Experience

oak.

• Belgium
• Financial Services
• 1 - 100 Employee

• Senior Consultant

  • May 2018 - Present

  Energy Value-at-Risk Solution (SAS Risk Dimensions) (Equinor, Norway)- Support and maintenanceAsset & Liability Management Solution (SAS Risk Dimensions) (CRELAN, Brussels) - Requirement Analysis for Static, Dynamic, FTP and Regulatory Reporting - Definition of Prototype Cases - Design ALM solution data model: necessary data attributes for all classifications & calculations under the various ALM assumptions - ETL: structural setup of data sources, transformations of data attributes and market data, automated reconciliation check with accounting figures (SAS Foundation) - Translation of business requirements to the SAS developer - Definition of Regulatory Reports: LCR, NSFR, AMM, 90.30, EBA IRRBB. - Generate output in ‘template/row/column/value’-format to facilitate bridge with reporting software Migration SAS CRMB to SAS RRM (CRELAN, Brussels): - Integration of Prototype Cases in the RRM datamodel, Unit Testing - CRR2 / DPM 3.0 data gap analysisScenario Management (Triodos Bank, Zeist):- Update of the oak. scenario management module POC, integrating the collateral type definition in the cockpit, matrix of possibilities and RWA impact module- Import function to load branches’ impact assessment (based on updated “standardized” input schedule), and translation & quantification into required dimensions- Volume scenario definition processing in cockpit, calculation output format and integration in the ALM environment Pre-study Integrated Risk & Finance Platform (CRELAN, Brussels)- Pre-study to fully re-design the risk & finance landscape at CRELAN group- Workshops with key stakeholders (Risk, ALM, IT, senior management)- Business requirements definition of the main components in the framework: design of the SPoT data mart, Integrated Scenario Management, data quality, ALM environment, RWA calculation engine



Nagelmackers

• Belgium
• Financial Services
• 300 - 400 Employee

• ALM Risk Analyst

  • Jan 2016 - Apr 2018

  Main tasks:- Internal model development for non-maturing deposits- Calibration and back-testing of the mortgage loan prepayment model - ICAAP for interest rate risk, basis risk, credit spread risk and counterparty risk- ILAAP- Stress scenario analysis for interest rate risk and liquidity risk- Configuration and testing of the ALM software (RiskPro)- Participant in Treasury Committee and ALM committee Main tasks:- Internal model development for non-maturing deposits- Calibration and back-testing of the mortgage loan prepayment model - ICAAP for interest rate risk, basis risk, credit spread risk and counterparty risk- ILAAP- Stress scenario analysis for interest rate risk and liquidity risk- Configuration and testing of the ALM software (RiskPro)- Participant in Treasury Committee and ALM committee



Finalyse

• Belgium
• Financial Services
• 1 - 100 Employee

• Consultant

  • Oct 2014 - Dec 2015

  ALM migration (Van Lanschot Bankiers, Amsterdam):- Data mapping DWH data format to required data format- Translation of business requirements to DWH-team (functional analysis) - Testing of new DWH releases (including E2E-regression testing) - Configuration of Static, Dynamic and FTP analysis in new ALM environmentBasel III Liquidity Implementation (KBC Group, Brussels):- Support and follow-up validation of liquidity setup for local entities: investigation of issues regarding implementation in RiskPro- Follow up E2E implementation of new liquidity reports- Follow up ICT implementation of new enrichments and perform functional tests- Perform dry-run for asset encumbrance templates for identification of process gaps and issues



Nagelmackers

• Belgium
• Financial Services
• 300 - 400 Employee

• Credit Risk Analyst

  • Apr 2013 - Sep 2014

  Main tasks:- Pre-implementation analysis IRB approach for credit risk- ICAAP for credit risk and counterparty risk- Credit risk report analysis- Participant in Credit Review Committee

• ALM & Treasury Analyst

  • Nov 2011 - Mar 2013

  Main tasks:- Daily management of the bank treasury and the bank bond portfolio- Participant in Treasury Committee, ad hoc participant in ALM committee- Balance sheet analysis- Valuation of interest rate derivatives- Hedge accounting: efficiency testing, micro- and macro hedge relationships

• Financial Markets Specialist

  • Mar 2010 - Oct 2011

  Main tasks: - Client order execution: bonds, structured products and foreign exchange- Daily management of the bank treasury - Daily management of the foreign exchange exposure of the bank

• Credit Administrator

  • Aug 2009 - Feb 2010

  Administrative management of credit files (business loans)