Financial Economist and Economic Research Lead
Econometrician and expert risk modeller.
I support senior decision-makers (e.g., investment, regulatory, and legislative) with a timely analysis of the costs/benefits of different courses of action.
A cross-cutting theme in my career is ...
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Financial Economist and Economic Research Lead
Econometrician and expert risk modeller.
I support senior decision-makers (e.g., investment, regulatory, and legislative) with a timely analysis of the costs/benefits of different courses of action.
A cross-cutting theme in my career is deploying financial modelling techniques and methodologies and examining bank regulatory issues.
I have led substantial consulting projects with large banks, fintech and other financial institutions in all major regions.
I have also overseen CCAR/EBA stress tests, loss forecasting, expected loss accounting, benchmarking, scoring and pricing models.
I have conducted full-scale model validation projects for regulated and unregulated entities.
I have led substantial consulting projects with large banks, fintech and other financial institutions in all major regions. My teams developed primary and challenger models for CCAR/EBA stress testing, loss forecasting, expected loss accounting, benchmarking, scoring and pricing models. I have conducted full-scale model validation projects for regulated and unregulated entities.
I have conducted macroeconomic analysis and commentary, scenario conception and building, baseline macro forecasting.
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