close

Senior Risk Manager

IT & Technology

Description:

Pension fund with 96,000 members is looking for a Senior Risk Manager P+ (DIP/JØP) is looking for a Senior Risk Manager to work with model developing, IT development and risk management. Your main tasks will include: Development of risk systems in SQL and Python. Development and quality control of the IT architecture of the risk systems databases and source code. Statistical modelling of risks. Feedback to the Investment department and the Actuary. Supporting the risk team in performing its d...

Requirements:

Your qualification

  • You have a relevant education (a Master or a PhD) with good academic results, and you have good appreciation of mathematics and probability theory.
  • You have a good appreciation of architecture and design principles within software development and databases.
  • You have experience with SQL programming.
  • You have experience with simulation-based models, in particular Economic Scenario Generators.
  • You have insight in or want to learn about risk measurement and risk management in the pension fund sector.
  • You have experience with one or several general-purpose programming languages – preferably Python or else C#, C++, Java or the like.

 
Soft skills

  • You are inquisitive, curious and good at learning and teaching
  • You are enterprising and can work independently.
  • You have high professional standards.
  • You are analytic and structured.
Address:

Frederiksberg