Sebastiaan van Westerop

Sebastiaan van Westerop is an experienced Model Architect at Rabobank since October 1998, overseeing credit model methodologies and landscape architecture. Responsibilities include chairing the methodology decision board and managing first-line model control. As Mission Lead for the Targeted Review on Internal Models, Sebastiaan has focused on harmonizing models and methodologies in Europe since inspections began on low default portfolios in 2018. Sebastiaan has also led the model validation team, assessing compliance with regulatory requirements and validating various credit risk models used in capital calculations. Previously, Sebastiaan worked as a Credit Risk Modeller and developed scorecard methods as a Management Trainee at Absa. Educational qualifications include a Master of Science in Business Mathematics from Vrije Universiteit Amsterdam and a Leadership Programme from De Baak.