I am a risk/finance professional located in The Netherlands. I have worked as a senior risk advisor with ING Bank N.V. in the Risk Management Department, responsible for the risk reporting and analysis over the XVA portfolio of the bank’s global derivative positions. I started my career in The Netherlands banking sector with Rabobank as Product Controller in the Finance and Risk Center Department, with trading desks reporting and control responsibilities covering Equity Derivatives, Commodity Derivatives, and Group Treasury’s Structured Notes portfolios. Prior to leaving Indonesia for my master study, I worked with Standard Chartered Bank in Jakarta as a management trainee.

As a researcher, I was affiliated with Laboratoire Jacques-Louis Lions and Ecole Nationale Superieure de Techniques Avancees. I also manages Colossus C.W.S. System as CEO/Co-Founder, a startup focusing on the application of AI/ML on algorithmic trading. I obtained my bachelors in mathematics from Bandung Institute of Technology, and my masters degree in quantitative finance from Universite Paris 1 Pantheon-Sorbonne, and I am also a GARP-certified FRM. I also occasionally speak in webinar, write articles, and provide consultation sessions on various financial market, economy, or risk management subjects. I am also a proud father of 2 children.

Keywords: risk management, portfolio management, market risk, credit risk, counterparty credit risk, CVA (Credit Valuation Adjustment), quant, quantitative finance, financial market, financial instruments, derivatives, economy, pricing, model risk, treasury, treasury technology, FinTech, Basel, FRTB (Fundamental Review of the Trading Book), regulatory capital, IRRBB (Interest Rate Risk in the Banking Book), CSRBB (Credit Spread Risk in the Banking Book), IFRS 9, IFRS 13, fair value measurement, independent price verification (IPV), prudent valuation

You can reach me by email: giorevinus.simarmata {at} finrisk.eu

Other links:
LinkedIn Profile
Medium Page
SSRN Page
ORCID Page
Startup Page

Current and Past Affiliations