Stagiair interne modellen verzekeraars

De Nederlandsche Bank (DNB) is seeking a quantitative Master's intern to join the Financial Risks Pension Funds and Insurers Expert Centre (ECFRP) in Amsterdam. This internship focuses on evaluating and understanding the econometric and actuarial internal models used by Dutch insurers to quantify balance sheet risks. The intern will build and work on a simplified simulation model of a life insurance company and its liabilities. Key daily responsibilities include developing valuation models for financial instruments and insurance liabilities, constructing an aggregation model to combine risk types, and simulating various economic and actuarial shock scenarios (such as shifts in interest rates, credit spreads, and life expectancy). This position offers a unique opportunity to translate model outputs into supervisory insights while contributing to DNB's regulatory mission. Ideal candidates are currently enrolled in a Master's program in Econometrics, Actuarial Science, or Quantitative Finance, possessing strong analytical skills and a desire to gain hands-on risk modeling experience.