Risk Modeling Specialist

Key Responsibilities

• Creating and  analysing  risk models ensuring they are in line with thecompany and industry standards
• Validating and testing  existingand newly created risk models
• Mapping and analysing the risk data
• Conducting tests and analysis of the existing risk models, implementingchanges if necessary
• Cooperating with the offshore team
• Taking care of the appropriate documentation

Requirements

• Good understanding of Risk Modeling, both methodological andoperational
• Knowledge  of numerical techniquessuch us stochastic calculus and/or Monte Carlo
• Knowledge of statistical tools (MATLAB)
• VBA literacy
• Fluent English is a must
• Relevant university degree (BA or MA diploma)
• Strong analytical skills
• Very good communication skills