Work Experience

PhD Candidate

Delft University of Technology

02/2023 - Present

Numerical Analysis group of the Applied Mathematics department. Specialization in Financial Engineering

Dissertation description: Developing efficient numerical methods for Counterparty Credit Risk (CCR) quantifications

Master Thesis Intern

FF Quant Advisory B.V.

01/2022 - 10/2022

FF Quant provides specialised services in the areas of quantitative consulting, research and tooling and training.

Project title: Replacing the Monte Carlo Simulation with the COS Method for PFE (Potential Future Exposure) Calculations

Securities Quantitative Research Intern

Van Lanschot Kempen is a leading Dutch financial services company, offering private banking, asset management, and merchant banking solutions to high-net-worth individuals and institutional clients with personalized expertise and tailored financial strategies.

Project description:

Separating the alpha curves that convert the historical correlations to implied correlations from the ‘regular’ pricing engine and the pricing engine available to the clients.
Improving and building multiple graphical user interfaces for data driven decision making.