Sustainability Risk Manager

We are looking for a Sustainability Risk Manager who has a passion for the topic sustainability and has strong analytical skills. In the position of Sustainability Risk Manager you are responsible for quantification of sustainability risks NN Life & Pensions is exposed to. The initial focus will be on quantifying climate change risks. Climate change risks pose particular challenges to risk assessments. Are you willing to take the challenge and are you eager to explore unknown territories? This is the right job for you!

Wat ga je doen?

As a Sustainability Risk Manager you play a key role in the quantification of sustainability risks of NN Life & Pensions. You collaborate closely with other colleagues of NN Life & Pensions and NN Group. You have a helicopter view on Sustainability-related activities within NN Life & Pensions and are able to connect the dots. Your main responsibilities are:

• Conduct research and develop methodologies to assess financial impact of sustainability risks on the assets and liabilities of NN Life & Pensions
• Build and maintain models and analyse outputs for assessing sustainability risk
• Stay on top of regulatory expectations and requirements regarding sustainability risks
• Contribute to the company’s public and regulatory disclosures
• Assessment of ESG data quality and reliability
• Liaise with other Risk Management departments, e.g. Actuarial Function Holder, Financial Risk Management and Operational Risk Management

Wat wij jou bieden

NN invests in an inclusive, inspiring work environment and in skills and competences for the future. We match this with employee benefits that are in line with what is needed today and in the future. This way, we offer our employees the opportunity to get the best out of themselves. We offer you:

• Salary between €4,463 and €6,375 depending on your knowledge and experience
• 13th month and holiday allowance are paid with your monthly salary
• 27 vacation days for a 5-day working week and one Diversity Day
• A modern pension administered by BeFrank
• Plenty of training and learning opportunities
• NS Business Card 2nd class, which gives you unlimited travel, also privately. Do you prefer to travel with your own transport? Then you can declare the kilometres travelled
• Allowances for setting up your home office and for internet use

Wat je meebrengt

You have strong analytical skills and can see the big picture. You have excellent communication skills to connect with different stakeholders and make complex matters accessible. You are able to create and foster synergies by working together intensively with other departments. Additionally, you have the following qualifications: 

• An Academic Master’s degree in Mathematics, Actuarial science, Econometrics, Sustainability or similar degree or relevant certificate
• Experience with programming language like Python or R
• Relevant experience in the Financial sector (minimum 5 years)
• Knowledge of sustainability risks
• Professional communication skills in English (written and verbal), with the ability to communicate with (senior) management

Je zal samenwerken met

The Enterprise Risk Management team is an engaged team in which colleagues with different backgrounds work closely together on our deliverables. The team has a balanced mix of expertise along the different risk areas (financial and non-financial risks) as well as between analytical and content knowledge versus project management, presentation and consulting skills. In this role you will be one of the risk managers of this team and report to the Principal Enterprise Risk Management. Together with the ORM & IT Risk team the Enterprise Risk Management team forms the Non-Financial Risk Management department, of which the Head of NFRM reports to the CRO of NN Life & Pensions.