[R-jobs] Quantitative R developer in Amsterdam

[Konrad Banachewicz]

Hello,

The company is in the final stages of implementing in a production
environment it economic capital model in
order to comply with Solvency II using a partial internal model. The core
modelling infrastructure consist of component written in R for pre-
and post- processing, and a Java component for Monte Carlo simulation and
applying risk mitigation (reinsurance).
We are looking for the right person to complement the development team. The
position is based in Amsterdam.

Tasks:

-         Implement data (pre-)processing for ORSA reporting in  R

-         Contribute to final testing.

-         Act as a quantitative development expert for the team.

-         Facilitate in handover of knowledge to new quantitative
developers of the team.



Key skills:

-         Minimum of 3 years experience developing quantitative code.

-         Needs to have R experience.

-         Strong analytic skills (university level maths, physics,
engineering, etc.). A PhD is a plus.

-         Strong, proven programming skills.

-         Good understanding of statistics and probability theory.

-         Experience with numerical programming and optimisation.

-         Familiarity with regulatory requirements (Solvency II, Basel II /
III) is a plus.

-         Familiarity with Credit Portfolio models is a plus.

-         SQL experience

regards,
Konrad

For additional information contact:
Konrad Banachewicz, PhD
email: konrad.banachewicz using gmail.com
linkedin: nl.linkedin.com/pub/konrad-banachewicz/2/957/887/

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