Freelance Financial Risk Manager
Companies I've worked for
Hi, I'm Patrick
Risk Modelling | cREDIT risk | Market Risk Expert | ALM
As Interim Risk Manager, I provide expert advice on how to mitigate risks based on my varied cross-industry experiences and knowledge of best practice methods.
All-around, flexible mindset, and widely oriented, with experience in both the asset and liability side of the balance.
I hold two master’s degrees in Econometrics and Actuarial Science from Amsterdam University, Global Financial Risk Manager certificate and Machine Learning diploma from Standford University
certifications:
- Power BI
- Quantitative Risk Management in R
- Credit Risk Modeling in Python Track
- Modeling in R
- Applied Finance in Python Track
- Joining Data in SQL
Specialities
- Market Risk Economic Capital (MREC)
- Actuarial Reporting
- Replicating Portfolio (Algorithmics)
- Assets Liability Management (ALM)
- Interest Rate Risk Hedging
- Financial Risk Modelling (MATLAB / R / Python)
- Data Science
- Credit Risk Modelling
How can I help you?
Financial Risk Modeling
Valuation of instruments on both asset and liability side of the balance sheet as well as calculation and interpretation of risk measures. Both market risk as credit risk modelling. Proven experience in both MATLAB and Python as well as R.
Product Owner
As Product Owner (PO) responsible for defining stories, prioritizing the Team Backlog to streamline the execution of program priorities while maintaining the
conceptual and technical integrity of the features or components for the team.
Actuary
Actuarial Reporting and improvements to its processes. Knowledge of Solvency II. Optimizing balance sheet using Replicating Portfolio techniques (ALM engine Algorithmics). Risk appetite statement, (review of) investment plans, ALM, hedging, pricing.
Credit Risk
asdddad
fsfs
sfsfsf