Multi Asset Solutions Biographies

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Multi Asset SolutionsBiographies

• Mark-Jan Boes
• Senior Research Analyst for Multi Asset
  Solutions
• Senior Portfolio Manager in Market Exposure Team
  
• Investment experience since 2005

Mark-Jan Boes holds a Masters degree (cum laude)
in quantitative econometrics from Erasmus
University Rotterdam in the Netherlands.
Moreover, Mark-Jan obtained a Ph.D. degree in
Finance from Tilburg University (2006). Since
2006 Mark-Jan has been Senior Research Analyst
and Senior Portfolio Manager within the Multi
Asset Solutions team. His main focus is on
academic based solutions for the equity
derivatives team and life cycle team in the Multi
Asset Solutions group. After the completion of
his Ph.D. thesis, Mark-Jan started his career as
investment professional at ABN AMRO Asset
Management (AAAM) in October 2005. The
organization and the department (Structured Asset
Management) were not fully unknown to Mark-Jan.
Mark-Jan already joined the department in early
2000 for an internship of one year. During this
period Mark-Jan actively helped with the
implementation of a new volatility based
derivatives strategy. In his Ph.D. period, which
was sponsored by AAAM, Mark-Jan acted as a
consultant to the department and, consequently,
visited the department on a weekly basis. In
2005, Mark-Jan was hired by AAAM as a Research
Analyst and a Portfolio Manager for leveraged
equity derivatives portfolios. In his role as
Research Analyst Mark-Jan contributed by
analyzing in detail the investment strategy
underlying the International Derivatives Fund
(IDF) and the Global Equity Exposure Fund (GEEF).
Furthermore, he implemented a number of complex
academic concepts which is used in day-to-day
portfolio management activities. Finally, he
served as a consultant for research issues on a
broader scale (for example lifecycle solutions,
structured products, LDI, and equities) and was
responsible for the supervision of interns in the
equity derivatives group. As a portfolio manager,
Mark-Jan was responsible for the management of a
number of country pools underlying IDF and GEEF.
In this role Mark-Jan also gained trading
experience by executing options and futures
trades through the screen or voice broker.
Furthermore, Mark-Jan was involved in several
operational activities and, in a later stage,
analyzed the performance attribution of IDF and
GEEF. In October 2006, Mark-Jan was promoted to
Senior Research Analyst and Senior Portfolio
Manager. More recently, Mark-Jan shifted his
research attention more to issues outside the
Market Exposure Team and became responsible for
limit maintenance for IDF and GEEF. In addition
to his roles in AAAM, Mark-Jan has a position as
Assistant Professor in VU University Amsterdam
(department of Finance and Financial Sector
Management) for one day per week. His job
responsibilities in university consist of
teaching (50) and investment related research
(50). As a researcher Mark-Jan published part of
his work in The Journal of Financial and
Quantitative Analysis (2007).