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JOB: Quantitative Analyst Group Provisioning (Amsterdam)

Quantitative Analyst Group Provisioning (Finance)
Unit Finance
Location Amsterdam
Unit description: Technical provisions is the biggest item in the Atradius balance. Group Provisioning is responsible for the group reserving process and is based in the head office in Amsterdam. In order to maintain/develop the existing reserving code, support the preparation for Solvency 2, and IFRS 4 Phase 2, the unit is looking for a quantitative analyst with a high interest in understanding the business aspect of the outcome of the mathematical models. Group Provisioning work closely with Group Risk Management, which also employs a number of staff with quantitative backgrounds, and which is responsible for the Economic Capital Model, Buyer Ratings, and Operational Risk Management.

Job Description
• Maintain and develop the current provisioning code (S-Plus, R, Oracle SQL)
• Contribute to preparation for Solvency 2 and IFRS 4 Phase 2
• Actuarial review of books of business
• Contribute to the monthly reserve setting process

Knowledge, Skills and Experience
• Quantitative background
• Excellent command of Ms Office products, especially Excel and Access
• Good programming skills, preferably in one of the following languages: R, S-Plus, SQL
• Experience with analyzing big datasets
• Ability to communicate technical subjects to non-technical audiences
• Excellent written and verbal communication skills
• Fluency in written and verbal English; some command of Spanish would be beneficial
• A good understanding of credit risk and related work experience would be beneficial

What we offer
• A great and challenging place to work: International, dynamic, transparent, informal
• An environment for our people where they can realise professional growth

If interested please send me your CV and motivation letter to Protected content

Amsterdam Forum