Jeroen Bouma

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I'm Jeroen Bouma, a Quantitative Investment Strategist at a.s.r. asset management, one of the largest Dutch insurance companies. I spearhead innovative initiatives within the asset management divisions using Python, particularly in portfolio analytics and optimization. I analyze profitability and investment risks across different risk frameworks (Solvency II and internal models), provide insights into portfolio sensitivities and their relationship with liabilities, and apply Artificial Intelligence to uncover new insights. I also conduct Asset Liability Management (ALM) and Strategic Asset Allocation (SAA) analyses, covering topics such as hedging strategies, liquidity risk management, Solvency II optimization, and asset-only studies.

I joined a.s.r. asset management after working at OpenBB, an innovative open-source company transforming investment research, and PGGM, a prominent Dutch pension fund. What ties these experiences together, and reflects my own passion, is the incorporation of advanced Python modeling within Quantitative Finance.

My main open-source projects have together earned over 10,000 GitHub Stars and are used by thousands of analysts, developers, and students worldwide:

• Finance Toolkit which gives access to all relevant financial ratios, indicators and performance measurements written in the most simplistic way, allowing for complete transparency of the calculation method.
• Finance Database which features 300,000+ symbols containing Equities, ETFs, Funds, Indices, Currencies, Cryptocurrencies and Money Markets. It provides a broad overview of sectors, industries, and investment types across 111 countries.

Furthermore, I maintain a website which offers a comprehensive resume with testimonials, my open-source Python projects related to financial theory including extensive examples and documentation, all of my public speaking events and conferences I attended, and a complete list of literature I've studied to enhance my understanding of the financial world.

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