Sander Nooij, Phd, Cfa Email & Phone Number

Amsterdam Area, Netherlands

Amsterdam Area, Netherlands

This is a limited partnership that owns and maintains the intellectual property rights created by SiArb.

Amsterdam Area, Netherlands

BinckBank is the largest independent Dutch online bank for investors with a top - five position in Europe. BinckBank is the market leader in Belgium regarding online transactions and is the third largest online broker in France. Furthermore, it operates a robot advisor since 2008 with currently about 2B EUR assets under management.Key staff since January 2014.Designed, benchmarked and automated full back-test analysis cycle for expansion of Investment Universe with 10k+ US and European equities. Constructed static reference MySQL database with a custom Matlab interface with FactSet. Set up of a continuous development framework using TeamCity and TAP in Matlab ensuring code consistency and validity. Built pilot project that allows for a significant reduction of development overhead using Matlab Java Builder.Formulated long-term vision for the retail Asset Management Business Unit that should allow for a significant growth of AUM.As a member of the Investment Committee wrote over a dozen successful recommendations for improvements to the overall Investment Strategy, Asset Allocation and Risk Management policies. Using a pre-trade cost/market impact model improved and assessed trade and execution statistics.

Amsterdam Area, Netherlands

Set up HFT trading firm funded by Buttonwood Group Trading in Chicago, US building on experience and IPR from SiArb/Nyenburgh.Negotiated and wrote contract terms for transition from Nyenburgh to Buttonwood.Ceased all operations due to bankruptcy of Buttonwood Group Trading in December 2012.

Amsterdam Area, Netherlands

Nyenburgh is a proprietary trading firm focused on day trading and arbitrage trading. I set up a HFT stat arb trading desk building on experience and IPR from SiArb.Developed automated Risk reporting system and daily Risk rebalancing system.Started working on an intra-day VaR model incorporating all trades of Nyenburgh.HFT desk was moved to Buttonwood Group Trading after Virtu Financial acquisition.

Amsterdam Area, Netherlands

Started and directed a high-frequency stat arb boutique focusing on global (cross-)asset strategies. Built mass-distributed backtesting/trading platform accurately matching intra-day backtests in matlab.Designed and implemented automated portfolio management system in matlab.Active on Eurex, NYSE Liffe (with own memberships) and CME and ICE.General management of SiArb. Executed transfer of shares in Dec 2010 to financiers.From January 2011, built new generation of mass-distributed backtesting/trading platform and scalable reporting framework in Matlab and MySQL.Extended and optimized portfolio of strategies on CME and ICE exchanges.General management of SiArb as interim director.Executed full liquidation cycle of firm and holding firm in 2012 and consolidated IPR in vehicle (Silicon Intellectual Property Management).

Amsterdam Area, Netherlands

IMC Financial Markets is a leading market maker in exchange traded instruments active on over 100 exchanges, platforms and pools of liquidity across the world. I designed, built and executed high-frequency equity index future stat arb strategy in a small team.Executed rho hedging strategies of IMC Amsterdam. Trained trainees on rho risk within option trading.Traded options as market-maker on DSM, AKZO, MT, ING, ABN, DBK, MUV, TTM and AGN.Completed internal option training course and passed Deutsche Borse Eurex Trader Exam and FWB Trader Exam

Netherlands

The RAND Corporation is a research organization that develops solutions to public policy challenges to help make communities throughout the world safer and more secure, healthier and more prosperous.Applied quantitative skills to a diverse range of complex problems in policy analysis at times in collaboration with the RAND-Qatar Policy Institute.I designed, organized and executed research into options for cooling a future bicycle path in the Middle East.Displayed a working knowledge of qualitative tools such as desk research, literature reviews, interviews and conducting workshops.Presented “Scientific Success or Failure? The Research and Innovation Policy of the European Union in a Changing World” as plenary speaker at the European Dialogues Lecture series in Svishtov, Bulgaria.Published a book with J. Karl, D. Kerscher, and S.E.M. Nooij (eds.), “Paving the way to Europe: Thoughts, Ideas and Concepts developed during the European Dialogues in Sviˇstov, Bulgaria Lecture series”, 2007, Books on Demand, ISBN 978-3-83349-048-4.Published the article S.E.M. Nooij, “European Research at a Crossroad: Opportunities in a Global Context”, 2007, Chapter in book ISBN 978-3- 83349-048-4.

Brussels Area, Belgium

Analyzed the strategic interests of twelve Member States of the European Union with respect to their research policy using quantitative and qualitative data. Findings collected in classified report.

Geneva Area, Switzerland

CERN is the world's largest centre for research in particle physics, hosting several interlinked accelerators that supply many kinds of particles to many different experiments. Their flagship accelerator, the Large Hadron Collider, is installed in a tunnel 27 km in circumference, located 100 meters below ground. I simulated particle collisions using Monte Carlo techniques and analyzed them in fortran77 for finding means for detecting supersymmetry at the Large Hadron Collider. Presented work at a poster session. Published the work in Eur.Phys.J.direct C3 (2001) 7, J. Damet, P. Eerola, A. Manara and S.E. Nooij, “Searching for physics beyond the standard model in the decay B+ → K+K+π−”, Eur. Phys. J. directC 7 (2001) 1, [arXiv:hep-ex/0012057].

Lincoln, Nebraska Area

Applied nonlinear differential equations to the path of a bicycle back tire leading to a front page publication in October 2001. S.R. Dunbar, R.J.C. Bosman and S.E.M. Nooij, ”The track of a bicycle back tire”, Mathematics Magazine: Volume 74, Number 4, Pages: 273-287, Front page in October 2001. http://www.maa.org/pubs/mm_supplements/dunbar/bt2.html

Doctor Of Philosophy (Ph.D.)

Propaedeuse

Msc

Propaedeuse

Education record