Harry van Rooy

Director, Risk Modelling at AIMCo

Harry van Rooy has extensive experience in risk management and financial modeling. Harry (Herrie) currently serves as the Director of Risk Modelling at Alberta Investment Management Corporation (AIMCo), where they lead the investment risk modelling and research function. Prior to their role at AIMCo, Harry was the Head of Wholesale and Risk Aggregation Models at Absa Group (formerly Barclays Africa), overseeing the development of wholesale and risk aggregation models across Africa. Harry (Herrie) also held the position of Head of (Credit) Ratings & Methodology at Nedbank, where they were responsible for credit risk and analytics. Before that, Harry worked at PricewaterhouseCoopers as a Senior Manager, specializing in financial instrument valuations and risk model audits. Harry (Herrie) has also gained experience as a lecturer and managing editor in the field of statistics.

Harry (Herrie) van Rooy earned a B.Sc. in Business Mathematics and Informatics from North-West University / Noordwes-Universiteit from 1999 to 2001. Harry (Herrie) then pursued an M.Sc. in Financial Mathematics from 2002 to 2003 at the same institution. Finally, they completed a Ph.D. in Statistics at the University of Johannesburg from 2004 to 2006.

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Timeline

  • Director, Risk Modelling

    August, 2020 - present