Cor van Loon, FRM, is a Manager of Model Risk Financial Markets & Treasury at Rabobank, bringing a strong background in econometrics and quantitative analysis to the role. Previously, Cor worked as a Data Scientist at Optiver, where they focused on developing and improving Equity Options strategies. Cor's experience also includes roles as a Quantitative Risk Consultant and Senior Quantitative Risk Consultant at PwC Nederland, specializing in financial risk management. Cor has a Bachelor of Science in Econometrics and Operations Research and a Master of Science in Econometrics and Management Science from Erasmus Universiteit Rotterdam.
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