About me
David has been a full-time and independent consultant plus a co-founder of a quant-tech company for the last six years after over twenty years of experience in Tier 1 investment banks (JP Morgan, Merrill Lynch, and Deutsche Bank). David has held several senior leadership and technical SME roles in the front office, and risk management and has run several Strat and Risk IT teams.
David has a deep understanding of several risk disciplines with expertise in market, counterparty, credit, model risk and risk architecture. David and been instrumental in delivering advanced modelling solutions to meet capital requirements under regulatory directives, including Basel 2.5, Basel III (CVA), FRTB and Stress Testing (CCAR, IFRS9), IBOR migration, Climate Risk and have developed several model governance and target operating model frameworks.
David has been a senior advisor to several consulting groups, including McKinsey & Co, Baringa and now BIP.