Robert De Veer

• Lead the RPC/QS team managing two risk analysts and two quant strategists. • Chair of the firm’s Risk Committee, member of the CIO Advisory Group and the Valuation Committee. • The firm’s main investment strategies focus on CLOs (equity and debt tranches), ABS (equity residuals and debt tranches), healthcare private capital, and absolute return strategies for municipal bonds. • Responsible for all risk management related aspects of managing the various hedge fund and drawdown fund structures across the firm, including portfolio construction, setting fund risk limits, issuer/risk exposure and leverage constraints, and portfolio hedges. • Provide independent capital allocation recommendations for the excess capital of Assured’s insurance companies, of which $750mm is currently available for AssuredIM strategies. • Together with Muni PM responsible for optimizing Assured Guaranty’s recovery proceeds from Puerto Rico debt restructuring. • Responsible for discussing the firm’s risk management philosophy and its implementation, as well as performance measurement and performance attribution, with (prospective) investors and in fundraising materials (PPMs, DDQs, etc.). • Enable the quantitative strategists to develop technology solutions that support daily production of investment, risk and fund analytics, improve PM abilities to efficiently analyze investments, simplify trade execution, and support investment operations. • Responsible for capital planning (investment pipeline, expected realizations, income cash flows and return projections) across the platform and translate projections into CIO capital deployment recommendations and the firm’s revenue budgeting.