Cor van Loon, FRM

Manager - Model Risk Financial Markets & Treasury bij Rabobank | Certified FRM

Geldermalsen, Gelderland, Netherlands

About

As a skilled Risk Manager with a strong foundation in econometrics and quantitative analysis, I bring a unique blend of technical depth and strategic leadership. My expertise in model risk management is complemented by a passion for aligning analytical precision with business vision, ensuring models are not only robust, but also relevant and impactful. I thrive at the intersection of content, people, and stakeholder management, translating complex data into actionable insights, fostering collaboration across disciplines, and guiding teams toward shared goals. With a proven track record in leading initiatives and mentoring professionals, I’m committed to creating long-term value through continuous learning, innovation, and purposeful leadership. Curious how a model-driven mindset can shape strategic decisions and empower teams? Let’s connect!

Experience

  • Rabobank (4 yrs 6 mos)
    • Manager Business Portfolio - Model Risk Financial Markets & Treasury
      Jul 2025 - Present · 1 yr

      Leading a team of 8 professionals within the Financial Markets & Treasury domain of Rabobank's Model Risk Management department. I am responsible for model portfolios covering ALM, Pricing, Market, and Counterparty Credit Risk. Together, we ensure models are purpose-driven, aligned with business strategy, and strengthened by cross-functional collaboration to support compliant and smarter decisions.

    • Senior Risk Manager - Pricing Model Validation
      Jan 2024 - Jun 2025 · 1 yr 6 mos

      • Validation of derivative pricing models, creation of effective procedures, policies and standards; • Leading department-wide initiatives to streamline processes and enhance operational efficiency; • Responsible for the validation of all Market Risk and Counterparty Credit Risk models, with a strategic focus on scalability and risk-based methodologies; • Accountable for the review and scheduling of periodic pricing validations, ensuring thoroughness and compliance.

    • Quantitative Analyst - Pricing Model Validation
      Jan 2022 - Dec 2023 · 2 yrs

      • Validation of derivative pricing models and development of internal procedures, policies and standards; • Responsible for the review and planning of all periodic validations; • Involved in the recruitment for new colleagues.

  • PwC Nederland (Amsterdam)
    • Senior Quantitative Risk Consultant
      Jul 2020 - Dec 2021 · 1 yr 6 mos

      Quantitative Risk Advisory - Financial Risk Management Focus on Market Risk Economic Capital and Trading Risk (VAR/SVAR) | Derivative pricing | Model Validation | IRRBB

    • Quantitative Risk Consultant
      Jan 2019 - Jun 2020 · 1 yr 6 mos

      Quantitative Risk Advisory - Financial Risk Management Focus on Market Risk (VaR/SVaR/FRTB) | IRRBB | Credit Risk (PD/LGD/EAD) | Model Validation | TRIM (Preparation and on-site)

  • Data Scientist at Optiver
    Nov 2017 - Nov 2018 · 1 yr 1 mo

    • Working alongside trading and research, developing new and improving existing Equity Options strategies; • Developing Python-based applications to perform critical analysis and reporting on Quoting, HFT and Market Making; • Responsible for improving and automating KPI reports, to minimize time and resources spent; • Involved in the interview process for new team members.

  • Sales Representative / Verkoper at Kaashandel Kees Dammers
    Mar 2008 - Mar 2018 · 10 yrs 1 mo

  • Bijlesdocent/huiswerkbegeleider at Gomarus Scholengemeenschap
    Feb 2013 - Mar 2013 · 2 mos

    Het geven van bijlessen aan studenten in voornamelijk wiskunde en natuurkunde maar ook de economische vakken economie en management en organisatie alsmede het begeleiden van studenten met het maken en plannen van hun huiswerk.