Senior Capital Modelling Analyst

Are you a compassionate person with the drive and willingness to improve yourself, your team, and your organization? Are you passionate about advanced risk modelling and risk management, and do you want to contribute to securing the financial future of a leading insurance company in Scandinavia? If so, we are looking for you to join our Capital Modelling team in Tryg’s Group Risk organization!

About us | A culture of trust, cooperation, and development
This is the perfect moment to join Tryg. Tryg is the largest non-life insurance company in Scandinavia, with approximately 7,000 colleagues who work every day to make it easy for our customers to be ‘tryg’ in a changing world. You will experience a company that is evolving and where the business is rethought and digitalized. In Capital Modelling, the ambitions are also high, and therefore, we are looking for a new colleague who thrives in a culture based on trust, cooperation, and development.

You will be part of the Capital Modelling team, which consists of five dedicated specialists who embrace curiosity, collaboration, and questioning the status quo. Capital Modelling is part of Group Risk within Group Finance, a Scandinavian organization with approximately 200 dedicated people, most of whom are based at the head office in Ballerup.

We are 16 people in Group Risk, organized into three teams, and we aim to have close collaboration both on a daily basis and in cross-functional projects and initiatives that support our ambitions and the Group Finance strategy. We believe that honesty, trust, and continuous development, both of ourselves and each other, are essential for achieving our goals.

About the job | Senior Capital Modelling Analyst
In our Capital Modelling team, you will have a key role in developing, maintaining, and analyzing Tryg’s partial internal model, as well as supporting and communicating capital implications to stakeholders. The team works on all aspects of risk modelling, including insurance-, market-, counterparty- and operational risk, conducting scenario analyses, and ensuring regulatory compliance and reporting of the partial internal model.

You will be part of an ambitious team whose key responsibilities include:

• Developing and maintaining Tryg’s partial internal model
• Advising business and management on financial and risk-related decisions through quantitative analyses using the partial internal model
• Contributing to stress testing and scenario analyses
• Participating in cross-functional projects
• Collaborating closely with our stakeholders, such as Senior Management, Investments, Portfolio Management, Reserving, Pricing, Risk Management and Data & Software

About you | Curiosity, trust, responsibility, and development
We expect you to exhibit curiosity and question the status quo to succeed in the role. You demonstrate trust and are not afraid to fail, ask questions, and collaborate with others. You are responsible, professional, and want to make a difference. You value a mindset of improvement and personal development.

We imagine that you:

• Hold a degree in actuarial science, mathematics, economics, or a related quantitative field (e.g., MSc, PhD)
• Have experience in capital modelling, quantitative risk management, and Solvency II
• Are skilled in coding and data analysis with experience in Python (R or SQL is a plus)
• Work in a structured, detail-oriented way while also thinking strategically
• Have strong communication skills and can explain complex models and results to diverse stakeholders
• Are curious and eager to learn and have an impact in the field of capital modelling and insurance

We offer
At Tryg, you will have the opportunity to grow in a highly professional environment with engaged colleagues. We offer:

• An exciting role in a customer-focused company at the core of financial risk management
• The chance to work with advanced models with a focus on continuous improvements
• Opportunities for professional and personal growth
• An informal, caring, and collaborative work environment with a strong focus on professionalism, well-being, and knowledge-sharing
• A Scandinavian role located in Ballerup with flexibility in your workday, including work-from-home

We look forward to hearing from you!
Please send your application as soon as possible and no later than January 20th, 2025. We will be conducting interviews continuously and close the recruitment process when we find the right candidate.

If you want to know more about the role, please reach out to the Head of Capital Modelling, Rasmus Ulstrup Ellehauge at [email protected] or +45 45 65 10 29.

Diversitet & inklusion skaber et stærkere Tryg
Vi mener, at mangfoldighed i tankegang er afgørende for vores fremtidige succes, og vi ønsker at afspejle det samfund, vi er en del af. Derfor arbejder vi målrettet på at sikre en mangfoldig og inkluderende arbejdsplads, hvor du føler dig respekteret, kan være dig selv og har lige muligheder for at udvikle dig og gøre karriere.

Vi opfordrer derfor alle, uanset køn, alder, oprindelse eller baggrund, til at søge stillingen.

Læs mere om, hvordan det er at arbejde i Tryg

Sammen om din karriereudvikling
Hos Tryg har vi høj medarbejdertilfredshed og et stærkt tværfagligt miljø med gode karrieremuligheder. Udvikling og læring er en konstant proces hos os, og vi ønsker, at du vokser og udvikler dig sammen med os.

Uanset om du vil udvide dine faglige kompetencer, tage næste skridt i karrieren eller udforske nye områder, støtter vi dig på din udviklingsrejse.

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Er vores kendetegn også dine?

Vis tillid
Hos Tryg bygger vi på hinandens tillid, når vi bevæger os ud på ukendt grund som morgendagens tryghedsskaber. Vi tror på, at tillid og frihed under ansvar motiverer din nysgerrighed og dit mod til at gå nye veje. Du får ledere og kolleger, der lægger vægt på både trivsel og resultater.

Hos Tryg oplever du en kultur, der bygger på tillid, ansvar og udvikling hele vejen rundt..

Tag ansvar
Når du starter i Tryg, vil du hurtigt opdage, at ansvar er noget, der fylder. Jo mere ansvar, du vil have, jo mere får du, når du viser, at du kan leve op til det.

Her får du mandat til at udforske nye muligheder, koncepter og løsninger, der skaber tryghed for kunder, kollegaer og samfund i dag og i morgen.

Skab udvikling
I Tryg går du forrest og skaber udviklingen sammen med dine kolleger. Det kræver både mod, vilje og evnen til at gå nye veje. Her tør vi tage chancer, og det giver dig frihed til at forfølge dine idéer og skabe noget nyt.

Det giver store muligheder for dig, som kan, vil og tør sætte tryk på din egen og på Trygs udvikling.

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