This leading Credit Insurance firm are looking for an experienced and talented candidate to join the Risk Management team based in their Head Offices in Amsterdam.
This team is responsible for developing and maintaining tools and models for pricing, capital allocation, and credit scoring. This team has a very unique product and this combined with the size and heterogeneity of their portfolio means the role will provide very interesting and challenging work. The successful candidate will be taking a lead role in respect to design and implementation of integrated risk management software: economic capital allocation, pricing, underwriting. The role will involve supporting junior members of the team.
Required Skills: - Minimum of 5 years` experience developing quantitative code. - Strong educational background with at least a Masters, PhD would be a benefit in a quantitative or technology subject. - Strong, proven, programming and object oriented design skills. - Good understanding of statistics and probability theory. - Extensive experience with an object oriented programming language, (e.g., C++, Java). More is a plus. - Fluency in English. Knowledge of Dutch or a major European language would be an advantage. Keywords: Quantitative Analytics; Development; C++; JAVA; R; Amsterdam; Europe; Vice President; Derivatives; Risk; Credit Risk; Management; To apply or for more information please contact email@example.com or call on +44 207 019 4137, www.selbyjennings.com
Category: Quantitative Analysis Jobs
Apply Email: firstname.lastname@example.org