‘Risks within Global Markets’ 11.00-13.00
On a day to day basis, ABN AMRO is exposed to various risks stemming from the positions taken within global markets. This case study will give the students an introduction to these risks and what actions ABN AMRO takes to mitigate them.
‘Fintech – Tactile Case’ 11.00-13.00
The students are requested to advise Tactile on their IT strategy, which is a young scale-up company disrupting the payment service market. In order to do so, your Financial Risk Management knowledge needs to be on point! Are you (a potential future consultant) up to this task?
‘Insight into the world of trading’ 11.00-13.00
During our Case Study, you’ll gain valuable insight into the world of trading from a professional Trader and Recruiter. This is your chance to ask all your burning questions and discover what a day in the life of a Trader is really like. Our Trader will share information about our core business and give you an inside look into our company culture, cutting-edge technology, and career opportunities. To make the experience even more engaging, we’ve prepared a hands-on case study that will challenge your quantitative and reasoning skills. And to put your skills to the test, we’ll end the day with a math assessment. This is the second round of our recruitment process, so it’s a great opportunity to showcase your abilities and take the first step towards becoming a Trader yourself.
‘Sustainability Risk Management Game’ 11.00-13.00
NN as an insurer is an investor and underwriter. NN strives to strike a balance between financial interest and the impact on our society and the environment. Appropriate risk management enables NN to meet obligations towards clients, regulators and other stakeholders. Do you want to get a grasp on how sustainability risks can have an effect on the assets and liabilities on the balance sheet? What would an increase in carbon tax mean for the value of the assets, will climate change impact traditional underwriting risks? Join the Sustainability Risk Management Game!
‘The Actuarial M&A of Octavius Corporation’ 11.00-13.00 and 13.00-15.00
During a Merger & Acquisition, the stakes are high for both the prospective buyer and seller. In this two hour case study, you will get an impression of key areas involved in such a deal: capital synergies, the financial impact of the actuarial assumptions applied, and some politics is involved as well. You will perform your own calculations and have to apply a strategic mindset to come to the best possible deal.
‘Discussion on anticipated market events’ 15.00-17.00
IMC is a technology-driven trading firm. IMC, with offices in Amsterdam, Chicago, Sydney and Mumbai, focusses on derivatives trading.
During this session, we will discuss anticipated market events, such as the release of macro-economic figures, company results, rate decisions, or elections. We will learn how to incorporate these into option valuations and we will do so in a somewhat intuitive way. The 2-hours session will consist of a lecture with a break during which participants are asked to answer questions about some special cases, which will be discussed afterwards. We’ll end with a Q&A.
Pieter Houben, who will lead the session, obtained his PhD in high-energy physics from UvA in 2009 and has been working as a quant at IMC since. He focusses on options valuation and trading.