Quantitative analysis, research and development for the North Guarantee, AMP's suite of variable annuity products.Responsible for maintenance of the liability valuation model in C++, as well as ad hoc analysis of the liability's properties. The main purpose is to provide reporting and insights for hedging, pricing and capital purposes.

Risk manager focussed on quantitative and financial risk at Group ERM at AMP.Activities include:• Aggregate risk exposures from business units across AMP Group• Prepare models, data flows and policies for sale of AMP Life• Provide challenge and oversight on financial risks, policies and frameworks across Group. Including for variable annuity offering.• Ensure alignment of risk metrics across business units, including for Risk Appetite Statements• Develop group wide risk metrics• Model validation• Training, instruction and supervision of analysts

Consultant advising Dutch insurers on financial risk management in general and Solvency II regulatory models in particular. • Development of models for interest rate, equity, property, credit spread risks including aggregation models for regulatory purposes at large Dutch multinational insurers• Setting up hedging strategy for the long-term guarantee portfolio (contained in pensions and life insurance policies), based on the valuation of implicit options • Challenging, testing and validating financial models and risk management policies • Performing calculations and writing reports for regulatory purposes• Documenting and presenting quantitative models to management and regulators as well as non-experts in concise, non-technical terms

• Model validation for valuation models of structured products, and mortgage portfolio • Customer acquisition and client relationship management

Working on the validation of various financial models within the Risk Analytics & Model Validation team. Validated models regarding valuation of structured notes, company valuations and Basel II parameter estimation

• Risk management assignments for banks and insurers for credit and market risk• Performed market risk analyses and risk reports for management• Development and updating of quantitative models for defined benefit pension contracts, mortgage portfolios and hedging strategies• Assisted on investment strategy to mitigate interest rate and prepayment risks• Training, instruction and supervision of junior employees

• Worked on acquisitions, restructurings, capital raisings and company portfolio reviews• Prepared valuation models (including discounted cash flow, leveraged buy-out, merger and restructuring models) and operational cash flow models. Built standardised models in Excel that were used throughout the team• Provided market and company research and client presentations• Coordinated the clients’ actions with the Takeover Panel and the UK Listing Authority

• AllOptions is a market maker in European equity and index derivatives and engages in algorithmic trading strategies• Studied the modelling and implementation possibilities of a local volatility model for the pricing of plain vanilla options. Prepared an overview of the theoretical framework, programmed pricing models in Matlab and studied the limitations and instabilities of these models and ways to solve them. Presented the findings to the research department and at the Applied Mathematics department at the University of Twente• The research was the basis for my master’s thesis (http://essay.utwente.nl/59223/1/scriptie__R_van_der_Kamp.pdf)

• Worked on ongoing transactions and marketing pitches• Prepared company research, valuation materials regarding distressed companies, market research regarding the pricing and trends in the debt and equity markets and client presentations• Worked on information materials for the M&A teams comparing the different structures for equity raisings (including rights issues, open offers and placings)