Technician, Capital Modelling

Gulf Recruitments

- Assist on the quarterly dryrun of Solvency to Capital Models
- performing several stress tests
- Support on preparation of Risk Capital Reports
- Assist on data preparation and capital models calibration
- Provide the support on risk-return analysis
- development and use of various capital models including rating agency models
- CAT modelling data preparation and model calibration
- Aggregates/Exposure (limit) monitoring
- Capital allocation work