IBOR reform and overnight risk-free rate transition on derivatives activities.

Machine learning, deep learning applied on various business cases in the energy sector.

Predictive maintenance for renewable energy assets, solar, wind power plants.

Natural language processing for document classification in the commercial tender process (Word2Vec, Doc2vec);

Semantic segmentation on aerial images (Convolutional Neural Networks).

In-house development of interest rate, credit, inflation derivatives pricing and reporting application for front office and risk department for ING financial market all locations.

The application provides: derived market data, real-time pricing, end-of-day pricing, greeks and HVaR reporting. Quant pricing and modeling library integration.

Regulatory projects for MIFID II, PRIIPS, QIS, FRTB.

Advisory on Fixed Income market both from technical and business side.

Modeling and tools development for pricing, analyzing and simulation of derivatives and structured products on interest rates, forex and inflation.

Econometric models, timeseries forecasting (ARIMA), PCA, anomaly detections.

Risk management analysis for Institutionals, Corporates, SME’s - Belgium & European Network.

Architecture, specifications & development of payment module (B2C, B2B) for the SEPA framework, deployed in medium sized Belgian and Dutch banks;

Analysis & development of payment management systems (B2C, B2B) for Dutch banks; Implementation of the Basel II agreements in the banking engine Thaler edited by C&W. Collection and processing of data for Basel II;

Research on dark matter generation in relationship with matter anti-matter asymmetry.

Teaching tutorials and laboratories (Quantum Field Theory, General Physics, Electronics), management of teaching tasks.

Research in theoretical particle physics on fundamental interactions and matter origin: gauge unification, CP asymmetry, leptogenesis, extra dimensions and neutrino physics.