Erik is an enthusiastic and talented quantitatively focused professional with extensive implementation experience, a deep understanding of financial risks, and great communication skills. Over the last 4 years, he has worked mainly at trading departments of banks in the areas of model development, model validation, and model risk management. Next to working with detailed and complex pricing models for Interest rate, Equity, and Commodity asset classes, he has developed a broad knowledge of banks and the financial industry, by obtaining the GARP certified Financial Risk Manager designation. He has developed a broad range of programming languages, including Python, MATLAB, and R.
Next to that, Erik is a laureate of the EU Best Quant Finance Thesis Awards 2017 (2nd place) for his Master’s thesis about inflation risk in the Dutch Pension system. The jury especially appreciated his extensive and realistic ALM simulation model.