Supporting the Authority with providing thought leadership on supervisory matters as part of the proposed changes to the Bermuda regulatory regime, development Prudential Rules, solutions on key technical areas, quantitative impact studies, developing supervisory tools, and technical reviews on selected entities.

Risk&Capital (www.riskandcapital.nl) provides services to financial institutions and regulatory bodies in the area's of balance sheet management, capital management, risk modelling, (global) solvency and accounting regulation (Solvency II / Bermuda EBS / IFRS 17 / ICS / ComFrame / Basel / IFRS 9), actuarial, fintech/insurtech and interim management.Executed projects include:• May 2023 - Present: Bermuda Monetary Authority, External Advisor on development Prudential Rules for insurers• November 2019 – May 2023: Athora Group, Amstelveen/London; (Interim) Head of Group Capital Steering & Measurement; Programme Director Group Economic Capital• January 2019 – August 2019: NN Group, The Hague; IFRS 17 implementation including use cases and business requirements• October 2018 – January 2019: AEGON Group Risk, The Hague; Model validation of best estimate cash flow models / risk margin for life and pension savings products and diversification methodology • June-September 2018: HAL Investments (private equity), Rotterdam; M&A advisor: Valuation of global insurer and analysis of capital generation (non-disclosure agreement), Free capital generation projection, Solvency II capital and IFRS projections• April-May 2018: ABN AMRO Verzekeringen (via KPMG)• Training:- Private Equity firm: training about Solvency II technical subjects including LACDT, diversification, Internal Models, SCR calculations- Global consulting firm: IFRS 17/Solvency II/capital management/balance sheet management courses for senior management (partner level)- Actuarial Institute: providing Master classes "Blockchain The Actuarial Use" including explanation of the basics behind Blockchain, deep dive in the technical mechanics of Blockchain, applications for insurers and pension funds- University of Amsterdam: IFRS17/Solvency teacher

As a lecturer at the Amsterdam Business School I provide lectures as part of the University of Amsterdam post master Executive Program Actuarial Science. Topics covered during the lectures are: IFRS 17, comparison with Solvency II, and practical applications at insurance companies. Also I conduct final interviews to determine whether the candidate (the graduating student) has made sufficient progress with the competencies associated with the profession of an actuary. The student must convince the assessors in the final interview that he/she is suitable to be nominated as a member of the Dutch Actuarial Association (AG).

- Reporting directly into the Group CRO, managing the Group Capital Steering & Measurement team that is responsible for: Regulatory capital methodology (both Solvency II and Bermuda EBS), Group Economic Capital Framework, Group wide Stress Testing framework, Group wide Risk appetite limits, Recapitalisation Risk- Presenting on a regular basis to the Board Risk Committee as well as other (external) stakeholders like rating agencies and investors on the responsibilities in scope of Capital Steering & Measurement- Defining the Group Risk team roles and responsibilities, job specifications, hiring process, setup of Target Operating Model and risk modelling team- Leading the team responsible for the design and implementation of the Economic Capital Framework at Group and subsidiaries including advising the Athora Board on implementation of an Internal Model for European and Bermudan entities - Design, implementation and BU oversight of regulatory capital methodology including Solvency II and Bermuda SCR, Scenario Based Approach, and the Internal Rating methodology for private loans- Leading the Group-wide project and implementation of the Bermuda Solvency EBS framework across all three Pillars including first regulatory filling to Bermuda for Holding co.- Leading the delivery of several regulatory applications and technical discussions with the regulator- Embedding the use of risk measurement tools into various strategic areas: M&A, reinsurance, new business, capital management, and optimisation of investment strategy

Leading the Board initiated project on the implementation of the Economic Capital Framework at Group and Legal entities

Strategy consulting / risk modelling / capital management for financial institutions. Projects include: - Strategy development for leading life insurer / subsidiary global investment bank- Solvency 2 steering, illiquid assets risk modelling (equity release mortgages, ground rents, commercial real estate), internal model development.- Assignments in and outside Europe.Oliver Wyman is the leading specialist firm of management consultants to the Financial Services sector.

Management consultant Financial Services industry on insurance subjects: - Solvency II & economic capital- Actuarial & Financial modeling

Within KPMG, leading in the field of risk based solvency for insurers, Solvency II, and model development/validation.

Managing the team responsible for the assessment and approval of Solvency II internal models in use by insurance firms supervised by DNB. Member of EIOPA Internal Models Expert Group. Leader of the Quantitative sub group of the EIOPA Internal Models Expert Group.

Quantitative risk management is responsible for the design and implementation of risk based solvency regimes for banks (Basel III), insurers (Solvency II), and pension funds (Financieel Toetsingskader). Member of specialized supervision teams. Member of various working groups of EIOPA, the Basel Committee, ECB and IMF.

Research project on Pension System Structures in the Central Asian Republics.