Giorevinus Simarmata

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.

As a researcher, I was affiliated with Laboratoire Jacques-Louis Lions (Paris 6 UPMC, Paris 7 Diderot), ENSTA ParisTech, and CMAP (Ecole Polytechnique - l'X Paris and INRIA). 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 (Financial Risk Manager). 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:
https://www.linkedin.com/in/giorevinus/
https://www.finrisk.eu/
https://giorsims.medium.com/

Current and Past Affiliations
ING Bank N.V. (Amsterdam)
Rabobank (Utrecht)
Colossus CWS (Utrecht)
Standard Chartered Bank (Jakarta)
ENSTA ParisTech (Paris)
Laboratoire Jacques Louis-Lions (Paris)
Global Association of Risk Professionals (New York)
Universite Paris 1: Pantheon-Sorbonne (Paris)
Bandung Institute of Technology (Bandung)