As a Quantitative Developer of the CMM unit, you will have an important role in further developing the companies credit portfolio models for economic capital calculation. You will be part of the Quantitative Analysis and Development team and you will be expected to contribute to model setup, development, calibration, and documentation, and to explain models to peers and senior management. In addition, you will contribute to the technical model implementation in an integrated risk management platform and you will be closely collaborating with other quantitative analysts, business units and the IT Services department to support organizational and technical implementation.
You will work in an international, culturally diverse team of quantitative analysts and developers. You will be uniquely placed to get to know Atradius' business from all sides and this will allow you to support the business where it relies on expert judgment. You will be given opportunities to further develop your skills and use them to make tangible contributions to the development of models and business processes.
Strong mathematical/statistical background, as well as solid programming skills in R, are prerequisites.
Candidates are additionally expected to have some of the following experiences:
- Actuarial analysis,
- Credit portfolio models,
- Regulations of the financial services sectors, preferably Solvency II,
- SQL (preferably Oracle and others),
- Working with big data,
- Development of Shiny apps,
Candidates are also expected to:
- Coach others and be a team player aiming at fostering and maintaining relationships,
- Enjoy working with an international team
- Feel comfortable communicating content on different levels
- Be committed, willing to take responsibility, able to work simultaneously on various assignments towards tight deadlines
- Be fluent in English