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J Rhet M. is a Quant Investment Analyst at PGGM since January 2022, specializing in Shapley-based performance attribution, optimal FX trade execution, and credit risk sharing within the Investment Analytics team. Prior experience includes a Research Scientist role at Centrum Wiskunde & Informatica, where J Rhet M. developed an urn-based alarm system for stock market crashes utilizing Python and product-Dirichlet reinforced urn processes. Additionally, J Rhet M. was a Research Intern at Aegon, focusing on statistical and interpretable machine learning for the Retirement Readiness Survey, and at CoreLogic, where an innovation in anomaly detection and quantitative loan-to-value ratio risk management was designed using R. J Rhet M. holds a Master of Science in Applied Mathematics from Delft University of Technology.