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Head of Risk & Compliance

Head of Risk & Compliance

Werkervaring interimmanager

Dec 2011 – Aug 2013: Head of Risk and Compliance
APX Endex / ICE Endex (per 1/3/13)

Responsible for:

• Incident management including the reporting to
Management Board
• Internal Control Framework, bi-annual self
assessment using the COSO Framework (Cube)
(BWise)
• Member accession process, final control before sign
off by the Management Board
• Reporting to National Regulators (AFM, FSA, OFGEM,
CREG), bi-annual meeting with AFM
• Creation of process plates and work instructions for
all processes within APX Endex, after initial setup
bi-annual checks if documentation still align with
operational situation (Visio)
• First contact for all regulators
• Capturing risks within all projects and new products
that are proposed to the Management Board
• Responsible for Risk and Compliancy, Business
Continuity and Security
• Member of Clearing Management Team and
responsible for risk parameters for calculating the
margin for the intraday and day ahead products


2008 - 2011: Head Risk Management at Oxxio

Responsible for:

• Daily Market Risk report, containing MtM result, net
open position, Volume Cover Limits, Value at Risk
(VaR), back testing of the VaR, scenario analysis
• Daily Credit report, showing the total exposure per
counterparty and running the collateral management
with the counterparties under an EFET or ISDA
contract
• Analyse counterparties and, if necessary, come with
solutions to move away from this counterparty
• Building up EFETs and ISDAs contracts with new
counterparties
• Support Centrica Credit department in performing
stress tests and scenario analysis when a Parent
Company Guarantee has to change
• Owner (build up and regular updating) of the Oxxio
Risk Management Policy (translation of the Risk
Appetite of the Board)
• Chairman of the Oxxio Financial Risk Management
Committee
• Keep the Energy Trading and Risk Management (Viz
Risk management) system up to date and
support/train employees working with it (Front-, Mid-
and Back-Office)
• Perform an analysis for replacing our ETRM system
(Viz) for another ETRM system that more fits to our
needs
• Responsible for the price curve and updating the
scalars of the Transfer Price Model (TPM) to come to
a correct curve
• Discuss market and credit risk issues and TPM curve
output with the traders and manager Sourcing &
Trading and Management Team
• Operational Risk: build a 2 dimensional overview of
all risks within Oxxio with axes `chance of each
individual risk taking place` and `impact in euro’ by
working together with managers of all departments to
capture all risks on each department (Sourcing &
Trading, Legal, Marketing & Sales, Customer Support,
Finance, ICT)
• Build up of process plates and work instructions for all
processes within Oxxio where there is a severe risk,
with main mission to mitigate risks
• Set up of Hedge Accounting (IAS 39) for the Gas Book
and performing the effectiveness testing on a monthly
basis
• Set up and training of the back office

2006 – 2008 : Manager Financial Services and Risk
Management at Ernst & Young

Did several projects at banks, insurers and a energy company in Europe. Topics were:

• Energy Risk Management
Performed a Risk Assessment for Essent
• Basel II
Basel II requirement calculations for HBOS in Dublin
• IFRS
Valuations of non listed products for several banks.
Responsible for the Risk section of the half year and
year end reporting of the figures at Rabobank
• Solvency II
Mainly preparation before implementation of
Solvency II, performed a survey among the Dutch
insurers.
• Hedge Accounting (IAS 39)
Analysing why the liability portfolio of NIBC wasn’t
hedged effectively, resulting in negative results when
closing the position within duration.

2005 – 2006 : Manager Client Services at ITS in
Leusden

After three months I became Manager Client Services with the following responsibilities:

• All reports are send to the client orderly and within
deadlines;
• Collateral Management for counterparties of several
Dutch pension funds;
• Cash management for a top 3 Dutch pension fund.

Setup of the Collateral Management department from scratch and developing within half a year to the main Collateral Management service provider in the Netherlands

2004 Sabbatical.

1996 – 2001 : Partner at IMC BV in Amsterdam.

Besides the function of senior trader, I was partner for five years at IMC B.V. After 2001 the partnership stopped and all partners became shareholders. I became responsible for the market risk within the financial sector. I was also responsible for the interest rate risk.

1994 – 2003 : Senior Trader at the option exchange for
IMC BV in Amsterdam.

After a training period of three months, I became a derivatives trader at the option exchange in Amsterdam (EOE Optiebeurs). Responsible for the ING book with limits on delta, gamma, vega and rho risk. I also did the financial administration on a daily basis and was responsible for the dividend policy for all traded stocks at IMC. Worked with Bloomberg and Reuters.

Opleiding interimmanager

2002 – 2004 : Postdoctoral course financial en
investment analyst (VBA).
2000 : DSI-Integriteitsmodule & workshop,
Dutch Securities Institute (DSI), DSI
Senior Effectenhandelaar.
1998 : Media training.
1986 – 1992 : Propedeuse Econometrics, University of
Amsterdam.
Doctoraal Econometrics, specialization
Operational Research, University of
Amsterdam.
Doctoraal Economics, specialization
Business, University of Amsterdam.
1984 – 1986 : V.W.O., A. Roland Holst College in
Hilversum.
1979 – 1984 : H.A.V.O., A. Roland Holst College in
Hilversum.

Consultancy interimmanagement a.i. kerncompetenties

Inrichten front-, mid- en back-office afdelingen. Ervaring in inrichten en runnen van cash management en collateral management en hedge accounting.

Talenkennis interimmanager

Nederlands en Engels spraak en schrift, Duits alleen spraak.

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