Edo Van Bunningen Email and Phone Number

Portfolio management and investment analysis

Quantitative risk and performance consultant for the private markets investment platform and mandate clients. Main respobsibilites consist of developing and maintaining the platform track record, benchmarking client performance and conducting tailored analyses for mandate clients (e.g. LDI & ALM/SAA optimization, Private market risk and return modelling, performance and risk attribution and indepth competitors analyses). In addition, responsible for automating our track record and benchmarking… Show more Quantitative risk and performance consultant for the private markets investment platform and mandate clients. Main respobsibilites consist of developing and maintaining the platform track record, benchmarking client performance and conducting tailored analyses for mandate clients (e.g. LDI & ALM/SAA optimization, Private market risk and return modelling, performance and risk attribution and indepth competitors analyses). In addition, responsible for automating our track record and benchmarking calculations. Aquired skills and knowledge: Python, Excel, VBA, R, SQL, banking and finance, data organization, alternative investments, private markets, project management, Private markets risk and performance modelling, ALM, LDI, Solvency II. Show less

Risk consultant for pension funds, insurance companies, asset managers and banks. Engaged in diversity of projects related to Data analyses, Actuarial, Risk Management, Investment consulting, modelling and programming:• Balance sheet management / Asset-liability management (ALM) / Strategic Asset Allocation (SAA) optimization• Economic scenario generation / Stochastic scenario generation• Data analyses & Machine learning• (Predictive) modelling and tooling (e.g… Show more Risk consultant for pension funds, insurance companies, asset managers and banks. Engaged in diversity of projects related to Data analyses, Actuarial, Risk Management, Investment consulting, modelling and programming:• Balance sheet management / Asset-liability management (ALM) / Strategic Asset Allocation (SAA) optimization• Economic scenario generation / Stochastic scenario generation• Data analyses & Machine learning• (Predictive) modelling and tooling (e.g. Claims forecasting / balance sheet and solvency position projection / ALM model development / optimization-tooling / ORSA-tooling / risk monitoring)• Model governance, documentation and validation • Programming skills (e.g. VBA / R / Matlab / @Risk / C++)• Financial instrument and derivative valuation• Solvency II analytics and reporting (e.g. SCR(-ratio) calculations and tooling development / performing Own Risk and Solvency Assessment (ORSA) and tooling development / Actuarial Function / Quantitative Reporting Template (QRT)• Soft skills (client management & acquisition / report writing & presentations / experience interacting from operational level through board level). Show less

Diversity of actuarial and econometric activities; e.g. conducting capital requirement calculations regarding the Solvency II requirements, development of models concerning data analysis and simulation modelling.

Committee consisting of students, professors and tutors which investigate, improve and maintain the quality of education at the economic faculty in its broadest sense.

Diversity of actuarial, financial and Asset-Liability Management activities; e.g. valuing and forecasting assets and liabilities, development of models regarding interest rate hedging, bond portfolio optimisation and stochastic scenario analysis, automatic information gathering using Bloomberg, lecturer at Scope | Vectum (Econometrics student association) “case day”.

Diversity of financial activities; e.g. accounting, controlling, financial reporting (monthly, quarterly and annually), liquidity forecasts, currency hedging and budget composition.

Diversity of financial activities; e.g. accounting, controlling, financial reporting (monthly, quarterly and annually), liquidity forecasts, currency hedging and budget composition.