I am an executive quant with ~20 years working experience with critical model development and effective model risk management. My primary focus covers FO pricing, market risk, and counterparty risk models across broad asset classes, product types, and business areas. I have also been heavily ...more

I am an executive quant with ~20 years working experience with critical model development and effective model risk management. My primary focus covers FO pricing, market risk, and counterparty risk models across broad asset classes, product types, and business areas. I have also been heavily involved in policy and framework establishment, trade approval, wrong way risk, PnL explain, model risk reserving, data management, trade structuring, market analysis, et al. I have successfully built/managed multiple quant teams.less