Bart Segers, FRM, currently serves as a Quantitative Risk Analyst at Belfius since August 2021, bringing a wealth of expertise from previous positions, including Senior Quantitative Analyst at PwC Belgium and an internship at Euroclear. Segers has a strong background in quantitative analysis, focusing on valuation of derivatives, regulatory compliance in market and credit risk, and development of analytical tools using programming languages such as Python, VBA, SQL, and Matlab. Academic qualifications include an Advanced Master in Quantitative Finance from Solvay Brussels School and a Master of Science in Business Engineering from KU Leuven.
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