2014 -
2016 Interim R Quant Developer and Solution Architect @
2014 -
2014 Solvency II Credit Risk Internal Model Consultant @
2013 -
2014 Solvency II Internal Model (Reinsurance) Consultant @
2011 -
2013 Interim Solvency II Internal Model Consultant @
2009 -
2011 Senior Quantitative Analyst @
2008 -
2008 Quantitative Risk Manager @ ING Investment Management
2006 -
2007 PhD candidate @
David Kun Education
Vrije Universiteit Amsterdam
MSc (Stochastics and Financial Mathematics)
2005
-
2006
Vrije Universiteit Amsterdam (VU Amsterdam)
Master of Science - MS (Stochastics and Financial Mathematics)
2005
-
2006
Eötvös Loránd University
MSc (Applied Mathematics)
2001
-
2006
Veres Pálné Gimnázium
Secondary school (Regular/General High School/Secondary Diploma Program)
1994
-
2000
David Kun Skills
R Shiny
Business Analysis
Credit Risk
Actuarial Science
Statistical Modeling
Market Risk
Financial Modeling
Reinsurance
Derivatives
Mathematical Modeling
Requirements Gathering
Quantitative Analysis
Technical Writing
Mathematics
Actuarial
Business Analytics
Artificial Intelligence (AI)
Machine Learning
Data Visualization
Python (Programming Language)
SQL
VBA
Matlab
PL/SQL
Julia (Programming Language)
R (Programming Language)
Economic Capital
Stochastic Modeling
Stochastic Calculus
Financial Engineering
Probability
Risk Modeling
Monte Carlo Simulation
Stochastic Processes
Probability Theory
Applied Mathematics
Interest Rate Risk Management
Interest Rate Derivatives
Quantitative Risk
Quantitative Risk Analysis
Stochastic Analysis
Risk Modelling
Model Validation
Survival Analysis
Regulatory Reporting
Data Science
Analytics
VAR
R
Solvency II
Stress Testing
Standard Formula
Functional Specifications
Risk Measurement
Risk Management
Internal Model
Numerical Linear Algebra
Quantitative Analytics
Statistical Consulting
Quantitative Finance
David Kun Summary
David Kun, based in Oegstgeest, ZH, NL, is currently a Owner and CEO at Functional Analytics. David Kun brings experience from previous roles at Delta Lloyd and Atradius. David Kun holds a 2005 - 2006 MSc in Stochastics and Financial Mathematics @ Vrije Universiteit Amsterdam. With a robust skill set that includes R Shiny, Business Analysis, Credit Risk, Actuarial Science, Statistical Modeling and more. David Kun has 2 emails on RocketReach.
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