EM

Erik Maletzky

Head of VaR Methodology

Erik Maletzky, CFA, FRM, PRM, has extensive experience in risk management and financial analysis, beginning with a research internship at HSH Nordbank in 2004. Over the years, Erik has held various significant positions including Risk Management Analyst and Senior Risk Management Analyst at WestLB, Local Risk Manager at Banco WestLB do Brazil S.A., and Senior Market Risk Manager at Ampega. Erik advanced to project leadership roles, serving as Project Lead and Senior Business Analyst at NIBC Bank and Project Manager for Murex Market Risk and Pricing Implementation at Talanx Asset Management. As of February 2022, Erik is the Head of VaR Methodology at Rabobank, managing the internal model value at risk framework for the market risk division. Erik holds a Master’s degree in Economic Mathematics from Universität Rostock and a degree in Applied Mathematics from the University of York.

Location

Utrecht, Netherlands

Links


Org chart

This person is not in the org chart


Teams

This person is not in any teams


Offices

This person is not in any offices