Antonie is a Principal Consultant who has worked in leading financial institutions for over 17 years.
Antonie is an experienced Market Risk Manager specialising in Traded Book and Counterparty Credit Risk, with a deep knowledge of Equities, Rates, Repo & Credit products. He typically leverages his expertise to deliver solutions for Risk Management and Model Development teams on Regulatory driven programmes such as BCBS239 and FRTB.
Antonie backs up his technical knowledge with proficiency in numerous programming languages including VBA, SQL and Python.
Antonie successfully engages with all levels of a client organisation and has worked successfully with Front Office, Quantitative Risk Management, Risk Modelling, Model Validation, and Risk Management teams. He is recognised as a Subject Matter Expert with meticulous attention to detail and often contributes to project working groups and steering committees.
Antonie’s recent projects include: Co-ordinating the implementation of new models within ALM IT with Quant developers for Rabobank; Improving the performance of the Incremental Risk Charge (IRC) model and co-ordinating the development of the Default Risk Charge (DRC) Model in Python for Lloyds Bank.
Previously, Antonie worked at Lloyds Banking Group, Rabobank, Dexia and Ardys.