
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
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.