Quantitative risk professional with 15+ years of combined – practical and academic – experience implementing quantitative methodologies for assessing and measuring risks in the banking and insurance industries. Participated in several projects concerned with the analysis, customization and validation of risk management methodologies.
Performed academic research around the topics of financial economics and actuarial risk theory – leading to the development of capital allocation rules and the modeling of funding liquidity risk, with applications to financial instability and liquidity crises.
Currently Senior Risk Officer at the Non-Life Risk team of AG Insurance in Brussels, Belgium. Previously has performed as Model Risk Expert at Generali Belgium, and EMEA Risk Consultant at the SAS Institute Inc., Belgium.