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Frédéric Vrins was born in Uccle (Belgium) the 18th of february 1979. He received the electromechanical (mechatronics) engineer degree from the Université catholique de Louvain (UCL) in 2002. Between 2002 and 2007, he worked as a research assistant at the department of electricial egineering at the same university (microelectronics laboratory - DICE). In parallel, he managed a thesis entitled Contrast properties of entropic criteria for blind source separation : a unifying framework based on information-theoretic inequalities within the UCL Machine Learning Group (MLG), which led him to the PhD degree (March 2007). Now, he holds a front office quantitative analyst position (statistical & mathematical modelling) within the Financial Markets dpt of ING Bank (Brussels Headquarters). Frederic is in charge of credit derivatives pricing and of taking counterparty risk into account in the valuation of financial instruments (aka credit value adjustment, CVA).Frederic acts as reviewer for several publications in the field of quantitative finance, including Risk Magazine, International Journal of Theoretical and Applied Finance, Jounral of Credit Risk, Review of Derivative Research.
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