Expertise:
Project experience spans finance, risk and strategy. This includes capital management, risk appetite/profile management, group-wide economic value management, planning and budgeting processes. Extensive experience in risk management including risk modelling, processes, organisational design and relevant regulatory compliance (esp. Basel II/III). Broad range of work with diverse businesses such as optimisation of credit processes or mortgage strategy design.

Qualification:
M.Eng in Engineering Science; M.Phil and D.Phil in Economics, Oxford University

Expertise:
Strongly based in risk measurement and management including development and validation of risk models, credit portfolio modelling, securitisation and economic capital, breadth of experience also extends to risk appetite setting, stress testing frameworks and performance management at the group and individual business-unit level. IFRS provisioning and regulatory aspects of risk management (Basel II/III) are further areas of focus

Qualification:
Diploma and doctorate in Experimental Physics, Bielefeld University

Expertise:
Well-versed in the validation and (re-)design of credit rating models, regulatory compliance as well as measurement and management of economic capital for various risk types, recent focus has been on design and implementation of group-wide economic value-based management infrastructure incl. risk appetite setting and stress testing frameworks. Optimisation of credit risk management processes for sub-/non-performing loan portfolios incl. KPIs and management frameworks is another specialisation

Qualification:
First Diploma in Economics, LMU Munich; M.A. in Politics, Philosophy and Economics, Oxford University; M.Sc. in Economics, LSE

Expertise:
Main theme is the integration of financial and risk concepts such as in the development of risk-adjusted financial forecasting and value models. Extensive experience in the design and implementation of risk appetite, capital management, performance measurement, stress testing and validation frameworks is accompanied by a strong grounding in regulatory compliance under Basel II and Solvency II. Shareholder value analytics and diagnostics are another forte as well as the quantification and management of various risk types

Qualification:
CFA, FRM; Business Administration, Cardiff; M.Sc. in Management, LSE

Expertise:
Extensive experience in risk, strategy and IT, gained both through project work and senior line management. Main themes to date have been the establishment of a recognised full-service provider for IRB-compliant wholesale rating models and systems, as well as a broad range of projects, covering market entry and distribution strategies, organisational and process redesign as well as credit risk model design and implementation

Qualification:
M.Sc. in Management, London School of Economics and Political Science