Frits Hermans

Frits Hermans is an experienced Data Scientist at ING since September 2010, specializing in various machine learning topics. Previous roles include Quant in Equity and Commodity Derivatives, where Frits implemented multi-factor jump diffusion models and validated front office pricing models. Frits also completed traineeships in ALM Modelling at ING Insurance, developing a model performance dashboard, and Trading Consolidation, focusing on global trading VaR and PnL reporting. Prior to ING, Frits worked as a Strategy Consultant at Deloitte and as a Financial Controller at GGZ inGeest. Frits holds an MSc in Physics from Vrije Universiteit Amsterdam, a minor in Business Administration from Università Bocconi, and has participated in various specialized training programs, including in stochastic calculus and commodity option pricing.