Prior to my current role, I consulted for hedge funds, regulated banks and crypto investors and taught at Columbia.
As a model risk expert, I built or validated quant investment and risk functionality for portfolio construction, market risk, credit risk, and stress-testing.
I am also a ...
more
Prior to my current role, I consulted for hedge funds, regulated banks and crypto investors and taught at Columbia.
As a model risk expert, I built or validated quant investment and risk functionality for portfolio construction, market risk, credit risk, and stress-testing.
I am also a lecturer at Columbia University in New York, where I have taught enterprise risk modeling and quantitative finance courses since 2020.
I currently serve as a director at the Society of Quantitative Analysts (SQA), the data science group dating back to the 1960s. The society's mission is to educate and communicate with the quantitative practitioner community and foster innovation and collaboration in the field.
I have an in-depth knowledge of the banking and investment management industries from the portfolio manager, risk, and commercial viewpoints. I am passionate about applying AI / ML to uncover real relationships and generate novel insights for investing and risk management.
less
Latest Comments