Jeroen's research lies at the intersection of econometrics, finance, and time series, with a focus on models that incorporate derivative prices and high-frequency data. His research has been published in leading field journals including the Journal of Econometrics.

Previously, he was an Assistant Professor in Economics at the University of Notre Dame, United States. He obtained his PhD in Economics in 2018 from the University of Cambridge, United Kingdom. At the Amsterdam School of Economics, he teaches courses in financial econometrics and mathematical and empirical finance.