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Gilles BOGAERT

LUXEMBOURG

En résumé

Quantitative finance, Credit risk, Market risk, Operational Risk (ICAAP), Monte Carlo simulation, FFT.
Computer skills: C/C++, Java, Fortran, VBA, C#, Matlab, R, sql and DBadmin (mysql, oracle, DB2), PHP, XML (parsing) (RSS), cURL, Web and Data scrapping, Web crawling, MQSerie, CICS, Bloomberg, Finance Kit Wall Street Suite.
Operating systems: Unix, Linux, Windows, Mainframe.

Entreprises

  • Genii Capital - Associate Director

    2013 - maintenant

  • Banque centrale de Luxembourg - Economiste

    2011 - 2013 European Banking Authority Committee Member

    Economic analysis (such as USD funding, GIIPS exposures, ...)
    System analysis and system strengthening
    Policy drafting and Impact assessment of policy

    Works on the definition of asset liquidity at European level:
    * qualitative criteria and quantitative criteria
    * metrics based on the market microstructure (order book modelling) and on macro behavior (econophysics)
    Works on the definition of new liquidity requirements at European level and their impact assessments on the economy.

  • KPMG Advisory - Senior Adviser Financial Risk Management

    Courbevoie 2008 - 2011 Risk analysis for European Institutions on their sovereign exposures to Greece, Italy, Ireland, Portugal, and Spain
    Evaluation of large portfolio of derivatives for different clients, with my main client's portfolio amounting to EUR 800 billion in nominal value
    Evaluation of large portfolio of bonds instruments, with my main client's portfolio amounting to EUR 360 billion
    Analysis of counterparty risk, credit risk and liquidity risk
    Evaluation of illiquid assets, such as convertibles bonds, for different clients (funds, banks)
    Financial analysis of non-listed companies
    Set-up of new quantitative tools for valuating default probabilities and financial instruments (C++; QuantLib; Octave & R)
    Advisory in different Risk Management Departments (e.g. Market Risk, etc.)
    Reviews of Basel II compliance regarding to COREP
    Implementation of Scorecard for Credit Risk Assessment in bank

  • Callataÿ & Wouters - Consulting Engineer

    2006 - 2008

  • Tractebel - GDF-Suez - Research Assistant

    2005 - 2005 Project of ground network for the power station of Prony and the high-voltage station in Van Eyck with the software Ground Mat of SKM Analysis
    Parametric study of the ground networks

Formations

  • The Wharton School Of Business (Philadelphia, Pa)

    Philadelphia, Pa 2013 - 2015 MBA

    Finance and Entrepreneurial Management

  • University Of International Business And Economics (UIBE) Beijing (Beijing)

    Beijing 2007 - 2008 Business, Strategy, Management in China

  • Solvay Business School (Bruxelles)

    Bruxelles 2006 - 2008 Executive Master in Management, Business, Finance

    Thesis: "The Bank Risk Management and the subprime crisis"

  • Katholieke Universiteit Leuven (Leuven)

    Leuven 2005 - 2006 System modelling

    Thesis: "Modelling of the biological reactions in wastewater treatment systems" using numerical analysis and the VIC KULeuven cluster to compute the results.

  • Faculté Polytechnique De Mons (Mons)

    Mons 2001 - 2006 Electricity

    Master in Electrical Engineering

Réseau

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