Frankwin Dijkstra, FRM

Experience

• 

  Logica

  Jan 1996 - Jan 1998

  Data Warehouse Consultant/SAS Developer

  Developing BI systems and technical project management for KLM and KPN Research.

• 

  ING Nederland

  Sept 1998 - now

  Implementation of behavioral models, replication models, IRRBB scenarios, valuation models, market data setup QRM specialist, valuation, develop behavioral and replication models for all banking products QRM specialist and product owner, interest stress testing, valuation, behavioral and replication models, data transformation, funds transfer pricing, data analytics, Python Temporary assignment. Develop behavioral and replication models for asset products. Development with Python, Data Science QRM specialist, assist business, finance and risk with behavioral and replication models, liquidity reporting and performance measurement Developing BI systems for Finance and Marketing units. System developer and project manager

  • Financial Risk Specialist

    Feb 2025 - now

  • Modelling Tribe - Product Owner Behavioral Models and Hedging

    Jul 2024 - Feb 2025

  • ALM Tribe - ALM Specialist

    Jan 2022 - Jul 2024

  • Bank Treasury - ALM specialist

    Jan 2018 - Jan 2022

  • Financial Risk Model Developer

    Oct 2020 - Apr 2021

  • Wholesale Banking Finance - ALM specialist

    Jan 2013 - Dec 2017

  • Wholesale Banking Finance - Product Controller lending

    Dec 2011 - Dec 2012

  • Wholesale Banking Finance - Product Controller Payments

    Nov 2003 - Dec 2011

  • Management information system expert/ SAS Developer

    Sept 1998 - Oct 2003