Rik van Wijhe

Product Manager

Amsterdam, Netherlands6 yrs 5 mos experience
Most Likely To Switch

Key Highlights

  • Expert in developing market risk methodologies.
  • Proficient in statistical programming with R.
  • Experience in model review across asset classes.
Stackforce AI infers this person is a Fintech Quantitative Analyst with strong statistical programming skills.

Contact

LinkedIn

Skills

Other Skills

MatlabPythonR

Experience

Blocktech

Quant Developer

Jan 2024 – Present · 2 yrs 2 mos · Amsterdam, Noord-Holland, Nederland

Credit suisse

Market Risk Quant Strategist - Associate

Jun 2022 – Nov 2023 · 1 yr 5 mos · London, England, United Kingdom

  • Developing market risk methodology for Credit products

J.p. morgan

3 roles

Model Review Quant - Associate

Sep 2021 – May 2022 · 8 mos

  • Reviewing market risk models for all asset classes

Model Review Quant - Associate

Mar 2021 – Aug 2021 · 5 mos

Quant Intern

Sep 2020 – Mar 2021 · 6 mos

Rijksuniversiteit groningen

3 roles

Research Assistant

Jul 2019 – Sep 2019 · 2 mos · Groningen, Nederland

  • A relatively new method for forecasting factor models is the Random Projection Method. I was involved in proving various properties of this method, e.g. consistency for the conditional mean, consistent estimation of the variance and selection of the subspace dimension using information criteria. In addition, I set up Monte Carlo simulations to support the theoretical findings.

Research Assistant

Jul 2018 – Aug 2018 · 1 mo · Groningen, Nederland

  • Programming various bias-corrected estimators for PROBIT and LOGIT models with two-way fixed effects in R

Student Assistant

Sep 2017 – Jun 2019 · 1 yr 9 mos · Groningen, Nederland

  • Leading tutorials and/or grading exams for the courses Mathematics I, Mathematics II, Linear Algebra, Probability Distributions, Multivariate Calculus and Dynamic Econometrics

Van lanschot kempen

Summer Intern Asset & Liability Management

Jul 2019 – Sep 2019 · 2 mos · Amsterdam en omgeving, Nederland

Education

The London School of Economics and Political Science (LSE)

Master's degree — Statistics

Jan 2019 – Jan 2020

University of Groningen

Bachelor's degree — Econometrics and Operations Research

Jan 2016 – Jan 2019

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