Personal Information
Organization / Workplace
United Kingdom United Kingdom
Occupation
Partner | Financial risks and analytics
Industry
Finance / Banking / Insurance
About
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...)
.
Tags
risk model
creditrisk
risk management
value at risk
expected shortfall
back test
ead
modelling
basel3
basel committee
risk
financial services
risk weighted function
operational risk
global research & analytics
var
catastrophe bond pricing & machine learning
cvar
data mining
big data
frtb
counterparty
ccr
lgd
bitcoin
ccf
mrm
irba
asrf
merton model
climate change
regulatory
See more
Presentations
(2)Documents
(13)Personal Information
Organization / Workplace
United Kingdom United Kingdom
Occupation
Partner | Financial risks and analytics
Industry
Finance / Banking / Insurance
About
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...)
.
Tags
risk model
creditrisk
risk management
value at risk
expected shortfall
back test
ead
modelling
basel3
basel committee
risk
financial services
risk weighted function
operational risk
global research & analytics
var
catastrophe bond pricing & machine learning
cvar
data mining
big data
frtb
counterparty
ccr
lgd
bitcoin
ccf
mrm
irba
asrf
merton model
climate change
regulatory
See more