Tjaart Van Wijck Email & Phone Number

London, England, Gb

London, England, Gb

London, Gb

Cloud-based re-architecture of reporting systems

London, Gb

Core member of the Stress Testing Programme (STP), responsible for performance improvement and the BAU transition of FDSF. Project-based responsibilities include:Work-stream lead for the design of data architecture for FDSF data landing, storage and validation • Present business case and strategy to the Stress Testing Design Authority• Issue validation and reconciliation rules to participating FDSF banks• Provide guidance on the alignment of FDSF and COREP/FINREP data definitions• Present data quality guidance to FDSF banks during stress test briefing sessions• Built a central FDSF database, automated load, pre-processing and reporting tools • Gather analytical and reporting requirements from Risk, ALM, Balance Sheet and Capital specialists• Manage senior stakeholders throughout the full development life-cycle • Support UAT and sign-off• Write the Target Operating Model for FDSF data qualityBenefits: Delivered a centralised SQL-Server FDSF database with automated analytics and reporting; reduced reporting MI turnaround time from multiple days in 2014 to near real-time in 2015; reduced the overhead of data validation and reconciliation from 5 FTEs down to 1 FTE; automated NII calculations reduced ALM resource needs over the stress testing periodDeveloper of the FDSF capital sensitivity analysis tool• Lead the working group charged with scoping and building the sensitivity tool• Worked closely with Capital specialists to gather sensitivity analysis requirements• Analyzed the accuracy of capital sensitivity metrics• Implemented the proof-of-concept tools to be used in the 2016 stress testBenefits: Compare the impact of top-down and bottom-up models to capital results for 2016; provide an industry-level view of Capital in 2016; support the evaluation of the counter-cyclical buffer (CCyB)Developer of the PRA “Building blocks” model for analysing Market risk templates

London, Gb

• Develop FDSF tactical and EUC MI tools• Manage offshore team of 6 developers on design/development of strategic FDSF application• Retail Credit SME in bi-lateral PRA discussions• Map SDM to Barclays’ internal policy definitions• Coordinate submission delivery across eight divisions• Develop validation and reconciliation process across all risk types, capital and balance sheet• Support FDSF Programme Manager in planning and IT engagement

London, Uk, Gb

• Developer and manager in secured capital and impairment model integration programme • Lead .NET developer and Oracle data modeller• Integration of heritage (LTSB & HBOS) actuals models (PD, EAD and LGD)• Portfolio and loss forecasting• Retail credit impairment and capital stress-testing• Capital and Basel II IRB modelling• Credit risk model validation

Development of a .NET based object handler framework (https://cubicle.codeplex.com/)

London, Gb

Member of financial modelling team responsible for methodology development and model implementation for various financial institution clients. Projects included: Op-Risk Model Development, Fidelity• Capital modelling for AMA• Development of EY STORM operational risk modelling solution• Cloud-based hosting infrastructure Impairment and Capital forecasting, C&G• Methodology development and model implementation for impairment and mortgage RWA forecasting• Client facing duties included weekly risk workshops, requirements analysis, training, UAT and sign-off.Derivatives Valuation Centre, Various clients• Derivative revaluations (market/credit/FX and fixed income) in support of audit teams• Pricing and risk model validation (e.g. VaR model validation)

Master’S Degree, Financial Risk Management

Honours, Risk Management

Bachelor’S Degree, Actuarial And Computer Science