Daniel De Wolf Email & Phone Number

Breda, NB, NL

Utrecht, Netherlands

Breda, North Brabant, Netherlands

• Data driven (SQL, SAS, Excel) risk analysis of EUR 20 bil Dutch residential mortgage exposure.
• Reporting on and analysis of forbearances, arrears, defaults, provisioning and compliance to EBA guidelines.
• Go-to for ECB / JST audits, information and data requests.

Rotterdam Area, Netherlands

Utrecht Area, Netherlands

Life cycle management of the existing securitization and monetization portfolio for large corporates.

As an analyst interest rate derivatives I calculated government mandated financial compensation for small and medium enterprises who bought a Rabobank interest rate derivative product.

Amsterdam Area, Netherlands

• Front office support listed and OTC equity derivatives. Daily management and valuation of swaps, options and futures.
• Optimized and validated Sophis Risque’s role in position management and pricing.
• Liquidity and cash management.
• Intermediary role between business and IT.
• Risk management and compliance reporting.
• Headed a project to increase Product Control’s quality of P&L reporting.

Amsterdam Area, Netherlands

• Front office support listed and OTC equity derivatives. Managing the life cycle of the equity derivatives trade book.
• Designed and built a swap book reset- and position management tool.
• Calculated and settled exposures with a wide variety of counterparties and clients.
• Developed and executed P&L- and management reporting.
• Collateral and cash management.

Amsterdam Area, Netherlands

• Front office support listed arbitrage trading. Reconciling positions, corporate actions, managing the cash balance and short covering on a daily basis. The trading book consisted of index arbitrage, risk arbitrage.
• Developed and executed a credit risk management model.
• Calculated Value at Risk and reported to internal stakeholders and DNB.
• Contributed to an aggressive expansion of the trading book.
• Composed and… Show more Front office support listed arbitrage trading. Reconciling positions, corporate actions, managing the cash balance and short covering on a daily basis. The trading book consisted of index.
• Composed and steered new credit proposals through risk committees. Show less

Amsterdam Area, Netherlands

Internships in the departments Custody, Clearing, Fund Services and Global Securities Lending & Arbitrage.

Utrecht Area, Netherlands

Managing the company's payroll of temporary employees. Keeping track of relevant legal developments, optimising the operational process and lowering the cost base.

Heao, Business Economics

Financial Economics