Cluster Lead Interest Rate and Liquidity Risk Modelling
Bert-Jan Nauta works as cluster lead of interest rate risk and liquidity risk modelling at ABN AMRO. In this and former positions at a.o. the Dutch Central Bank and RBS he has worked on a variety of models, such as derivative pricing models, liquidity risk models, and economic capital models. His research focuses on including liquidity risk in derivative pricing models and the connection to funds transfer pricing and FVA.
Head of Treasury
Garanti Bank N.V
Alper Demir is the Director of Asset and Liability Management at Garantibank International NV. Prior to moving to The Netherlands, he worked as Treasurer of Garantibank Moscow and senior ALM dealer at Garantibank Turkey. He holds an MSc in Finance and Economics from LSE and he covers liquidity, interest rate and structural exchange rate risks in his current role.
Liquidity Risk Manager
Raiffeisen Bank International AG
Vera has been working at Raiffeisen Bank for 8 years and is responsible for liquidity risk position management. She is involved in methodological development of Group-wide risk models of expected cash flows realization and future behavior of customer loans, deposits, and off-balance sheet products.
Financial Risk Manager
Brand New Day
Leonard Hugenholtz has done all types of risk management over the past decade. His mission is to combine regulatory requirements, internal policy, theory, and best practices and help banks act on their risks. He is currently the Financial Risk Manager for Dutch start-up bank Brand New Day
Head of Integrated Risk Modelling
Dieter Van Welden
Quantitative Analyst Integrated Risk Modelling
Head of Risk Methodology in Model Validation
Stratos is the head of Risk Methodology in Model Validation (RMV) at Rabobank. Under his responsibility is a wide range of model validations related to XVAs, Market Risk and Counterparty Risk for the Trading book, Interest and Liquidity risk for the Banking Book, Operational Risk and pillar II models including Stress Testing. In his former positions in ABN AMRO, Stratos has worked for several years on modelling a variety of Market Risk and ALM risk related models.