Risk professional and innovator at heart – with a passion for solving complicated problems. Strong analytical and quantitative skills. Hands-on experience building risk tools. A great interest in research, analysis and insight generation and 20 years of relevant experience in risk management and measurement, Value-at-Risk, quantitative finance, mathematical and statistical modeling, advanced IRB-models, capital optimization, securitization, economic capital and risk based pricing (RAROC).
Quantitative model developer
