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Steven Niggebrugge

Portfolio Manager Quant Equities

Royal Dutch Shell

Technologies

My Portfolio Highlights

My New Course

Introduction to Python

My New Course

Introduction to Python

Statistical wizard, casting spells of significance on data experiments.

My Work

Take a look at my latest work.

course

Introduction to Functions in Python

course

Introduction to Python

course

Intermediate Python

course

Introduction to Functions in Python

DataCamp Course Completion

Take a look at all the courses I’ve completed on DataCamp.

Courses

Introduction to Python
Intermediate Python
Joining Data in SQL
Supervised Learning with scikit-learn

My Work Experience

Where I've interned and worked during my career.

Shell Asset Management Company B.V. | Apr 2019 - Present

Senior Portfolio Manager Quantitative Equities

-Portfolio manager for quantitative equity strategies (global dividend strategy and various multi-factor quant strategies) investing in global large/mid cap equities -Quantitative equity research (investigate style factors, potential for machine learning to integrate in the investment process, further optimization of existing strategies) -Developed two new quantitative multi-factor strategies for North America large/mid cap and Pacific large/mid cap equities.
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Shell Asset Management Company (SAMCo) | Aug 2012 - Apr 2019

Investment Analyst Externally Managed Funds (main focus on Hedge Funds)

Between 2012 and 2019, I was responsible for developing and automating quantitative analyses for all externally managed funds (equity and FI managers, private equity, real estate and hedge funds) within SAMCo, with a special focus on Hedge Funds. I carried out researching and developing internal investment models and the monitoring of SAMCo's CTA and systematic macro investments within the Hedge Funds portfolio. Between 2013 and 2016 our team set up an internally developed systematic trend following (CTA) strategy. I was responsible for doing the research, creating the model, programming and testing the system and co-responsible for setting up the investment fund in cooperation with a third party. This internally developed strategy was live for almost four years.

Shell Asset Management Company (SAMCo) | Jan 2006 - Aug 2012

Risk Analyst

Develop, implement and standardize: -pension fund and asset class (fixed income, equity, alternative investments) risk analysis -standardized risk reporting for equity, fixed income and alternative investments -reporting process for periodical reporting requirements of Dutch Central Bank -stress testing and scenario analysis -liquidity risk analysis -counterparty risk modeling -investment compliance monitoring

Shell Asset Management Company (SAMCo) | Sep 2006 - Sep 2007

Performance and Risk Analyst

fund's investment portfolios. Perform ad hoc performance and market risk analysis.

Shell Asset Management Company | Dec 2005 - Aug 2006

Intern

Master thesis/internship: Improve risk visualization and implement market risk model for pension fund portfolio (multi-asset) vs pension liabilities.

My Education

Take a look at my formal education

Chartered Financial Analyst (CFA) charterholder CFA Institute | 2011
Master of Science in Informatics & Economics, Finance/IT/Artificial IntelligenceErasmus Universiteit Rotterdam | 2006

About Me

Investment professional with more than 20 years experience, finally trying to learn the art of Python that will hopefully benefit my investment strategies and financial models in the future!

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