Frank is EMEIA Advisory Quantitative & Analytics Leader for Financial Services and also leads the Quantitative Risk practice in Belgium for financial services.
He has been working in Advisory for the past 20 years, focusing on Risk Management in financial institutions, and quantitative modelling. Currently, his major focus points are the ECB's Targeted Review of Internal Models, FRTB, the ever evolving valuation adjustments for prudential or accounting purposes, and (reverse) stress testing and IC/LAAP. Most of all though, he is leading the change to transform financial services modeling teams into well-oiled modeling factories.
Frank is Professor at the University of Gent, Belgium, lecturing on financial risk management and derivative pricing since 2004.
Frank obtained a PhD in Theoretical Physics at the Catholic University of Leuven in 1994.
Besides this he holds a diploma of High School Teacher and a degree of Financial Analysis from ABAF – BVFA EFFAS certified).
How Dr. Frank is building a better working world
In his regular client seminars, Frank has increasingly broadened the scope of topics. As a risk professional, it all started with regulation, and modeling.
However, the last two years, human (cognitive) psychology, behavioral incentives and nudging, and ethical questions such as bias in modeling have increasingly been part of the topics addressed. Frank started a journey to see how incorporating those elements in standard risk practices ultimately will lead to better risk management.