Multi Asset Solutions Biographies

1. 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).