Brussels Area, Belgium
Quantitative Finance Advisor
Financial Services
Education
Tilburg University 1999 — 2003
PhD, Quantitative Finance
Tilburg University 1994 — 1999
Msc, Financial Econometrics, cum laude
Experience
VAR Strategies 2013 - Present
Solvay Business School 2013 - Present
Imperial College London 2011 - Present
Danske Bank 2012 - 2013
Jefferies & Company 2011 - 2012
VAR Strategies 2009 - 2012
Morgan Stanley 2006 - 2009
Lehman Brothers 2003 - 2006
ABN-AMRO Bank 2000 - 2003
Tiburg University 1999 - 2003
Skills
Equity Derivatives, Equity Research, C/C++ STL, Stochastic Calculus, Macroeconomics, Structured Products, Swaps, Financial Modeling, Valuation, Derivatives, Bloomberg, Risk Management, Hedge Funds, Programming, Emerging Markets, Economics, Options, Portfolio Management, Statistics, Exotic Derivatives, Econometrics, VBA, Hedging, ALM, Trading Systems, Financial Engineering, Trading, Quantitative Finance, Commodity, Interest Rate..., Portfolio Optimization, Fixed Income, Financial Markets, Statistical Modeling, FX Options, R, Quantitative Analytics, Investment Banking, Bonds, Credit Derivatives, Capital Markets, Analytics, Time Series Analysis, Market Risk, Equities, Trading Strategies, Econometric Modeling, Monte Carlo Simulation, Financial Risk, Financial Structuring