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Jochem BraakmanJB

Jochem Braakman

Independent Quantitative Risk Consultant / ZZP

€880/day
Amsterdam, NL
8-15 years
Python (Programming Language)
Credit Risk
Quantitative Finance
Market Risk
Data science

Average response time: 1 hour

About Jochem

Ik ben een kwantitatief riskconsultant met meer dan 10 jaar ervaring in financiële modellering, risicoanalyse en geautomatiseerde regelgevingsrapportage. Na mijn Master Stochastics & Financial Mathematics aan de Universiteit van Amsterdam heb ik mijn carrière opgebouwd bij toonaangevende financiële instellingen zoals ABN AMRO Clearing, ACT Commodities en CBOE Clear Europe.

Mijn specialisatie ligt in het bouwen en implementeren van kwantitatieve modellen — denk aan margemodellen voor Cash Equities en Fixed Income, IRB/PD-modellen, PFE Monte Carlo-simulaties en counterparty credit risk frameworks. Daarnaast automatiseer ik complexe rapportageprocessen voor toezichthouders zoals ESMA, DNB, AFM en in het kader van MiFID-II, met behulp van Python, SQL en PySpark.

Als zelfstandig consultant werk ik resultaatgericht en lever ik oplossingen die direct inzetbaar zijn in productieomgevingen. Ik combineer een sterke wiskundige achtergrond met hands-on programmeervaardigheid en diepgaande kennis van de financiële sector. Mijn aanpak is analytisch, pragmatisch en altijd gericht op kwaliteit.

Beschikbaar voor senior freelanceopdrachten in de financiële dienstverlening, fintech, energiehandel of aanverwante sectoren.
Banking and Financial Services
Energy and Electricity
Insurance
Digital and IT Services

  • Dutch

    Native or bilingual

  • German

    Native or bilingual

  • English

    Fluent

  • Russian

    Fluent

Can work on-site
Amsterdam (up to 50km)

Experience

  • JB Master Consultancy
    Independent Quantitative Risk Consultant / ZZP
    BANKING AND INSURANCE
    October 2023 - Today (2 years and 8 months)
    Europe
    CBOE
    • • Securities Financing Transactions (SFT) Project
    • • Automation Securities Financing Transactions Regulatory Reporting for ESMA, BOE, DNB and AFM using Python, SQL and PySpark
    • • Developed and prototyped a margin model for Cash Equities and Fixed Income to acquire license in clearing SFT using Python, enhancing risk management processes. See documentation Margin model
    • • Designed and implemented an algorithm to split portfolios into N sub-portfolios, optimizing for equitable P&L per sub-portfolio in Python
    • • Developed Python based Internal Ratings-Based (IRB) model, supporting advanced risk assessment and regulatory compliance based on Moody's Rating Model for Banks and Financial Institutions in Python
    Python (Programming Language) Quantitative Finance Market Risk Financial Modeling Credit Risk
  • ACT Commodities Amsterdam•
    Senior Risk Analyst
    ENERGY AND UTILITIES
    September 2020 - September 2023 (3 years)
    Amsterdam, Netherlands
    Design and implementation of a cloud-based automated risk reporting tool for ACT Commodities global in Python
    • • Design and implementation of counterparty credit risk model calculating credit limits based on credit rating, FX rate and balance sheet data
    • • Implementation Capital at Risk Framework, including PFE Monte-Carlo model and matching algorithm to ascertain risk metrics in certificate production
    • • Implementation and automation in Python of COREP Framework for MiFid-II regulated entity ACT FS
    • • ERM (Enterprise Risk Management) within ACT. This is an internal risk assessment identifying and addressing methodically the potential events that represent risks to the achievement of strategic objectives
    • • Collaborate with trading desks to enhance risk framework to execute on profitable trading strategies
    • • Automate risk and financial controls formerly manually executed on trading performance (Forward book valuation, Drawdowns, Settled P&L, VaR, OPL, Sharpe ratio, Duration, Working Capital, IPV etc) in Python
    • • Automate FX Hedging for Treasury Department by aggregating payment and hedging data with daily hedging alerts
    Market Risk Data science Quantitative Finance Python (Programming Language) Credit Risk
  • ABN AMRO Clearing Amsterdam
    Quantitative Risk Analyst
    BANKING AND INSURANCE
    September 2018 - August 2020 (1 year and 11 months)
    Amsterdam, Netherlands
    Fixed-Income model improvement for the purpose of calculating margins (credit risk spread, yield risk and issuer risk)
    • • Design and implementation PD-model for regulatory purposes for estimation of low default portfolios by means of Logistic Regression in Python
    • • Validation of FX models through recalibration of interest rate curves and modelling pricing engines for Dividend Futures
    • • Python prototyping of model feature specification and implementation
    • • Improving option pricing in illiquid markets
    Financial Modeling Market Risk clearing Python (Programming Language)
Check out Jochem's experience

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Education

  • Master Stochastics & Financial Mathematics - Master of Science
    University of Amsterdam
    2016
    Master Stochastics Master of Science
  • Student exchange
    Saint Petersburg State University
    2014
    Student exchange
Check out Jochem's education

Skill set

Risk Management
Credit Risk
Market Risk
Quantitative Finance
Quantitative Analysis
Actuariat
Python
Python (Programming Language)
PySpark
Pycharm
Databricks
SQL

Categories

  • Other