programming in Python or VBA is a plus
  • At least 3 years of experience in Solvency 2 reporting, financial risk management or ALM & Hedging

Your colleagues

Financial Risk Management (FRM) reports to the head of FRM and is part of the Risk Management department at NN Life. The FRM team consists of in total ten experts, with a background in asset management, investments, econometrics and actuarial science. In the FRM team investment risk, market risk and SCR consolidation are combined in one team. The team has a mentality to deliver on promise with high quality standards and provides an environment to also work on own initiatives and innovative ideas.

Continue developing

It is important to us that you continue to develop yourself. We give you the space and the confidence to grow in your career as well as a person. We help you with:

  • Plenty of training and learning opportunities in our Learning & Development Centre
  • A large (international) network of colleagues who are keen to share their knowledge with you
  • The autonomy to set out your own development path
  • The team is involved in many of the new developments within NN Life (and Pensions) to provide advice and a risk perspective. This allows for great development opportunities outside of the regular topics covered within the team. Whatever we do, we do together in an environment full of freedom where your personality, talents and ideas count. For example, collaborating with another team is quite the norm and regularly leads to better outcomes. We have no thresholds within NN; everyone is readily accessible and willing to help each other.

About NN

We help people care for what matters most to them. The world in which we live may change, but what really matters to people remains the same. Family, friends, love, health, home and of course work. You help to make our services more personal and relevant. As an organisation we can really make a difference with all our brands: Nationale-Nederlanden, NN Investment Partners, ABN  AMRO Verzekeringen, Movir, AZL, BeFrank, Zicht and OHRA.

Employee benefits

You are more than a colleague and we understand that very well at NN. You have different roles in life and that involves choices. We give you the opportunity to select the employee benefits that are important to you and that match your personal situation. This includes buying additional leave, flexible working hours or working four nine-hour days. Your holiday allowance and 13th month are paid with your salary monthly, so there is no need to wait. We give you an NS Business Card season ticket, so as well as travelling to work quickly and easily, you can also travel unrestricted throughout the Netherlands, seven days a week.

  • A salary of € 3.566 to € 5.095 based on 36 hours
  • Special discounts on various NN insurances
  • A lot of development opportunities & our own e-library

Because of coronavirus, all NN colleagues are currently working from home fully digitally. It is currently not yet clear when we can return to the office. The official location for this job is Rotterdam.

As Market Risk Manager you are based in our office next to Rotterdam Central station, above the Nationale-Nederlanden DE Café. The café is an ideal spot for a good cup of coffee. You can enjoy a healthy lunch in our staff restaurant and we also offer a range of Asian dishes.

Will you be our new colleague?

If you are enthusiastic about this vacancy and think that you would be a good fit for the team at NN, we would like to invite you to apply. We are very keen to find out who you are, what motivates you and what you can contribute to this role at NN.

Apply now

If you have any questions about the vacancy or the process, give us a call or let us know on WhatsApp. You can reach out to Danitscha Mahadew, recruiter via .

This is a permanent position. A candidate will receive a contract from NN and we are not open to interim/freelance assignments and/or candidates or recruitment agencies. Thank you very much for your understanding.


Information and application:


Please send your application for Market Risk Manager NN Life at NN in Rotterdam including your CV via our website.

Job code:
Job posted
29 december 2020
Apply Now
More information:

If you have any questions about the vacancy or the process, give us a call or let us know on WhatsApp. You can reach out to Danitscha Mahadew.

Danitscha Mahadew
m. 06-15401981

Read all about working at NN

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