Øyvind Foshaug
Model Validator
Amsterdam, North Holland, Netherlands
Summary
👤
Senior🎓
Top SchoolØyvind Foshaug is a model validator and quantitative modeller with 11 years of experience translating advanced stochastic and time-series theory into robust, production-ready implementations for major Dutch insurers and banks. He combines deep mathematical training in stochastics and financial mathematics with hands-on software skills across R, Java, Matlab, C++ and SQL to independently deliver end-to-end projects from prototype to validation. His expertise spans state-space models, SDEs, copula modelling, importance sampling and maximum likelihood estimation, applied to regulatory frameworks like Solvency II, AIRB Basel II and RAROC. Known for pragmatic speed-optimisation and reusable tooling, he has a track record of embedding models into reporting and simulation infrastructures. Based in Amsterdam, he brings a broad perspective from both quantitative research and production integration, and is fluent in Dutch — an asset when bridging technical teams and business stakeholders.
11 years of coding experience
8 years of employment as a software developer
Cand Mag, Mathematics, Cand Mag, Mathematics at University of OsloActuarial Practice Cycle Post Master, Actuarial Sciences, Actuarial Practice Cycle Post Master, Actuarial Sciences at University of Amsterdam - Amsterdam Business SchoolPrerequisites AEMAS, Mathematical Finance and Actuarial Science, Prerequisites AEMAS, Mathematical Finance and Actuarial Science at University of Amsterdam
English, Dutch, Norwegian
Github Skills (25)
renjin9
r-language8
eclipse-che6
jna6
java5
workspace5
statistics5
docker3
swig3
jvm3
ide3
interpreter3
nodejs2
compiler2
theia2
Programming languages (2)
Github contributions (5)
oyvfos/fdm
May 2019 - Nov 2024
Contributions:3 pushes, 2 branches in 5 years 6 months
oyvfos/content-ops-starter
Nov 2024 - Nov 2024
Contributions:89 pushes, 1 branch in 1 day
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