Risk Expert
CurrentImplementation and delivery of internal risk analysis and regulatory risk reporting (Solvency II, QRTs, ORSA).Responsible for the valuation and SCR calculation processes and models of non-standards Assets (Structured Notes, Derivatives, Callable bonds, FRNs).Initiation, development and enhancement of the risk policies, processes and models.Support in the implementation of a sound asset & liability management framework.Monitoring of regulatory development in regard to market risk.