Thijs van den Berg — Co-Founder

Simu.ai builds fast, accurate neural models for quantitative finance and other simulation-heavy domains. We help organisations convert slow or complex models,pricing engines, risk systems, optimisation models, simulation environments into compact neural approximations that run in real time. Our work combines quantitative modelling, numerical methods, and modern machine learning. We analyse the underlying model, generate a clean and comprehensive training dataset, train a reliable neural model with controlled accuracy, and deliver it in a form that’s easy to deploy and maintain (Python library, Docker/REST API, or WebAssembly).

Stackforce AI infers this person is a Fintech expert with a strong focus on Machine Learning and Quantitative Finance.

Experience: 30 yrs 10 mos

Skills

Machine Learning
Quantitative Finance
Mlops
Algorithmic Trading

Career Highlights

Founder of Simu Labs, innovating in neural models for finance.
Led a 100% uptime ML platform at Shell Asset Management.
Lectured on advanced Machine Learning in Quantitative Finance.

Work Experience

simu.ai

Founder & Chief Quant Engineer (6 mos)

Shell Asset Management Company

Head of AI & Quantitative Research (3 yrs 1 mo)

Willis Towers Watson

Consultant ALM modelling (1 mo)

NN Investment Partners

Consultant Multi Asset Factor Opportunities Team (4 mos)

ING

Consultant Credit Risk Model Data (5 mos)

Knab

Consultant (ad int.) Design Credit Modelling Framework (3 mos)

Aegon

Consultant (ad int.) Hedging Review (3 mos)

Shell Asset Management Company B.V.

Consultant (ad int.) AI & Quant Research Investment Strategies (6 mos)

ING

Consultant (ad int.), Financial Risk Model Development/ALM (4 mos)

University of Amsterdam

part-time PhD student (3 yrs 4 mos)

Tele2

Consultant (ad int.), dev. realtime, machine learning, credit risk engine, microservices (3 mos)

Fitch Learning UK

Lecturer on the Certificate in Quantitative Finance (CQF) (4 yrs 1 mo)

NIBC Bank

Consultant model development (ad int.), PD/LGD (AIRB, Basel) (1 yr 7 mos)

Aegon

Consultant Model validation (ad int.) (6 mos)

Shell

Investment Risk Consultant (ad int.) (4 mos)

ING

Consultant Risk Model Validation (ad int.) (2 mos)

Boskalis

Consultant Machine Learning / Modelling (10 mos)

PGGM

Consultant Balance Sheet Risk Manager (ad int.) (4 mos)

Research Input Output

Co Founder Research.io (1 yr 1 mo)

SNS REAAL

Consultant Prepayment Modelling (ad int.) (1 yr 4 mos)

SNS Bank

Consultant Loss Given Default Modelling, LGD/EAD,(ad int.) (5 mos)

Shell Asset Management Company B.V.

Consultant Fixed Income Risk Management (ad int.) (1 yr 6 mos)

Amsterdam Trade Bank

Consultant Modelling Treasury, Pricing, Risk Management (ad int.) (7 mos)

QuantMix Algorithmic Trading

Co-Founder (1 yr)

SITMO Consultancy and Research in Machine Learning and Quantitative Finance

Director (16 yrs 3 mos)

Nuon

Head of Quantitative Modelling and Applied Technology (5 yrs)

Euronext

Open Outcry Market Maker European Options Exchange (AAB, RD) (5 yrs 11 mos)

Education

MSc at Delft University of Technology

at RSG Tiel

at The British School of Gran Canaria

Thijs van den Berg

Co-Founder

Netherlands30 yrs 10 mos experience

AI ML PractitionerAI Enabled

Key Highlights

Founder of Simu Labs, innovating in neural models for finance.
Led a 100% uptime ML platform at Shell Asset Management.
Lectured on advanced Machine Learning in Quantitative Finance.

Stackforce AI infers this person is a Fintech expert with a strong focus on Machine Learning and Quantitative Finance.

Contact

Skills

Core Skills

Machine LearningQuantitative FinanceMlopsAlgorithmic Trading

Other Skills

Real Time System DesignHigh Performance Computing (HPC)DevOpsArtificial Intelligence (AI)Statistical ModelingStatistical AnalysisEnglishTeam LeadershipCloud ComputingPublic SpeakingData ValidationFinancial ModelingQuantitative AnalyticsStatisticsFinancial Risk

About

Experience

30 yrs 10 mos

Total Experience

4 yrs 11 mos

Average Tenure

6 mos

Current Experience

Simu.ai

Founder & Chief Quant Engineer

Nov 2025 – Present · 6 mos · The Netherlands · Hybrid

Simu.ai builds fast, accurate pre-trained neural models for quantitative finance and other simulation-heavy domains.
We help organisations convert slow or complex models, pricing engines, risk systems, optimisation models, simulation environments into compact neural approximations that run in real time.

Machine LearningQuantitative FinanceReal Time System DesignHigh Performance Computing (HPC)

Shell asset management company

Head of AI & Quantitative Research

May 2022 – Jun 2025 · 3 yrs 1 mo · Netherlands

Built and operated a research→production ML platform (Azure, Databricks, Spark, MLflow, SQL) with 100% uptime in 2024.
10k+ equities/day, ~500 features/stock, point-in-time data, lineage, automated ingestion, validation, and monitoring.
Fully automated trading model pipelines; live strategies Sharpe 1–2 used by multiple PMs.
Data quality & risk: rules engine, C2ST drift, SHAP, AUC tracking, alerts, auto-recovery.
Research tooling: CV + walk-forward backtesting, randomization tests, feature importance, loss-function design, denoising autoencoder imputation.
Led 4 engineers/researchers; enabled 15 PMs/researchers with shared quant library + data access layer.
Research→prod <1 week; 20+ daily jobs orchestrated via CI/CD and dashboards.

MLOpsAlgorithmic TradingMachine LearningDevOpsArtificial Intelligence (AI)Statistical Modeling+4

Willis towers watson

Consultant ALM modelling

Mar 2022 – Apr 2022 · 1 mo · Rotterdam, South Holland, Netherlands

Nn investment partners

Consultant Multi Asset Factor Opportunities Team

Oct 2021 – Feb 2022 · 4 mos · Den Haag, South Holland, Netherlands

DevOps

Ing

Consultant Credit Risk Model Data

May 2021 – Oct 2021 · 5 mos · Amsterdam, North Holland, Netherlands

DevOps

Knab

Consultant (ad int.) Design Credit Modelling Framework

Oct 2020 – Jan 2021 · 3 mos · The Hague, South Holland, Netherlands

DevOps

Aegon

Consultant (ad int.) Hedging Review

Sep 2020 – Dec 2020 · 3 mos · The Hague, South Holland, Netherlands

Review hedging process, analyze risk limits, resulting PnL behavior and the impact on capital requirements.

Shell asset management company b.v.

Consultant (ad int.) AI & Quant Research Investment Strategies

Jan 2020 – Jul 2020 · 6 mos · Rijswijk

Ing

Consultant (ad int.), Financial Risk Model Development/ALM

Aug 2019 – Dec 2019 · 4 mos · Amsterdam Area, Netherlands

University of amsterdam

part-time PhD student

Dec 2018 – Apr 2022 · 3 yrs 4 mos

Working on machine learning and classical algorithm for large scale real-time data processing in radio astronomy.

Tele2

Consultant (ad int.), dev. realtime, machine learning, credit risk engine, microservices

Dec 2018 – Mar 2019 · 3 mos · Amsterdam Area, Netherlands

Building an infrastructure for machine learning research pipeline and deployment of real time credit risk models to a scalable infrastructure. Docker, Flask REST, microservice, sklearn, tensorflow.

Fitch learning uk

Lecturer on the Certificate in Quantitative Finance (CQF)

Jun 2018 – Jul 2022 · 4 yrs 1 mo · London, United Kingdom

The Certificate in Quantitative Finance (CQF) Financial Engineering program is designed for in-depth training for individuals working in, or intending to move into Derivatives, Quantitative Trading, Model Validation, Risk Management, Insurance or IT.
CQF offers alumni lifelong Learning with lectures, and in this context I've lectured on recent advanced in Machine Learning / Reinforcement Learning.

Statistical AnalysisPublic SpeakingEnglish

Nibc bank

Consultant model development (ad int.), PD/LGD (AIRB, Basel)

May 2017 – Dec 2018 · 1 yr 7 mos · Den Haag

Worked on iterating the Basel PD/LGD model.

DevOps

Aegon

Consultant Model validation (ad int.)

Oct 2016 – Apr 2017 · 6 mos · Den Haag, Nederland

Model validation: Basel Pillar 1 Minimum Capital Requirements, Credit Valuation Adjustment (CVA), Earnings at Risk (EaR), Contractual savings cashflows

Shell

Investment Risk Consultant (ad int.)

Feb 2016 – Jun 2016 · 4 mos · The Hague Area, Netherlands

Various risk management and control related projects/tasks.

Ing

Consultant Risk Model Validation (ad int.)

Dec 2015 – Feb 2016 · 2 mos · Amsterdam Area, Netherlands

Validating the equity and commodity VaR model

Boskalis

Consultant Machine Learning / Modelling

Sep 2015 – Jul 2016 · 10 mos

Principal modeller for the research pilot "SMASH: Smart Maintenance of Ships".
Build various data driven machine learning models that successfully predict maintenance requirement.

Pggm

Consultant Balance Sheet Risk Manager (ad int.)

May 2015 – Sep 2015 · 4 mos · Zeist, Provincie Utrecht, Netherlands

VEV reporting, reporting tool development, European stress test

Research input output

Co Founder Research.io

Aug 2014 – Sep 2015 · 1 yr 1 mo · Delft Area, Netherlands

Research.io is an encouraging environment for collaboration towards real-world problem solving, with emphasis on science and mathematics, blue-sky research, and innovation.

Sns reaal

Consultant Prepayment Modelling (ad int.)

Nov 2013 – Mar 2015 · 1 yr 4 mos

Modelling prepayment behaviour for ALM, economic capital, pricing. Data mining, statistical modelling with Matlab and Teradata.

DevOps

Sns bank

Consultant Loss Given Default Modelling, LGD/EAD,(ad int.)

Nov 2013 – Apr 2014 · 5 mos · Utrecht

Modelling loss giving defaults, exposure at default, loss distribution, recovery curves. Matlab. Terradata. Calibration with various forms of censored observations, truncated distributions. Derived some semi analytical solutions.

Shell asset management company b.v.

Consultant Fixed Income Risk Management (ad int.)

Jul 2012 – Jan 2014 · 1 yr 6 mos · Den Hague

Building FI Risk tools,modelling CDSs, DNB reporting, annual client report, risk system validation (Algorithmics).

Amsterdam trade bank

Consultant Modelling Treasury, Pricing, Risk Management (ad int.)

Jun 2011 – Jan 2012 · 7 mos

Configuration/Validation:
Defining swap curves, contributing rates and interpolation method. Validate discount curves and pricing models on linear products: deposits and loans bonds, interest rate swaps, forward, cross currency swaps
Validate VAR calculations and risk reports: replicate the VAR calculation of deals.
Research / Development:
Develop liquidity management and risk management model for maturing and non-maturing accounts.
Various IT tasks: Bloomberg and Reuters interfaces, Excel tools, SQL Server queries and scrips.

Quantmix algorithmic trading

Co-Founder

Nov 2008 – Nov 2009 · 1 yr

QuantMix is a high frequency algorithmic trading company. QuantMix has full focus on advanced mathematical and computer science technology.

Sitmo consultancy and research in machine learning and quantitative finance

Director

Jan 2006 – Apr 2022 · 16 yrs 3 mos

Quantitative consultancy services for financial institutes, government organizations, utilities throughout Europe.

Nuon

Head of Quantitative Modelling and Applied Technology

Jan 2000 – Jan 2005 · 5 yrs

Responsible for researching and development of all quantitative modelling activity for trading, structuring, strategy, business development, asset optimization, risk.