The Hague Area, Netherlands
Solvency II Internal Model Consultant / available for new challenges / please read my profile before contacting me
Financial Services
Education
VU University Amsterdam 2005 — 2006
MSc, Stochastics and Financial Mathematics
Eötvös Loránd University 2001 — 2006
MSc, Applied Mathematics
Veres Palne Gimnazium 1994 — 2000
Secondary school, N/A
Experience
Delta Lloyd November 2014 - Present
Functional Finances Ltd October 2009 - Present
Delta Lloyd March 2014 - October 2014
Atradius June 2013 - June 2014
Atradius July 2011 - March 2013
Atradius Credit Insurance February 2009 - July 2011
ING Investment Management January 2008 - December 2008
Vrije Universiteit Amsterdam October 2006 - December 2007
Skills
Statistical Consulting, Stochastic Analysis, Probability Theory, Reinsurance, Stochastic Processes, Numerical Linear Algebra, Quantitative Analytics, R, Risk Modelling, Regulatory Reporting, Financial Engineering, Economic Capital, Internal Model, Mathematical Modeling, Stress Testing, Quantitative Risk, Stochastic Calculus, Quantitative Risk..., Matlab, Probability, PL/SQL, VBA, Functional..., Quantitative Analysis, Interest Rate..., Quantitative Finance, Risk Modeling, VAR, Interest Rate Risk..., Solvency II, Monte Carlo Simulation, Survival Analysis, Risk Measurement, Requirements Gathering, Applied Mathematics, Actuarial Science, Financial Modeling, Standard Formula, Derivatives, Market Risk, SQL, Model Validation, Business Analysis, Technical Writing, Actuarial, Credit Risk, Stochastic Modeling, Mathematics, Statistical Modeling, Risk Management