Job Prince
Consultant
1101 BE, NL
Job is a senior consultant in the Amsterdam office of Milliman and joined the firm in 2013. He has a broad interest in financial risk management and valuation. He enjoys translating quantitative analysis into strategic decisions.
Experience
Examples of activities Job has been involved with are:
- Development of a partial internal model for market risk
- Risk neutral valuation of derivatives
- Development of a capital planning model
- Valuation of illiquid assets, e.g. residential mortgages
- Development of a return on capital model
- Embedded Value calculation for a M&A transaction
- Data-driven government research on the Dutch risk equalization system
Prior to joining Milliman, Job has worked as a financial analyst at a risk management consultancy and at the structured products desk of a bank. He is fluent in Dutch and English.
Education
- Master of Science, Quantitative Finance, Free University of Amsterdam
- Bachelor of Science, Econometrics & Operations Research, Tilburg University
Publications
Read their latest work
Article
Anomaly detection techniques in fraud detection, performance optimization, and data quality
08 March 2023 - by Bjorn Blom, Jan Thiemen Postema, Rens IJsendijk, Judith Houtepen, Job Prince
Methods to detect anomalies can be used to find fraudulent claims in insurance, especially in products with a large frequency of payments, such as in healthcare.
Article
The alternative extrapolation method for Solvency II curves: Will Alpha accelerate the deflation of the UFR-benefit?
04 May 2020 - by Job Prince, Freek Zandbergen
This briefing note summarizes the alternative method to extrapolate long-term interest rates and presents the impact on hedging strategies and an analysis of the main dynamics in comparison to the use of the Smith-Wilson methods and an approach without an Ultimate Forward Rate.