Rôles occupés
Back-end
SQL
Java
Python
R / Matlab / SPSS
ETL Datawarehouse
DataStage
Business Intelligence
SAS
Director @
01 January 2024 -
Outsourcing Risk Management to Manila in Philippines for an American insurance.
Freelancer @
01 August 2023 - 31 December 2023
Modeling Assets and Liabilities in SAS, compliance with 2024 EBA CSRBB.
Freelancer @
01 February 2023 - 31 July 2023
Maintaining the cash-flow projections in SAS and the Rules Engine in Actico.
employee @
01 July 2022 - 31 January 2023
Buy-to-let Market Risk (prepayments, pipeline) and Credit Risk (ICR, DSCR).
01 January 2021 - 31 December 2022
Balance Sheet Risk Management: Liquidity Risk, Market Risk and Capital Risk; ALCO member.
01 January 2010 - 31 December 2021
Various assignments in Risk Management, including model development, validation and IT dev/ops.
Finance @
01 August 2012 - 01 August 2012
Completed CFA level I.
Statistics @
01 September 2010 - 01 September 2010
PhD thesis titled 'Heavy tailed functional time series'.
Operations Research @
01 September 2009 - 01 September 2009
Engaged in research at the School of Operations Research and Industrial Engineering.
Mathematics @
01 September 2005 - 01 September 2005
Obtained Highest Honors.
Mathematics @
01 September 2005 - 01 September 2005
Obtained Highest Honors + Award.