Liyi Lin

Expert Risk Manager ALM

Amstelveen, North Holland, Netherlands

About

Experience

  • Bachelor Program at Art History / Kunstgeschiedenis, University van Amsterdam
    Sep 2025 - Present · 10 mos

  • Expert Risk Manager ALM & CCR at VIVAT
    Jun 2019 - Sep 2025 · 6 yrs 4 mos

  • Principal Model Validator at NN Group
    Nov 2012 - May 2019 · 6 yrs 7 mos

    • Model Validation for Solvency II Internal Model • Auditing of illiquid investments of NN Investment Partner • Research and design of quantitative validation threshold

  • Senior Strategist, Client Portfolio Optimization at APG Asset Management
    Sep 2008 - Oct 2012 · 4 yrs 2 mos

    Research on and development of • Derivative pricing in ALM models • Modeling and scenario generation of asset classes • Cash flow and risk modeling • Client risk modeling

  • Investment Manager at ABN AMRO Pension Fund
    Feb 2008 - Apr 2008 · 3 mos