Rolf De Jong Email & Phone Number

Amsterdam, NH, NL

Amsterdam, North Holland, Netherlands

Working on:- Feature engineering for a worldwide, high volume (1,000 transactions per second) payment fraud detection model with Spark, Cassandra and LightGBM- Chargeback and refund prediction in the event of merchant default- Automatic model documentation based on Sphinx

Amsterdam, North Holland, Netherlands

- Fulfilled a key role in the management and development of the Asset Risk Economic Capital Model. Asset Risk represents the largest single financial risk for a leasing company which makes this model particularly impactful.- Covering the entire data science flow.- Also developed Credit Risk models and acceptance scorecards.- A key part of the role is.

Amsterdam, North Holland, Netherlands

Worked on:- IFRS9 impairment modelling- ICAAP/ILAAP stress testing- Interest rate derivative modelling as part of a remediation programme- Blockchain development and knowledge sharing- Investment risk analysis- Derivative valuation- Model validation automation

Utrecht Area, Netherlands

- Developed, implemented and promoted a model that estimates the financial impact of data quality issues.- Developed a regression model for detecting fraudulent transactions.

Enschede

- Audited and approved budgets, bookkeeping records and annual reports.- Provided financial and tax advise.

Enschede

A career event with 130 companies, 2000 participants and € 250.000 of revenue. I was responsible for all financial affairs at this foundation, and I contributed to acquisition, promotion and setting up several sub-events such as a lunch lecture by André Kuipers for ±650 students.

Enschede

- Got the lead in the creation of a ±80-page manual that teaches students the basics of performing simulation analyses in Siemens Plant Simulation 11.- Provided assistance to students and graded assignments during a course on discrete event simulation.- The attendants are ±150 bachelor-level Industrial Engineering & Management and Civil Engineering students.

Utrecht Area, Netherlands

- Performed various credit risk analyses to enhance the bank's management of the mortgage portfolio.- Developed a Matlab tool that shortens the time required to develop and run an analysis, now being used by many colleagues at the department.

Chartered Financial Analyst Program, Passed Level Ii

Master’S Degree, Financial Engineering And Management, Cum Laude

Activities and Societies: Student association EKPHΞH, treasurer, and member of three audit committees

Bachelor’S Degree, Industrial Engineering And Management

Activities and Societies: Student association ASV Taste

Minor International Exploration

Study tour to Seoul, Shanghai and Chongqing, with visits to twenty local and international companies. We have researched how companies in.

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