Seasoned Risk Management Consultant with strong track record in Advisory, Consulting and Sales.
Expertise in a wide range of Financial Services topics including Credit Risk, Credit Modeling (PD’s, LGD’s, etc.), Basel Capital Requirements (e.g. RWA calculations), other regulatory requirements (e.g. RDA BCBS 239), Stress Testing, IFRS 9, Liquidity Risk, ALM, FTP, Financial Engineering, Balance Sheet Management, Market Risk, Portfolio Construction, Counterparty Credit Risk (e.g. PFE, EPE, EAD), XVA (e.g. CVA), Machine Learning, Artificial Intelligence, Cloud offerings, Data Governance, Capital Management, Risk-Finance integration.