Personal Information
Organization / Workplace
Greater New York City Area United States
Occupation
Principal Director at Accenture
Industry
Finance / Banking / Insurance
About
Researcher and practitioner in economics and finance for 20 years. Recently interested in all aspects of risk management - stress testing, model risk, credit risk, risk aggregation, economic capital, model development and validation, prudential regulation (CCAR, Basel capital accord), markets (distressed debt), derivatives (structured products), financial distress and bankruptcy. Previously did work on RAROC and capital modelling, term structure and futures markets. Began career in quantitative equity research.
Specialties: Credit Risk, Corprorate Credit Modeling, Distressed Debt, Basel II, Quanatitative Analysis, Econometric Methods, Computational Finance, Bayesian Methods.
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