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6 - 9 December 2021
Hotel ArtsBarcelona

Misha van Beek
Director at Blackrock


Misha van Beek leads the Economic Scenario Simulation Research team, as well as the Portfolio Risk Research team within the Financial Modeling Group at BlackRock. He focuses on bringing innovation to risk and simulation models for a diverse set of multi-asset applications, including strategic asset allocation, scenario analysis, stress testing, and portfolio risk factor analytics. His field of expertise covers finance, econometrics and financial mathematics.

Prior to working for BlackRock, Misha developed risk and pricing models for mortgages and demand deposits, as well as backtesting methodologies for credit portfolios.

While working at BlackRock, he completed a PhD in financial mathematics with the University of Amsterdam. Misha also holds two bachelor's and a master's degree from Tilburg University and a master's in finance and economics from the London School of Economics.

Agenda Sessions

  • Polynomial approximation of discounted moments, with applications to bond pricing and credit migration risk


Speakers at this event