Ian Menezes Email & Phone Number

Amsterdam, Nh, Nl

Zeist, Utrecht, Netherlands

Advising the Executive Committe of PGGM on Diversity Equity and Inclusion. Focusing on three Pillars-Gender Diversity-Cultural/Ethnic Diversity-Labour force participation

Zeist, Utrecht, Netherlands

The Hague Area, Netherlands

Portfolio Management:Hedged the interest rate exposures of the Aegon Insurance and Pension Guarantees, managing a delta, vega and convexity position, achieving a high hedge effectiveness each yearTrading:Executed large block trades in IRS and Swaptions on and off venue, leveraging an extensive counterparty network to achieve low transactions costs and minimal market impactSolutions:Restructured the Aegon swaption book following the implementation of Solvency II, replacing illiquid high strike receiver swaptions with more liquid at the money positions, resulting in an optimized vega and convexity hedgeRegulatory:Worked on the implementation ofEMIRMIFIDBenchmark ReformUMRSystems/Analytics:Coordinated a Murex binary upgrade from a front office perspective, coordinating with internal support staff and the vendor to ensure analytics and trade workflows functioned correctly, resulting in a timely project deliveryDeveloped an Excel and VBA based trading, P&L Attribution and Risk Management infrastructure for interest rate derivatives, incorporating 3rd party analytics for curve building, option pricing and scenario analysis, enabling real time exposure monitoringCareer Progression:Junior Portfolio Manager 2011-2013Medior Portfolio Manager 2013-2016Senior Portfolio Manager 2016- Present

Facilitated the creation a Quantitative Finance practice, developing derivative valuation and risk management infrastructure, provided advisory services to an Indian bank and a UK based asset manager

Supported the asset allocation process for high net worth clients, rebalanced client portfolios, researched potential new products and back tested new strategies

Master Of Science, Finance

Msc, Risk Management

Activities and Societies: Memeber, Academic Board Coursework: Measure Theory (with Professor Laurens De Haan) Financial Econometrics (.

Ba, Economics

Activities and Societies: Theta Xi Fraternity, Vice President, Risk Managment Chair Associated Students of UC Davis, Business and Finance.