Your Expert Trainer
He has extensive experience in developing, implementing and validating models for the banking industry of over 20 years. He is a leading quantitative risk specialist and has deep knowledge of data collection and analysis, model development and validation, stress testing, forecasting, reporting, capital adequacy, transfer pricing, regulatory and economic capital, and active portfolio management.
His vast experience and accomplishments include the support of Tier 1 Financial Institutions and large corporations globally with names that including Royal Bank of Scotland, Commerzbank, Credit Suisse, HSBC Private Bank, AMEX Australia, Telstra/Qantas, IBM GSA and Holden as well as extensive experience in data migration, SQL optimisation, and systems integration in the finance industry.
His areas of expertise include the following: Financial Risk Management (Credit, Market, Operational Risks), Basel II & III (RWA, CVA, ICAAP, Stress Testing, Simulation), Regulatory Capital and Economic Capital optimisation, Statistical and modelling packages: SAS, SPSS, E-views, Risk Frontier, Credit Portfolio Management and have previously worked with the likes of Moody’s Analytics, Moody’s KMV, Capitalia Banking Group, Unicredit, Bank of Rome, Pricewaterhouse Coopers