THOMAS VERBRAKEN

Curriculum Vitae

Personal Data

Date of Birth: May 30, 1984.
Place of Birth: Hasselt, Belgium.
Nationality: Belgian.

Profile

PhD in statistical modeling and data analytics. Complementary educational background with holding a master degree in engineering and being a CFA charterholder. Working in the financial industry in a risk methodology research team. Strong analytical and problem-solving skills. Open-minded, internationally-oriented, versatile and broadly interested. Keen on challenges both in professional and personal life.

Work Experience

MSCI Inc. (Budapest Office)

November 2013 - current

Key responsibilities:

  • Research on risk methodology problems in the context of RiskMetrics and Barra risk models.
  • Researching investment problems utilizing MSCI, Barra, and RiskMetrics data, tools, and analytics.
  • Assisting with the writing of research bulletins and white papers on current investment themes.
  • Working on investment problems from clients around the world.

KU Leuven - Research Center for Management Informatics (LIRIS)

February 2010 - October 2013

Key responsibilities:

  • Research on statistical models and predictive analytics, with a business-oriented focus.
  • Business applications in marketing analytics, consumer credit risk modeling and social network analysis.
  • Collaboration with major industry partners in telecom and financial industry.
  • International cooperation with and research visits to University of Chile and University of Hamburg.
  • Dissemination of results in internationally peer-reviewed academic journals (find a full publication list here).
  • Teaching exercise sessions to master students and co-supervising master theses.

MSCI Inc. (Budapest Office)

October 2008 - February 2010

Key responsibilities:

  • Thorough knowledge of the MSCI index construction methodology and Barra financial risk models.
  • Customer-oriented role supporting investment professionals (asset owners, portfolio managers, broker/dealers, consultants).
  • Assistance to the sales department with the preparation of case studies demonstrating the added value of MSCI products.
  • Support of key vendors and strategic projects with these vendors.

KU Leuven - Traffic and Infrastructure Department

September 2007 - August 2008

Key responsibilities:

  • Development of mathematical model for urban traffic state estimation.
  • Research project in cooperation with the Flemish government and the Technical University of Crete: Implementing and testing a prediction tool for highway traffic.
  • Real-life case study with a large amount of measurement data.
  • Organization of an international scientific conference on dynamic traffic assignment in Leuven.

Education

KU Leuven - Faculty of Business and Economics

2010 - 2013

Doctoral Program in Applied Economics.

CFA Institute

2009 - 2011

CFA charterholder since December 2013.

KU Leuven

2002 - 2007

Master of Engineering, Civil Engineering.

Universidad Politécnica de Madrid

2005 - 2006

Civil Engineering (Caminos, Canales y Puertos).
Erasmus Exchange Program.

Skills

Languages

Dutch (Native proficiency)
English (Full working proficiency)
French (Intermediate proficiency)
Spanish (Intermediate proficiency)

Computer skills

Basic computer skills: Word, Excel, Powerpoint, etc. (Excellent proficiency)
Matlab, R (Excellent proficiency)
SAS, Java (Intermediate proficiency)