Marieke van Kleef
Market Risk Manager
Marieke van Kleef is Market Risk Manager at Diginex, responsible for managing the company’s market risk.
Marieke has extensive experience in Market Risk across various asset classes. Before joining Diginex, she was Market Risk Manager at Investec Bank in London where she was responsible for managing market risk across all the bank’s trading desks including the equity derivatives, credit and FX desks. She led the implementation of the ISDA Standardised Initial Margin Model (SIMM) required under The European Market Infrastructure Regulation as well as the Bank’s Brexit stress-testing from a market risk perspective. She was part of the Fundamental Review of the Trading Book working group implementing a set of proposals by the Basel Committee on Banking Supervision for market risk-related capital requirement for banks. She set up the tools to analyse, report and stress-test cleared margin requirements for the equity derivatives desk.
Prior to this, Marieke worked at Gazprom Marketing & Trading, Gazprom’s commodity trading division in London, where she was responsible for the company’s semi-annual stress-testing cycle. She has also worked for Zanders Treasury & Finance where she spent most of her time consulting for one of the largest Tier 1 banks in the Netherlands.
Marieke holds a MSc in Quantitative Finance from Tilburg University and is a certified FRM