I am passionate about helping organizations transform their risk management practices using statistical learning and quantitative analysis. Whether you're looking to validate existing models, develop new ones, or gain insights through stress testing, I bring energy and a unique blend of academic rigor and practical experience to every project. With over 15 years of experience in financial risk management I can integrate complex regulatory requirements into practical risk management solutions. Happy to discuss potential assignments and roles in risk and finance but also within other areas.
Some career highlights:
- Credit Risk Model Development & Validation: As the former Head of Credit Risk Model Validation at Swedbank, I led a team responsible for validating credit models in line with IRB and IFRS 9 standards. During my time the team grew from four to ten individuals.
- Stress Testing & Scenario Analysis including ICAAP: I have designed and executed stress testing frameworks for large and small banks as well as for the Swedish supervisory authority. As part of the 2018 EBA stress test, I designed the stress testing engine for IFRS 9 credit losses, ensuring robust projection of credit losses under adverse macroeconomic scenarios.
- Market risk: Extensive experience in trading risk management and interest rate risk in the banking book (IRRBB) including counterparty credit risk and CVA.
- Econometrics & Statistical Learning: I leverage a strong academic background in financial econometrics and hands-on experience with Python, SAS, and SQL to deliver strategies tailored to clients' needs.
- Regulatory Advisory & Compliance: Deep knowledge of the Swedish and EU regulatory landscape, particularly in credit risk and stress testing, enables me to guide firms in aligning their risk management practices with regulatory expectations.
Company Details
- Founded
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- Industry
- Business Consulting And Services
- NAICS
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Management, Scientific, and Technical Consulting ServicesManagement Consulting ServicesOther Scientific and Technical Consulting ServicesOther Management Consulting Services
Cl Metrics Questions
Cl Metrics's LinkedIn profile is https://www.linkedin.com/company/cl-metrics
Cl Metrics's industry is
Business Consulting and Services
Cl Metrics's top competitors are
Optimate Risk Solution,
Faizan Zafar Mahesar (Fzm) Corporate Trainer,
Swedbank,
Actuariat Consulting Europe,
Softech Consultants- T24,
Nordea,
Peritia Consulting,
Risk Vision,
Probmatrix,
Primers Risk Management.
Cl Metrics's categories are Business Consulting and Services
Cl Metrics's founding year is 2024
