Quantitative Consultant
Current- VB Risk Advisory is a consultancy boutique with expertise in financial risk management, data analytics, and with developing and implementing quantitative models and tooling.Recent projects:
- Interest rate derivatives pricing engine in C++ (Swaps, swaptions, caplets, floorlets) | VB Risk Advisory (inhouse)
- Risk modeling data engineer | Nationale-Nederlanden Bank, Den Haag
- Credit Pricing Specialist | Alfam Consumer Credit (ABN AMRO), Utrecht
- Pricing Analyst | ABN AMRO Asset Based Finance, Utrecht