Description

PhD in Statistics with experience with SAS, R, Python, Matlab and the other statistical tools. I participated in several projects in Interest Risk Management and Credit Risk Management in the banking sector.

Languages

Dutch
Native or bilingual
French
Native or bilingual
English
Native or bilingual

Workplace preferences

Can work on-site

Brussel (up to 50km)

Quant Castle Limited
Director
PRIVATE EQUITY
January 2024 - Today (2 years and 5 months)
Manilla, Philippines
Outsourcing Risk Management in Manila in Philippines for an American FinTech (https://www.thebarkerprice.com)
Triodos Bank
Asset and Liability Management
BANKING AND INSURANCE
August 2023 - December 2023 (5 months)
Driebergen-Rijsenburg, Netherlands
Modeling Assets and Liabilities in SAS, compliance with 2024 EBA Guidelines on Credit Spread Risk in the Banking Book (CSRBB)
RNHB
Credit Risk Modelling
BANKING AND INSURANCE
February 2023 - July 2023 (6 months)
Utrecht, Netherlands
Maintaining the cash-flow projections in SAS and implementation of the multiple loan parts framework in Actico for live credit applications on main webpage