Job Prince

Consultant

Amsterdam, 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.

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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

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Publications

Read their latest work

Article

Barometer of generative AI adoption in the European insurance industry

06 May 2025 - by Benjamin Aubignat, Niccolò Basetti Sani Vettori, Alexandre Boumezoued, Adel Cherchali, Markus Hersche, Alan McDonagh, Patrick Meghen, Russell Osman, Job Prince, Jean-Baptiste Sallmann, Davide Scandiuzzi, José Silveiro, Yohav Touitou, Raymond van Es, Ziyou Zhou

Milliman has analyzed adoption and use of generative artificial intelligence (AI) by insurers in the European market.

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.

Job Prince

Experience

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Read their latest work

Barometer of generative AI adoption in the European insurance industry

Anomaly detection techniques in fraud detection, performance optimization, and data quality

The alternative extrapolation method for Solvency II curves: Will Alpha accelerate the deflation of the UFR-benefit?

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Experience

Read their latest work

Barometer of generative AI adoption in the European insurance industry

Anomaly detection techniques in fraud detection, performance optimization, and data quality

The alternative extrapolation method for Solvency II curves: Will Alpha accelerate the deflation of the UFR-benefit?

CHOOSE A LOCATION AND LANGUAGE