Jakob Bosma

Jakob Bosma is a Senior XVA Quant at ING, where they focus on quantitative research related to Fixed Income Modelling, Derivative Pricing models, and Credit Risk Analysis. With extensive experience as a trading quantitative analyst, Jakob's work involves implementing and validating derivative pricing systems, as well as performing quantitative analysis on complex trades and market data. They previously served as a Quantitative Risk Consultant at Triple A - Risk Finance and worked as a Research & Advice Professional at ING. In addition to their industry roles, Jakob is also an Assistant Professor in Finance at the University of Groningen, where their research interests include credit risk and financial econometrics. They hold multiple degrees from the University of Groningen, culminating in a PhD in Econometrics and Quantitative Economics.