Who we are.
At Risk-at-Work we specialize in making models and providing solutions for quantitative risk management, trading and ALM topics. We pride ourselves on cutting through complexity by providing creative and practical solutions for hard problems. We do this by having a wealth of practical experience, state-of-the-art technical knowledge, but first and foremost by understanding our clients and their problems and co-creating solutions with them that work.
What we do.
Our client list covers all major Dutch financial institutions. We help our clients to get better, to go further. We help on topics where we believe we can offer unsurpassable quality. This means that we often work on topics that are on the intersection of quantitative finance, risk management and ALM. On these topics, we can help with providing insight, develop and implement models, review and improve models or just analyze underlying data.
"They were, for me, the ideal consultants: timelines were met, the work was extremely high quality, and most importantly they were easy to work with and fit well with the rest of the team."
Rachel Brekhman - PIM Integration Programme Manager (NN Group)
Our latest insights.
Data Science en Machine Learning: concreet voorbeeld verzekeringsportefeuille
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To P or not to P?
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LEAST SQUARES MONTE CARLO: EEN ALTERNATIEF VOOR REPLICATING PORTFOLIOS EN ANALYTISCHE WAARDERING?
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Toepassing least squares monte carlo op unit linked met eindgarantie
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Waardering en-bloc clausule in AOV verzekeringen
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Kwantificeren onzekerheid met ‘Conformal Prediction’
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De actuaris en data science: status
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Value Based ALM voor Pensioencontracten
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De Actuaris en Data Science: status
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Amending the Solvency II volatility adjustment to promote good risk management
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Interpreteren Machine Learning modellen met LIME
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Update Schadereservering op Microniveau
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Efficiënte gevoeligheidsanalyse embedded option waardering
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Spread Risico’s
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Replicating portfolios for mortgage prepayments
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Replicating Portfolio Control Variates: Minder Scenarios, Betere Uitkomsten.
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On equity-linked annuities
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Succesvol Hedgen: Mix van Art en Science
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