Head of Risk Management
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Vice President and Head of the Model Development Group in Enterprise Risk Management with over 20 years of experience, offering expertise in statistical modeling and developing, validating, and implementing economic/regulatory capital models within the credit and operational risk domains. Exceptional leader demonstrating a good understanding of advanced statistics, mathematics, and machine learning to optimize operational and credit risks while complying with regulatory and model governance requirements. Proven record of building robust AIRB, ICAAP, and IFRS-9 models for PD and LGD and analyzing/quantifying parameters to mitigate risks.
Long-term interests in spearheading the enterprise function to build regulatory and economic capital models for retail and wholesale portfolios.
Ph.D. in Mathematics
