About

Quantitative expertise meets practical business solutions

Download CV (PDF)

Professional Summary

Quantitative Risk Manager with extensive experience in developing and validating risk and pricing models for mid & front-office clients across UK and global markets. Specialized in FRTB, market risk models, and quantitative analysis.

Experience

2022 - Present

Manager | Senior Consultant

Deloitte UK - Traded and Quantitative Risk

  • Coordinated globally dispersed team on FRTB IMA application delivery
  • Validated market risk models for B2.5 and B3 compliance
  • Developed automated tracking system for model findings
  • Created tactical SA FRTB tool in Python
2021 - 2022

Quantitative Analyst

PwC Belgium - Risk and Assurance

  • Validated credit risk models (PD, LGD)
  • Developed valuation tools for interest rate derivatives
  • Implemented pricing models including Black76 and SABR

Education

Certificate of Quantitative Finance

Fitch Learning

2024 - Present

Financial Risk Manager

GARP

2024

MSc in Finance

Antwerp Management School

2021

Thesis: Higher moments in VaR and ES estimation

Technical Skills

Languages

Python SQL C++ VBA R

Tools

Bloomberg Refinitiv Git PowerBI