{"id":204,"date":"2015-05-01T00:00:23","date_gmt":"2015-05-01T00:00:23","guid":{"rendered":"https:\/\/avadawebsites.wpengine.com\/resume\/?post_type=avada_portfolio&p=204"},"modified":"2025-08-20T14:22:35","modified_gmt":"2025-08-20T14:22:35","slug":"abn-amro","status":"publish","type":"avada_portfolio","link":"https:\/\/vandeenen.com\/index.php\/portfolio-items\/abn-amro\/","title":{"rendered":"ABN AMRO"},"content":{"rendered":"
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FIRM :\u00a0 ABN AMRO Bank N.V.
\n<\/span>DURATION : 5 yrs, 10 mos
\nFunction:<\/strong><\/span> Senior Quantitative Analyst \/ Historic Data Specialist ALM (Permanent) \/ <\/span>Senior Quantitative Analyst
\nDuration : <\/strong><\/span><\/span>Feb – 2020 – dec 202<\/span>
\nLocation<\/strong> :<\/strong><\/span> Amsterdam – North Holland<\/span>
\nSkills :<\/span><\/strong> Teamwork \u00b7 Communication \u00b7 Sharing Knowledge<\/span><\/span><\/p>\n<\/div>\n<\/div>\n

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Member of the Historical Data team with a focus on ALM Risk. The team provides data to modellers which are used to create and and improved insights into ABN Amro’s liquidity position.
\nAs the sole senior teammember for ALM Risk responsible for picking up projects and guiding junior teammembers through the complete proces of planning, gathering information and requirements from financial modellers, finding and collecting the required information from ABN AMRO source systems, to transforming and delivering the required information into a usable format, and creating thorough documentation for involved businessparties for a number of models (i.e. Non Maturing Deposits, Non Maturing Assets, Non Maturing Loans, Economic Capital, various Mortgage related models).<\/span>Member of the Historical Data team with a focus on ALM Risk. The team provides data to modellers which are used to create and and improved insights into ABN Amro’s liquidity position. As the sole senior teammember for ALM Risk responsible for picking up projects and guiding junior teammembers through the complete proces of planning, gathering information and requirements from financial modellers, finding and collecting the required information from ABN AMRO source systems, to transforming and delivering the required information into a usable format, and creating thorough documentation for involved businessparties for a number of models (i.e. Non Maturing Deposits, Non Maturing Assets, Non Maturing Loans, Economic Capital, various Mortgage related models).<\/span><\/span><\/p>\n


\nFunction :<\/span><\/strong> Product Owner Risk Modelling<\/span><\/span>
\nDuration : <\/strong><\/span>May 2019 – Feb<\/span>\u00a02020<\/span><\/span>
\nLocation<\/strong> :<\/strong><\/span> Amsterdam – North Holland<\/span>
\nSkills :<\/strong><\/span> Teamwork \u00b7 Communication \u00b7 Sharing Knowledge<\/span><\/span><\/p>\n

Responsible for backlog and stakeholder management of the Risk Modelling Data ALM agile team (4-5 FTE). In addition to this also responsible for hiring candidates in order to grow the Risk Modelling Data agile team from 12 FTE to 25 FTE.<\/span>Responsible for backlog and stakeholder management of the Risk Modelling Data ALM agile team (4-5 FTE). In addition to this also responsible for hiring candidates in order to grow the Risk Modelling Data agile team from 12 FTE to 25 FTE.<\/span><\/span><\/p>\n


\nFunction :<\/span><\/strong> Team Lead, Senior Quantitative Analyst ALM (Permanent)<\/span>
\nDuration : <\/strong><\/span>\u00a0Jul 2017 – May 2019<\/span><\/span><\/span>
\nLocation<\/strong> :<\/strong> <\/span>Amsterdam – North Holland<\/span>
\nSkills :<\/strong><\/span> Teamwork \u00b7 Communication \u00b7 Sharing Knowledge<\/span><\/span><\/p>\n

Member of the Historical Data team with a focus on ALM Risk. The team provides data to modellers which are used to create and and improved insights into ABN Amro’s liquidity position.
\nAs the sole senior teammember for ALM Risk responsible for picking up projects and guiding junior teammembers through the complete proces of planning, gathering information and requirements from financial modellers, finding and collecting the required information from ABN AMRO source systems, to transforming and delivering the required information into a usable format, and creating thorough documentation for involved businessparties for a number of models (i.e. Non Maturing Deposits, Non Maturing Assets, Non Maturing Loans, Economic Capital, various Mortgage related models).<\/span>Given the multitude of changes within the ABN AMRO application environment also involved in setting up a new (Microsoft Azure) Cloud Environment (both Analytics and Historical Data Environment) for Risk Modelling including the surrounding governance, making sure the current on-premise functionality remains intact.<\/span><\/p>\n<\/div>\n

Function :<\/strong><\/span> Senior Quantitative Analist \/ Historic Data Specialist ALM (Contractor) Financial Institution<\/span>
\nDuration :<\/span> <\/strong>\u00a0Mar 2015 – Jul 2017\u00a0<\/span><\/span><\/span>
\nLocation<\/strong> :<\/strong> <\/span>Amsterdam – North Holland<\/span>
\nSkills :<\/strong><\/span> Teamwork \u00b7 Communication \u00b7 Sharing Knowledge<\/span><\/span><\/p>\n

Member of the ALM Data Collection team. The team provides data to modellers which are used to gain improved insights into ABN Amro’s liquidity position.
\nAs a Senior teammember responsible for the complete proces from gathering information and requirements from financial modellers, finding and collecting the required information from ABN AMRO source systems, transforming and delivering the required information into a usable format, and creating thorough documentation for involved businessparties for a number of models.
\nModels include Multicurve (advanced usage of multiple datasets into a single liquidity model) ,EC-IRR (Economic Capital Interest Rate Risk, advanced model for prediction of the effect of interest rate fluctuations on liquidity) and CSA (Credit Support Annex, collateral risk) and NMD (Non Maturing Deposits, Liquidity \/ Interest Rate Risk on savings accounts).<\/span>Member of the ALM Data Collection team. The team provides data to modellers which are used to gain improved insights into ABN Amro’s liquidity position. As a Senior teammember responsible for the complete proces from gathering information and requirements from financial modellers, finding and collecting the required information from ABN AMRO source systems, transforming and delivering the required information into a usable format, and creating thorough documentation for involved businessparties for a number of models. Models include Multicurve (advanced usage of multiple datasets into a single liquidity model) ,EC-IRR (Economic Capital Interest Rate Risk, advanced model for prediction of the effect of interest rate fluctuations on liquidity) and CSA (Credit Support Annex, collateral risk) and NMD (Non Maturing Deposits, Liquidity \/ Interest Rate Risk on savings accounts).<\/span><\/span><\/p>\n<\/div>\n<\/div>\n","protected":false},"excerpt":{"rendered":"

FIRM :\u00a0 ABN AMRO Bank N.V. DURATION : 5 yrs, 10 mos Function: Senior Quantitative Analyst \/ Historic Data Specialist ALM (Permanent) \/ Senior Quantitative Analyst Duration : Feb – 2020 – dec 202 Location : Amsterdam – North Holland Skills : Teamwork \u00b7 Communication \u00b7 Sharing Knowledge Member of the Historical Data team with […]<\/p>\n","protected":false},"author":1,"featured_media":459,"menu_order":0,"comment_status":"closed","ping_status":"closed","template":"","format":"standard","meta":{"footnotes":""},"portfolio_category":[],"portfolio_skills":[29,30,17],"portfolio_tags":[],"class_list":["post-204","avada_portfolio","type-avada_portfolio","status-publish","format-standard","has-post-thumbnail","hentry","portfolio_skills-communication","portfolio_skills-sharing-knowledge","portfolio_skills-teamwork"],"_links":{"self":[{"href":"https:\/\/vandeenen.com\/index.php\/wp-json\/wp\/v2\/avada_portfolio\/204","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/vandeenen.com\/index.php\/wp-json\/wp\/v2\/avada_portfolio"}],"about":[{"href":"https:\/\/vandeenen.com\/index.php\/wp-json\/wp\/v2\/types\/avada_portfolio"}],"author":[{"embeddable":true,"href":"https:\/\/vandeenen.com\/index.php\/wp-json\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"https:\/\/vandeenen.com\/index.php\/wp-json\/wp\/v2\/comments?post=204"}],"version-history":[{"count":6,"href":"https:\/\/vandeenen.com\/index.php\/wp-json\/wp\/v2\/avada_portfolio\/204\/revisions"}],"predecessor-version":[{"id":474,"href":"https:\/\/vandeenen.com\/index.php\/wp-json\/wp\/v2\/avada_portfolio\/204\/revisions\/474"}],"wp:featuredmedia":[{"embeddable":true,"href":"https:\/\/vandeenen.com\/index.php\/wp-json\/wp\/v2\/media\/459"}],"wp:attachment":[{"href":"https:\/\/vandeenen.com\/index.php\/wp-json\/wp\/v2\/media?parent=204"}],"wp:term":[{"taxonomy":"portfolio_category","embeddable":true,"href":"https:\/\/vandeenen.com\/index.php\/wp-json\/wp\/v2\/portfolio_category?post=204"},{"taxonomy":"portfolio_skills","embeddable":true,"href":"https:\/\/vandeenen.com\/index.php\/wp-json\/wp\/v2\/portfolio_skills?post=204"},{"taxonomy":"portfolio_tags","embeddable":true,"href":"https:\/\/vandeenen.com\/index.php\/wp-json\/wp\/v2\/portfolio_tags?post=204"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}