Consultant, bridging between (Quantitative) Front Office, Market- and Credit Risk domains and the Information Technology area. Is now actively involved in the process that will optimize pricing within Financial Markets and Risk context. Heading the activity High Performance Computing, Exploration & Choices.
Specialties: liaison between Quantitative areas (FO & Risk) and IT, technical and functional analysis, model integration, programme- and project management, research new risk solutions.
Consultant Pricing and Risk Solutions @ Ensure consistent development and setup of pricing and risk IT functionality for all asset classes across Financial Markets, Market Risk and Credit Risk applications. From October 2012 to Present (3 years 3 months) Amsterdam Area, NetherlandsHead Requirements Management @ Responsible for a team of business analysts that collect requirements and help manage those to keep grip on scope changes. The team works from an IT perspective and covers the full (front to back)Financial Markets area. The role we perform includes Agile / SCRUM techniques to manage product backlogs (PO role) and capture user epics and -stories. From January 2013 to December 2013 (1 year) Head IT, Risk Advisory and Support Financial Markets @ Responsible for a small team of business analysts operating from within the Risk Management domain (the area monitoring [derivatives] trading activities). We drive the mid and long term agenda of Risk IT and are the sponsors, sr. executives and/or sr. users for all key Risk IT projects. As a function we also suport the process to adhere to various regulatory requirements such as ao.; Dodd Frank, BIS3, EMIR. From 2008 to October 2012 (4 years) Business Analyst Global Market Risk @ I represent Market Risk riskmanagers on a global scale for any interaction with the technical (IT) teams. I support the riskmanagers with the development of their requirements such that systems are build that best fit their needs. On top of this responsibility I have helped construct a Global Market Risk IT strategy aimed to move us through the next decade.
I have a good experience of financial instruments and their underlying models and have years of experience with Riskwatch (Algorithmics). In my current role I'm expanding my system knowledge towards; Calypso ERS, Sophis Risque and Reuters KGR. From August 2006 to May 2008 (1 year 10 months) manager Programme Office @ Heading a small team involved in the registration and tracking of projects in the Rabobank International (global) context. From August 2005 to August 2006 (1 year 1 month) Sr. Project Manager @ Delivered infrastructure for key initiatives such as ao. BIS2, Global Ledger system. From April 2002 to August 2005 (3 years 5 months) Utrecht Area, NetherlandsDeveloper / Business analyst @ Involved in the thevelopment of PIGA (Public Information System Gemeente Amsterdam) and various assignements in FO to model trading screens and supporting the BIS1 (Market Risk) implementation at Rabobank International. From 1995 to 1997 (2 years) Programmer Analyst @ In this position I delivered automated cash register systems for restaurants and medium sized retail. Also conducted IT- and administrative processes reviews for these companies. From 1991 to 1995 (4 years)
PSPO I, Agile SCRUM PO (Product Owner) training @ Scrum.org From 2013 to 2013 Passed, Euromoney Derivatives Bootcamp @ Euromoney Training From 2008 to 2008 BSc., Informatica, Economics @ From 1987 to 1991 Toon Leijtens is skilled in: Risk Management, Market Risk, Business Analysis, Derivatives, Financial Risk, Credit Risk, Financial Markets, Change Management, ITIL, IT Strategy, Management, Banking, Outsourcing, Trading, Basel II