I’m Jeroen Bouma, a Financial Risk Analyst at A.S.R., one of the largest Dutch insurance companies with over €120 billion AUM. I analyze profitability and investment risks in different risk frameworks (Solvency II and internal models), provide insights into portfolio sensitivities and their relationship with liabilities, assess the impact of month-to-month changes and offer a major contribution to the development of Python models for improved valuation and financial risk measurement.
I joined A.S.R. after working at OpenBB, an innovative open-source company transforming investment research, and PGGM, a prominent Dutch pension fund managing over €300 billion. What ties these experiences together, and reflects my own passion, is the incorporation of (advanced) Python modeling within Quantitative Finance.
I thrive in the realm where advanced financial modeling meets making sense of the financial markets. The financial world is primarily shaped by human behavior and often driven by emotions rather than rationality. As predicting the future is incredibly challenging, if not impossible, and investment approaches needing to rely on current and past observations, it opens up room for extensive discussions around assumptions, input for econometric models, and interpretation of their model’s output. This intersection captivates me the most and has been a consistent theme throughout my academic and professional journey.
This website offers a comprehensive resume with testimonials, my open-source Python projects related to financial theory, recorded talks and videos I’ve participated in, and a complete list of literature I’ve studied to enhance my understanding of the financial world.
Minh Hoang - Product Manager at OpenBB
I highly recommend Jeroen as an asset in any organization. Jeroen led and executed OpenBB’s go-to-market initiatives, including Academia, with exceptional skill. It is not easy to find Jeroen’s combination of solid finance knowledge and Programming knowledge. On top of that, he consistently demonstrates a strong work ethic and a drive to achieve outstanding results.
Sri Chulukuri - Vice President of Product Marketing at OpenBB
Jeroen has been a delight to work with. With his expertise in investment research and “can do” attitude, he quickly transformed himself into an excellent product marketing manager at OpenBB. In fact, I would not hesitate to say that he was often the lone sane voice in helping steer the heavily engineering-centric company in the right business direction. Jeroen has my highest recommendation and I look forward to working with him again in the future.
Luuk van Benthem - Senior ALM Adviseur at PGGM
Jeroen joined our team just at the right time. As we were considering a full redevelopment of our ALM model, Jeroen’s knowledge of Python first greatly helped us in the decision process. In the implementation phase Jeroen played a key role on the development of the technical side of the model. Furthermore he provided an alternative way of thinking and working that was new for us and helped us innovate and work more efficiently. Over time I learned a lot from Jeroen which I’m very thankful for!
Pascal Janssen - Strategisch ALM Adviseur at PGGM
(Written in Dutch) Jeroen is zeer bedreven in alle facetten van programmeren in Python. Zijn kennis en ervaring op het gebied van Python hebben een grote meerwaarde geleverd voor mijn afdeling. Jeroen is scherp als het aankomt op het juist implementeren van code in Python. Jeroen werkt zeer gestructureerd en is met een positieve insteek bezig met zijn eigen ontwikkeling en hoe hij zelf beter kan worden in het vakgebied. Al met al een fijne collega!
Didier Lopes - CEO at OpenBB
When we had a chat regarding how to work together, I offered him a job on the spot. Jeroen is at the intersection of finance and programming - which is a combination that is very hard to find - even today. I always admired Jeroen’s work ethic and organization skills. As a startup founder, you want people on your team that get shit done. Jeroen was one of those people. I never had to worry with a task not being done, or being done late. If anything, he always went above and beyond. I highly recommend Jeroen.