Carnegie Mellon University

Jon Runarsson

Jon Arni Runarsson

Class of 2018

Bio

Jón Árni Rúnarsson graduated from Reykjavík University in 2013 with a Bachelor of Science in financial engineering. At the same time, Jón finished the CQF program. After graduation he worked for three years at an Icelandic bank, Landsbankinn, in market risk and ALM as a quantitative risk analyst. Jón’s responsibilities included writing pricing code for all financial instruments on Landsbankinn’s balance sheet; programming the Value at Risk calculations for different kinds of portfolios, stocks, bonds and derivatives; estimating yield curves for all major currencies under the multi-curve framework; stress testing and performing sensitivity calculations. He also constructed and implemented the economic capital model for joint inflation and interest rate risk in the banking book. He joined the MSCF program to enhance his knowledge in quantitative asset management or trading and plans to transition from a carrier in risk management to a career in quantitative asset management or trading.