Arwyn Goos & Job de Beurs – Deloitte

Arwyn Goos

My name is Arwyn Goos, and I am a Manager within the Financial Risk Management team at Deloitte. I hold an MSc in Applied Mathematics from the University of Twente, where I specialized in Stochastic Operations Research and graduated in 2017.

Since joining Deloitte, I have focused primarily on Credit Risk modelling, which is one of the domains with the Financial Risk Management department. In this domain, we support banks in developing robust, regulatory-compliant models used to quantify capital buffers needed to absorb potential losses. These models—such as those predicting the probability of default—are built using statistical and predictive techniques based on historical data.

What I enjoy most about my role is the diversity of work and the balance between technical and interpersonal skills. As a consultant, I’ve had the opportunity to work with various banks across the Netherlands and internationally, gaining new insights with each engagement. Some days are focused on coding, statistical analysis, and methodology, while others involve client interaction or defending models to supervisory authorities like the European Central Bank.

Job de Beurs

My name is Job de Beurs, and I started at Deloitte in March this year as a consultant in the Financial Risk Management team. This aligns with my master's degree in Financial Engineering and Management at the University of Twente. At Deloitte, I can develop and apply various mathematical models to real-world problems in financial institutions, and also translate these into advice based on the models. This means that you spend days programming as well as being heavily involved in interpreting outcomes, going through validation procedures, and also needing to guide clients through the developed models. As you work project-based at Deloitte, you have the opportunity to see many different aspects of the field, keeping your work varied.

As a consultant, you have a wide variety of tasks on a daily basis in which I can develop myself, for example in technical and analytical skills, but also in areas such as client interaction and presenting. The exciting aspect of working at Deloitte is that there are many talented colleagues with a strong mathematical background from whom I can learn a great deal about the practice. Next to that there is the opportunity to,  alongside working for clients, develop applications for new machine learning techniques or to contribute ideas on how the team can integrate generative AI into daily work.

Deloitte

Deloitte is a global professional services firm. In the Netherlands, we work with more than 7,000 people in 15 offices. Worldwide, Deloitte has around 457,000 people in more than 150 countries. The Financial Risk Management team within Deloitte is a team of around 100 colleagues located in Amsterdam. FRM's areas of expertise include:

Banking:

·  Market Risk develops and validates models for market, trading and price risk, including value-at-risk and expected shortfall models.

·  Climate helps to identify, analyse and mitigate climate risks through risk assessments, stress testing and modelling.
·  Asset and Liability Management manages the balance sheet from both a funding and interest rate perspective by developing and validating interest rate and liquidity risk models and using these models to provide the necessary insights.
·  Credit Risk develops advanced models to meet current and future regulatory requirements regarding credit risk regulation (Basel, CRR, etc.).
 

Actuarial:

·  Insurance advises clients on various aspects of the actuarial cycle and insurer business processes.

·  Sustainable Insurance advises clients on sustainability issues such as natural and climate-related risks and opportunities for insurers.

·  Pensions solving benefit and pension issues, analysing the impact of new laws and regulations, and developing models and tools for pension calculations.

Financial Risk Management focuses on model development and validation for major financial services companies in the Netherlands, using quantitative methods and techniques to solve various challenges. These include modelling techniques from quantitative finance, statistics and applied mathematics.

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