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Diegem, Belgium
Erik is a Partner in the business consulting practice of EY Belgium, focusing on quantitative risk services.
He has over 10 years of experience, and joined EY in 2013 after gaining a first experience in the financial sector at a Belgian Asset Manager.
Erik is expert in credit risk modelling. He helped several banks to prepare for ECB on-site inspections in the context of internal credit models and has deep experience with IFRS9 models. In addition, he has also gained experience with credit acceptance modelling.
Erik is the lead of the derivative pricing center of excellence based in Brussels with focus on credit, funding and debit valuation adjustments (in aggregate denoted XVA’s) and prudent valuation adjustments.
Erik is Doctor in Science (mathematical physics) and holds a Master in Physics from the University of Antwerp.