04/09/2026 updated
100 % available
Freelance professional Risk and Data Analytics
Amsterdam, Netherlands
Germany +8
Master of Science, Econometricsinfo: Germany, United Kingdom, Spain, France, Belgium, Denmark, Luxembourg, Netherlands, Norway
About me
Through my work in credit risk model validation and model development, I have built strong hands-on exposure to credit risk data, data quality and the control frameworks surrounding it, particularly in the context of IRB models, RWA calculations, and regulatory outcomes under Basel frameworks.
Data AnalysisData VisualizationEconometricsData ScienceCredit RisksData AnalyticsRisk ManagementProgramming Languages
Credit Risk Model Validation
Advanced expertise in validating A-IRB models, IFRS 9 credit impairment models, and developing comprehensive validation frameworks for banking regulation compliance
Financial Risk Management
Certified Financial Risk Manager with deep knowledge in risk assessment, model development, and regulatory capital calculation for banking institutions
Data Analytics and Programming
Proficient in SAS, Azure Databricks, Python, R, SQL, and various statistical software for complex financial modeling and data analysis
Microsoft Office Suite
Advanced proficiency in Microsoft Office applications for business documentation and presentation
Statistical Software
Expert knowledge in OxMetrics, SAS, Python/PySpark, R, and Matlab for econometric analysis and modeling
Business Intelligence
Experience with Power BI, Alteryx, and Tableau for data visualization and business analytics
Econometric Analysis
Strong background in econometrics, mathematical economics, and financial time series analysis
Regulatory Compliance
Deep understanding of banking regulations, AML transaction monitoring, and compliance frameworks
Advanced expertise in validating A-IRB models, IFRS 9 credit impairment models, and developing comprehensive validation frameworks for banking regulation compliance
Financial Risk Management
Certified Financial Risk Manager with deep knowledge in risk assessment, model development, and regulatory capital calculation for banking institutions
Data Analytics and Programming
Proficient in SAS, Azure Databricks, Python, R, SQL, and various statistical software for complex financial modeling and data analysis
Microsoft Office Suite
Advanced proficiency in Microsoft Office applications for business documentation and presentation
Statistical Software
Expert knowledge in OxMetrics, SAS, Python/PySpark, R, and Matlab for econometric analysis and modeling
Business Intelligence
Experience with Power BI, Alteryx, and Tableau for data visualization and business analytics
Econometric Analysis
Strong background in econometrics, mathematical economics, and financial time series analysis
Regulatory Compliance
Deep understanding of banking regulations, AML transaction monitoring, and compliance frameworks
Experience
Professional experience5 - 10 years
Freelancer since2023
Languages
EnglishFluentDutchNative speaker
Project history
Led and conducted various validations of A-IRB models in SAS and Azure Databricks. Enhanced the bank's Credit Risk Model Validation Framework and contributed to validation procedures and model recalibrations.
Supported Triple A - Risk Finance on Model Validation project at a Dutch bank. Led validation of A-IRB PD and LGD models and consulted on various banking procedures including MCA and PPU, MRMF and FML related topics.
Gained experience as credit risk model validator at two large Dutch banks. Performed validations of IFRS 9 credit impairment models and A-IRB models. Developed retail A-IRB LGD models for credit risk capital calculation and managed scorecard development projects.