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I’m Jeroen Bouma, a Quantitative Investment Strategist at a.s.r. asset management, one of the largest Dutch insurance companies with over €120 billion AUM. I am responsible for spearheading innovative initiatives within the asset management divisions by utilizing Python, particularly in portfolio analytics and optimization. Furthermore, I conduct Asset Liability Management (ALM) and Strategic Asset Allocation (SAA) analyses, encompassing a spectrum of topics including hedging strategies, liquidity risk management, Solvency II optimization, and asset-only studies.
I joined a.s.r. asset management. after working at OpenBB, an innovative open-source company transforming investment research, and PGGM, a prominent Dutch pension fund managing over €300 billion. What ties these experiences together, and reflects my own passion, is the incorporation of (advanced) Python modeling within Quantitative Finance.
My main projects are:
- Finance Toolkit which gives access to all relevant 100+ financial ratios, indicators and performance measurements which are written down in the most simplistic way allowing for complete transparency of the calculation method. It has over 2K Stars.
- Finance Database which features 300.000+ symbols containing Equities, ETFs, Funds, Indices, Currencies, Cryptocurrencies and Money Markets. It therefore allows you to obtain a broad overview of sectors, industries, types of investments and much more. It has over 2.5k Stars.
- The Passive Investor which allows you to screen various ETFs and do quick comparisons for the most important metrics. It has nearly 500 Stars.
Furthermore, I maintain a website which offers a comprehensive resume with testimonials, my open-source Python projects related to financial theory including extensive examples and documentation, all of my public speaking events and conferences I attended talks and a complete list of literature I’ve studied to enhance my understanding of the financial world.