About
Since 2003 I work at the Quantitative Strategies department
of Robeco Asset Management.
As Head of Quantitative Credits Research I'm responsible for developing and maintaining credit spread timing,
credit issuer selection and credit risk models. As coordinator of the department's innovation research I'm initiating and
coordinating new, innovative research projects that may lead to new investment strategies.
I received my PhD in Finance in October 2003 for my thesis
Empirical Studies on Credit Markets from
Erasmus University Rotterdam.
The thesis contains several papers on topics in
credit risk, credit derivatives and liquidity risk. During most of my time as a PhD student,
I held a part-time position as researcher at the Risk Management & Modelling department of
Rabobank International. In June 1998,
I obtained my MSc (cum laude) in Financial Econometrics at
Erasmus University Rotterdam.
Read more about me at my LinkedIn profile.
