Thijs van den Berg sitmo

Working on projects risk management, valuation, optimization, in machine learning, or high frequency algorithmic trading. I enjoy bringing innovate, and quantitative solutions to just about any problem. I work on all aspect of delivering a solution: research, modeling, coding, IT, project management. Over 15 years of modeling experience includes: ? Providing full-range solutions for financial modeling needs for financial institutes, government and utilities throughout Europe. ? Manager of quantitative modeling departments; serving risk management, trading, operations, business development ? Extensive experience with trading derivatives, trading research & strategy design ? Strong mathematical, numerical and performance optimization knowledge Specialties: Machine Learning, algorithmic trading, risk management, hedging strategies, weather and energy markets, structuring, valuation (assets, exotic derivatives), forecasting. Numerical methods, high performance computing, C++, high dimensional problems

Delft, Netherlands

Financial Services & Research

sitmo

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