Maarten is a Finance and Risk professional with 20+ years experience in Financial Institutions. He has experience in capital management, financial risk management, asset/liability management, liquidity management, quantitative investment
management, model development and model validation.
He joined Grant Thornton from Aegon where he worked in the 1st and 2nd line of defense in Asset Management, Group Risk and Aegon Bank (Knab). His last role in Knab was Head of Model Risk Management where he was responsible for setting up the model risk management framework and model validations. Maarten was team lead model development in two prior roles. Prior to Aegon, Maarten worked at SNS REAAL (Volksbank) in various quantitative roles.
Maarten was involved in models, governance, processes regarding interest rate risk (incl. IRRBB), credit risk (incl. IFRS9), economic capital, regulatory capital (Solvency I/II / Basel I/II/III), stress testing, liquidity (NSFR/LCR), pricing, valuation,
hedging, neural networks (AI/ML), equity risks, insurance risks, (structured) fixed income, asset allocation, and financial derivatives.
Maarten was responsible for capital management including interest rate and FX hedging and strategic capital transactions. He reviewed and provided recommendations on Asset Liability Management strategies, dynamic and static hedging programs for linear and non-linear interest rate and equity exposures and market neutral portfolio strategies.
Maarten is qualified and experienced in implementing regulation, designing effective governance, creating policies and standards in financial and operational risk management. He has performed enterprise risk management (ERM) assessments, contributed to regulatory remediation programs and successfully implemented roadmaps to effectively improve the maturity of risk management practices.
Maarten holds MSc degrees from Tilburg University and Wageningen University & Research as well as professional risk and investment management qualifications including FRM (GARP).
