Personal Information
Organización/Lugar de trabajo
United Kingdom United Kingdom
Ocupación
Partner | Financial risks and analytics
Sector
Finance / Banking / Insurance
Acerca de
Based in London
In charge of "Global Research & Analytics" Dpt. of Chappuis Halder & Cie UK
A risk management & risk modelling professional with 15 years of experience covering market/credit/operational/counterparty /Funding & Liquidity risks, quantitative methods, trade support functions with over 10 years of experience in model validation testing complex pricing models and risk methodologies (Merton Model, Markov Matrix, Logit / Probit, Bayesian networks, Correlation / copulas, Monte Carlo simulation, advanced statistics, Data mining...)
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Etiquetas
risk model
creditrisk
risk management
risk weighted function
risk
basel3
ead
expected shortfall
value at risk
back test
modelling
basel committee
financial services
regulatory
climate change
merton model
asrf
irba
mrm
ccf
bitcoin
lgd
ccr
counterparty
frtb
cvar
var
global research & analytics
operational risk
catastrophe bond pricing & machine learning
data mining
big data
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