Jeroen has over 16 years of experience in interest rate, inflation, property, hybrid derivatives and counterparty risk valuations. His former roles include Global Head of Analytics at Jefferies, Head of Non-Linear Interest Rates at Danske Bank, Senior Interest Rate quant at Lehman Brothers and European Head of Quantitative Fixed Income Research at Morgan Stanley. He obtained a PhD in Financial Econometrics from Tilburg University while working part-time in the Product Analysis Group at ABN-AMRO Bank.

Marco joined VAR Strategies in 2015 after graduating magna cum laude from the Advanced Master in Quantitative Finance at Solvay Brussels School.

Damien has over 10 years of experience in financial markets working on interest rate and credit derivatives. Before joining VAR Strategies he was head of the Credit Quant Development group at Citibank where he focused on building the infrastructure to be able to match the complexity of the regulatory requirement with those of the trading and risk groups. While in Morgan Stanley he was one of the first in the industry to model and implement the CSA-based discounting yield curves, before moving on to construct and implement HFT strategies for bond futures and trading Scandinavian government bonds.He started his financial career after a 10 year period in academia before moving to Barclays in their spreadsheet analytics team. Damien holds a PhD in Theoretical Physics from the University Paris 7, France and has published extensively in peer-reviewed journals.

Johannes has over 18 years of sell-side / buy-side experience at top global firms in a variety of structuring and trading positions. He focuses on systematic strategies and index creation. Prior, he setup and managed his own fixed-income relative value fund, was head of systematic rates strategies at Credit Suisse and senior structurer in interest rate and hybrid derivatives at Lehman Brothers and JPMorgan. He holds a PhD in Financial Mathematics from Imperial College.