Rens Borsje

Senior Risk Consultant

Sector

Banking

Rens has worked on both the banking and the consulting side of financial markets and risk. He has gained in-depth knowledge of derivatives, hedging, and pricing models at Goldman Sachs. While at EY Rens has performed and has been responsible for multiple validations and development of (market) risk and pricing models for tier 1 and tier 2 banks in the Netherlands.  Rens worked, as a modeller with the ALM modelling team at ING, on the Value of Savings and Replication of Savings models as well as stakeholder management.

Rens enjoys solving challenging problems and communicating complex subjects in an understandable manner. He has a strong technical background in mathematics and econometrics.

Expertise includes: Market Risk, Modelling & Model Validation, ALM, Trading, Derivatives