Make everything as simple as possible, but not more simple than that
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We have over 20 years of experience in financial institutions and technology companies, with constant focus on data analytics, risk management, treasury and regulatory reporting. We have been active in over 20 countries. We are fluent in several European languages.
Curriculum of the founder of riskVentures
His
core experience is in data science, risk management, treasury and regulatory in the financial
area, in banking and in insurance. He also spent time in academia with robotics
control research.
He
worked 5 years in a Belgian tier 1 bank in treasury & risk management, 10 years for a leading risk consultancy & technology company in Zürich, and since then as an independent consultant. He was active for both tier 1 and for niche institutions.
Data science and analytics are areas which
particularly fascinate him. He immersed himself deeply in this area through
self study and on the job experience.
Based on his experience he does not ignore the phases of data exploration, cleaning, 'massaging' and visualisation, before passing to the modeling phase. He is acquainted with supervised and unsupervised models; regression and classification models; simple learners and ensembles; parallel (eg random forests) and serial (eg gradient boosting machines) ensembles; natural language processing; neural networks, incl. deep learning, convolutional & recurrent. And 'traditional' regression, ao polynomial, ridge, lasso, generalized additive models.
In
risk, regulatory and treasury he has worked in depth in many areas. In risk this
covers market, credit and liquidity risk, and asset & liability management.
In regulatory reporting he contributed to projects in the area of Basel (BCBS)
II, III, LCR, NSFR, CVA, CCR , and FRTB, plus national regulations.
In treasury he went ao through the full life cycle of a treasury system for a major
bank and analysed the treasury flows, incl. upstream and downstream, for a global bank. In insurance he was involved with Solvency II and the
Swiss Solvency Test (SST).
He
holds the certifications of Financial Risk Manager (FRM) from the Global
Association of Risk Professionals (GARP) and for Unified Modeling
Language (UML) from the Object Management Group (OMG).
He is currently proceeding with certifications
in Data Science with Python (IBM) and with R (Stanford).
He studied mechanical engineering and
business economics, both at university level, with outstanding results.
Languages: English, German, French & Flemish.