Personal Information
Organização/Local de trabalho
The Hague Area, Netherlands Netherlands
Cargo
Front Office Analytics and Infrastructure Manager at ING
Setor
Finance / Banking / Insurance
Sobre
>>> Interests: Valuation of financial derivatives (analytics, modeling, programming, simulation), in front office (quant / research / trading), risk management, product development.
>>> Experience: 15+ yrs in quantitative subjects (10 yrs in financial services); diverse leadership.
>>> Education: Ph.D. in Physics (2004); CQF (2009).
>>> Programming: C++, C#, CUDA, Excel Add-ins, Mathematica, Matlab, Python, VBA etc
>>> Achievements: Several advanced design patterns (unpublished), which made ING Insurance Library extremely flexible, scalable, and efficient in production. Public presentations of the Library project (2010), generic summary of quantitative platform development, and specific t...