Wout is a junior risk management consultant at Probability & Partners, holding both a Bachelor’s and Master’s degree in Econometrics & Operations Research from Maastricht University, where he graduated Cum Laude in his Master’s program.

During his bachelor’s studies, he built a strong foundation in topics such as probability theory, Java programming, and computational complexity theory. In his master’s program, he expanded his expertise to include mathematical finance and actuarial modeling. His master’s thesis, titled “Efficient Option Pricing in the CP2022 Model,” focused on designing and implementing alternative option pricing methods for more efficient calibration of the CP2022 model—the economic model used for generating scenarios under the Wet Toekomst Pensioenen (WTP).

In addition to his thesis, Wout wrote a research paper on implementing machine learning methods for pricing American-style options in Python, particularly in models where standard pricing approaches are not viable.