Vincent van Bergen
Vorstandsmitglied, (non-executive) board member, ABN AMRO Pensioenfonds
Nieuwegein, Niederlande
Werdegang
Berufserfahrung von Vincent van Bergen
Bis heute 11 Jahre, seit Juli 2013
(non-executive) board member
ABN AMRO Pensioenfonds
9 Jahre und 8 Monate, 2005 - Aug. 2014
Head of ALM Modelling
ABN AMRO
- Team lead of the ALM Modelling team (3 fte) as part of the MT Markets & ALM Modelling. - Responsible for the ILAAP liquidity modelling project (6 fte) & interest rate risk models project (4 fte). - Expert panel inter-risk diversification parameters (market risk vs. credit and operational risk). - Part of MT Balance Sheet Management within ALM/Investments of Fortis S.A. / N.V. (Brussels), MT Balance Sheet Management within Group ALM, MT Enterprise Risk Modelling
2000 - 2005
ALM Modeller
ABN AMRO
Model develoment for asset & liability management: - Optimal rreplicating portfolio for current & savings accounts. - Prepayment model for residential mortgage portfolios. - Methodologgy for economic capital. - Pricing embedded options, yield curve model. Member NVB expert pool interest rate risk in the banking book.
1995 - 2000
(Senior) system analyst
ABN AMRO
Ausbildung von Vincent van Bergen
1989 - 1994
Econometrie
Tilburg University
Sprachen
Niederländisch
Muttersprache
Englisch
Fließend