Han Oostdijk
Retired at Han Oostdijk Quantitative Consultancy
Amstelveen, North Holland, Netherlands
Summary
👤
Senior🎓
Top SchoolHan Oostdijk is a retired quantitative consultant and mathematician with over three decades of experience applying mathematical and statistical methods to financial risk modelling, particularly Operational Risk and Basel II/AMA validation. He has deep hands-on expertise in APL2, SAS, SQL/DB2, MATLAB, Excel/VBA and has converted and optimized complex C++ and SAS implementations into MATLAB with parallel and database toolboxes. Han has advised major banks on stress testing, ALM and Solvency II projects and built production-ready risk models and prepayment models for mortgages. His background as an MVS/XA systems programmer and longtime APL2 practitioner gives him uncommon low-level systems insight alongside high-level statistical modelling skills. Active on GitHub and with an ORCID for scholarly work, he continues to explore scientific and parallel computing, optimization and reproducible quantitative research. Based in Amstelveen, he combines academic training in mathematics with practical, auditable implementations for regulatory and consultancy contexts.
11 years of coding experience
10 years of employment as a software developer
Drs (eq. to MSc), Mathematics, Drs (eq. to MSc), Mathematics at Universiteit van Amsterdam
Stackoverflow
1reputation
0reached
0answers
0questions
Github Skills (52)
stringr9
r-package9
analytics9
sql9
knitr9
database9
sql-database9
embedded-database9
rmarkdown8
literate-programming8
duckdb8
ide8
rstudio8
cffi8
hugo8
Programming languages (9)
Github contributions (5)
HanOostdijk/odataR
Dec 2017 - May 2020
Contributions:21 commits, 15 pushes, 1 branch in 2 years 4 months
HanOostdijk/rmd_pdf_examples
Dec 2015 - Jan 2020
Contributions:30 commits, 20 pushes, 1 branch in 4 years 2 months
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