Pim Hanssen Email & Phone Number

Amsterdam Area, Netherlands

I have an internal advisory role towards senior management (up to management board level) in the areas of balance sheet management and capital management, and the related financial risks, financial performance and regulations. I write memo's and prepare and give presentations that are discussed in management bodies and committees.In the context of my advice work, I cooperate intensively with different teams within the bank, including Risk, Finance, Regulatory Affairs and other Treasury teams.My work covers a broad range of topics, such as Basel IV, low for long interest rates, liquidity stress testing, balance sheet optimization and pricing.

Amsterdam Area, Netherlands

Developing and implementing bank-wide models for the purpose of measuring, hedging and pricing IR risk in the banking books (mortgages, deposits).My main achievement was the development of a group-wide savings replication model. I was responsible for all stages in the development process, from the initial research up to model implementation. I had to manage a large set of stakeholders, including >10 local market risk teams, head office management, IT and model validation. The model is being rolled out to all ING retail locations and is targeted to be used for >EUR 400bn of funds entrusted.In addition, I was involved in economic capital modelling, mortgage pricing and scenario analysis.

London, United Kingdom

Daily risk management of EM Rates & FX trading desk.

Amsterdam Area, Netherlands

Working on several projects related to credit risk (PD, LGD and EAD) models, including- Research projects on back-testing- Model monitoring- Model development

Amsterdam

Writing a thesis on pricing commodity derivatives using a multi-factor stochastic volatility model.

Based on transaction data, I built a statistical model to estimate the likelihood of customers transferring their deposits to other banks.

Courses: Mathematics I & II, Multivariate analysis, Linear Algebra & Convexity and Difference and Differential Equations

Responsible for• Recruitment and monitoring of committees• Planning and promotion• Chief editor and chief layout magazineBefore being part of the board, I had been active in the organisation of a number of activities.

Cfa Charterholder

Master’S Degree, Applied Mathematics | Financial Engineering, Cum Laude

Bachelor, Econometrics & Operations Research, Cum Laude

Gymnasium (Pre-University), English, Physics, Mathematics, Economics, Chemistry