Gustav Mahlerlaan 2970
For navigation: Gustav Mahlerlaan 3004
1081 LA Amsterdam
Deloitte Risk Advisory delivers high end solutions mainly for clients within Financial Services Industry. Within Deloitte I am responsible for the ALM Modelling domain focusing on trends around liquidity and interest rate modelling.
My field of expertise is both on the content side (e.g. economic capital model, replicating portfolios and dynamic hedging, (behavioural) liquidity and interest rate modelling, IRRBB, ILAAP) as well as on the project management side (e.g. driving large scale methodology development and process modelling projects, coordinating IT implementation).