Omschrijving

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.

Talen

Nederlands
Tweetalig / moedertaal
Frans
Tweetalig / moedertaal
Engels
Tweetalig / moedertaal

Voorkeuren voor werkplek

Kan op locatie werken

Brussel (tot 50km)

Quant Castle Limited
Director
PRIVATE EQUITY
januari 2024 - Vandaag (2 jaren en 5 maanden)
Manilla, Filipijnen
Outsourcing Risk Management in Manila in Philippines for an American FinTech (https://www.thebarkerprice.com)
Triodos Bank
Asset and Liability Management
BANKEN & VERZEKERINGEN
augustus 2023 - december 2023 (5 maanden)
Driebergen-Rijsenburg, Nederland
Modeling Assets and Liabilities in SAS, compliance with 2024 EBA Guidelines on Credit Spread Risk in the Banking Book (CSRBB)
RNHB
Credit Risk Modelling
BANKEN & VERZEKERINGEN
februari 2023 - juli 2023 (6 maanden)
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