Senior Manager Financial and Model Risk Management

• Apr 2020 - Present

Within Protiviti, Menno is responsible for the Modelling, Model Validation, Model Risk Management and Financial Risk Management activities. The team has performed multiple assignments in small up to very large projects in modelling, model validation and internal audit, with various clients throughout the Dutch, European and global financial industry. Model experience is in Market, Interest Rate, Liquidity, Credit, Counterparty, Non Maturing Assets and Liabilities, Operational, and Actuarial risk, and Stress testing, Valuation of derivatives and structured products, Funds Transfer Pricing, Asset Allocation, Artificial Intelligence, Hedge accounting, IFRS 9, budget modelling, early warning indicators, Recovery Plan, Contingency Funding Plan and Exit Plan.

Chief Risk Officer

• 2017 - 2019

Within Anadolubank the Netherlands Menno was responsible for Market Risk, Liquidity Risk, Credit Risk, Operational Risk and Treasury Mid Office (regulatory and internal reporting Treasury activities). The team performed daily and periodical internal and regulatory reporting on positions and risks. Part of the was the yearly SREP (ICAAP/ILAAP and stress testing) reporting, COREP, Recovery Plan, Contingency Funding Plan, Exit Plan, Business Continuity Plan, EMIR and MIFID II reporting. Within Anadolubank the Netherlands Menno was responsible for Market Risk, Liquidity Risk, Credit Risk, Operational Risk and Treasury Mid Office (regulatory and internal reporting Treasury activities). The team performed daily and periodical internal and regulatory reporting on positions and risks. Part of the was the yearly SREP (ICAAP/ILAAP and stress testing) reporting, COREP, Recovery Plan, Contingency Funding Plan, Exit Plan, Business Continuity Plan, EMIR and MIFID II reporting.

Head of ALM / Head of Treasury

• 2010 - 2017

Within Amsterdam Trade Bank, Menno was responsible for the Treasury activities, containing Asset Liability Management, Sales and Trading (bonds, FX, and FX/interest rate derivatives. Before that he was responsible for the Asset Liability Management activities. This included money market and fixed income (sovereign and credit) investments, and FX and interest rate derivatives activities for the banking book. Menno was responsible for managing the liquidity and solvency risk of the bank on a daily basis, but also in the budgeting process. As a first line activity, also the liquidity and market risk models had been developed. In addition the team had developed an advanced Funds Transfer Pricing model, including optionality (early redemption and offer periods).

Director

• 2005 - 2010

Menno was responsible for consultative sales of financial market products to institutional clients. The Structured Solutions Group helped pension fund, insurance company and small clients with ALM solutions, mostly interest rate derivative related, but also inflation swaps and total return swaps (commodity index). In addition, Menno was responsible for structured product, product development. Menno was responsible for consultative sales of financial market products to institutional clients. The Structured Solutions Group helped pension fund, insurance company and small clients with ALM solutions, mostly interest rate derivative related, but also inflation swaps and total return swaps (commodity index). In addition, Menno was responsible for structured product, product development.

Head of Structured Products

• 2000 - 2004

Portfolio Manager

• 1996 - 2000

Marketeer / distribution analysis

• 1994 - 1996