08/14/2026 updated
100 % available
Freelance Quantitative Developer & Data Scientist | Credit Risk | Algorithmic Trading
Amsterdam, Netherlands
Worldwide
MSc Physics and Science Based Business, Leiden University, NetherlandsAbout me
Freelance Quantitative Developer & Data Analyst (Amsterdam, EU citizen), 7+ years in banking — ABN AMRO, Rabobank. Credit risk (AIRB/IFRS9), COREP regulatory reporting, Power BI dashboards, Python/SQL data engineering. Available for assignments, short or long-term.
Financial Data AnalysisArbitrageBusiness IntelligenceFinancial RiskPython (Programming Language)PhysicsBacktestingQuantitative AnalysisData Science
CREDIT RISK & REGULATORY REPORTING
7+ years across ABN AMRO and Rabobank. Developed and backtested PD, LGD, and EAD credit risk models under AIRB and IFRS9 frameworks using statistical hypothesis testing and qualitative analysis. Produced COREP capital requirement reports supporting the Basel 3 to Basel 4 transition, implemented EBA validation rules for COREP templates, and assessed control framework deficiencies for regulatory reporting data.
DATA ANALYTICS & REPORTING
Power BI: dashboard development, data modelling, DAX, Power Query, star schema design, source-to-report mapping, performance optimisation. Built and automated Power BI dashboards used to explain month-to-month portfolio and risk-weighted asset movements to stakeholders. Also proficient in Matplotlib, Seaborn, Excel and Google Sheets. Comfortable working independently in complex enterprise reporting landscapes with limited guidance, and acting as a knowledge partner explaining design choices to non-technical stakeholders.
PROGRAMMING & DATA ENGINEERING
Python (pandas, scikit-learn, numpy, asyncio, requests, pytest), SQL (MySQL), C, Matlab. Building data pipelines and reporting infrastructure from source systems through to stakeholder-facing outputs. API integration (REST APIs, Interactive Brokers API, Telegram API), web scraping, cloud deployment on AWS/Azure. Git (Azure, Bitbucket, GitHub), Dataiku.
QUANTITATIVE & TRADING SYSTEMS
Designed, built and deployed a proprietary algorithmic trading system end-to-end: strategy development, backtesting infrastructure, live order execution via Interactive Brokers API, cloud deployment with real-time reporting. Machine-learning-based market making and arbitrage strategies on prediction and sports betting markets (Polymarket, Kalshi, Betfair).
BACKGROUND
MSc Physics and Science Based Business, Leiden University. BSc Physics, University of Trento. GARP Financial Risk and Regulations (FRR) certification. Two peer-reviewed publications involving statistical and computational modelling. Languages: English (fluent), Italian (native), Spanish and Portuguese (advanced), Dutch (basic).
WORKING STYLE
Freelance since 2021 across banking clients and Toptal engagements. Used to scoping ambiguous requirements independently, documenting design decisions and standards clearly, and being accountable for delivery without close supervision.
Experience
Professional experience5 - 10 years
Freelancer since2021
Languages
EnglishFluentItalianNative speakerDutchBasic knowledgePortugueseGoodSpanishGood
Project history
Portfolio von Freelance- und persoenlichen Projekten in quantitativem Handel, Data Science und Financial Engineering. Darunter: Entwicklung automatisierter Handelsstrategien fuer einen Private Investment Fund (Aug 2025 - Jun 2026), Erstellung von Scraping-Tools und ML-Modellen fuer Toptal-Kunden (Sep 2022 - Present), sowie persoenliche Handelsprojekte mit Market-Making- und Arbitrage-Bots auf Prediction- und Sportwettmaerkten.
Unterstuetzung des Solvency and Reporting Teams im Bereich Finance bei der Erstellung von COREP-Berichten fuer Kapitalanforderungen, Bewertung von Defiziten im Control Framework, Implementierung von EBA-Validierungsregeln und Analyse von Risikokennzahlen mit Power BI Dashboards. Hybrid in Amsterdam, Niederlande.
Teil der Credit Model Strategy, Methodology and Monitoring Unit innerhalb von Risk Analytics. Entwicklung und Backtesting von PD-, LGD- und EAD-Kreditrisikomodellen unter AIRB- und IFRS9-Frameworks, Automatisierung von Monitoring-Berichten, Entwicklung statistischer Tests fuer die Credit Model Library und Datenpruefungen gemaess internationalen Bankenvorschriften. Utrecht, Niederlande.