Iceland
Head of Risk Management at Gildi Pension Fund
Banking
Education
University of Iceland 2002 — 2004
M.Sc. Industrial Engineering, Operation research, (Production-, Process-, Project engineering)
University of Iceland 1999 — 2002
B.Sc. Mechanical Engineering, Mechanical & Industrial Engineering
Experience
Gildi Pension Fund May 2012 - Present
Arion Bank September 2010 - May 2012
The winding up board of SPRON and Frjalsi Fjarfestingabanki August 2009 - May 2010
Landsbanki February 2005 - October 2008
Skills
Matlab, Banking, Monte Carlo Simulation, Trading, Basel II, Analysis, Excel, Microsoft Office, Credit Analysis, Risk Analysis, Model Validation, Financial Analysis, Logistics, Bonds, Fixed Income, Operations Research, Portfolio Management, Investment Banking, Risk Modelling, Valuation, Business Intelligence, Operational Risk, Statistical Modeling, Credit, Financial Modeling, Counterparty Risk, FX, SQL, Risk Management, VAR, Capital Management, Financial Risk, Quantitative Analysis, Engineering, Economics, Market Risk, Regulatory Capital, Credit Risk, Statistics, Capital Markets, Risk, Industrial Engineering, Data Analysis, Economic Capital, LGD, Financial Markets, Stress Testing, Optimization, Bloomberg, Asset Management