Alex White, Cfa Email & Phone Number

Los Angeles, California, Us

• Head of model validation team responsible for monitoring and coordination of model validation standards and processes, managing team members and external vendors.• Developed and implemented risk management strategies to mitigate financial risks and improve operational efficiency.• Designed and implemented interactive financial dashboards and machine learning development platforms using Python, Streamlit and modern web technologies, including front-end languages (HTML, CSS, JavaScript), to enhance real-time monitoring and analytical capabilities.• Collaborated with cross-functional teams to develop and implement machine learning algorithms to improve forecasting accuracy and drive business growth.• Conducted quantitative analysis and modeling to inform business decisions and identify sources of model risk. Designed and developed interactive dashboards using Streamlit for real-time monitoring of financial metrics.• Lead member of model risk governance committee reporting status of model validation cycle and recommendations from validation studies to senior stakeholders, maintaining model inventory and enforcing model risk management policies and procedures.• Represented the Bank at regulatory consultations regarding all aspects of the model risk management function.

Beverly Hills, Ca, Us

• Head of model validation team responsible for monitoring and coordination of model validation standards and processes, managing team members and external vendors.• Developed and implemented risk management strategies to mitigate financial risks and improve operational efficiency.• Designed and implemented interactive financial dashboards and machine learning development platforms using Python, Streamlit and modern web technologies, including front-end languages (HTML, CSS, JavaScript), to enhance real-time monitoring and analytical capabilities.• Collaborated with cross-functional teams to develop and implement machine learning algorithms to improve forecasting accuracy and drive business growth.• Conducted quantitative analysis and modeling to inform business decisions and identify sources of model risk. Designed and developed interactive dashboards using Streamlit for real-time monitoring of financial metrics.• Lead member of model risk governance committee reporting status of model validation cycle and recommendations from validation studies to senior stakeholders, maintaining model inventory and enforcing model risk management policies and procedures.• Represented the Bank at regulatory consultations regarding all aspects of the model risk management function.

London, Gb

• Conducted independent quantitative validation reviews of high materiality banking book wholesale credit (PD, LGD, EAD), market risk, liquidity risk and EC framework (VaR, expected shortfall) models employed across corporate and investment banking businesses, in addition to CCAR and DFAST stress testing models. Identified sources of model risk focusing on model build data quality; model design conceptual soundness; model implementation; periodic model performance evaluation; and consistency with regulatory requirements.• Communicated findings and recommendations to senior management based on statistical analyses, comprehensive model reports and presentations.• Lead the development and promotion of new models and validation practices based on machine learning technologies to increase efficiency and improve prediction accuracy.• Represented the Bank at regulatory consultations regarding all aspects of the model risk management function.• Managed team members and approved validation reports.

Armonk, New York, Ny, Us

signed, implemented and validated credit and market risk modeling solutions for insurance and asset manager clients based on regulatory capital measurement and management requirements.• Provided technical expertise and advice to clients on complex issues, including the modeling and pricing of plain and complex financial instruments; Monte Carlo simulations and importance sampling methodologies; and rating system validation strategies.• Contributed to overall product direction, testing strategies and technical documentation within the Global Support Services business.• Managed team members and approved validation reports.

• Managed coverage of €400 million credit investment portfolio in chemicals, metals & mining, gaming & leisure, transport & logistics, and ecological sub-sectors.• Actively identified and analyzed attractive investment opportunities in the primary and secondary European high yield debt markets for leveraged loans, mezzanine debt and corporate bonds.• Produced succinct and comprehensive analysis supported by a valuation model with an emphasis on default likelihood and recovery valuation calculations. Presented recommendations to senior stakeholders and Investment Committee with a focus on relative value across the industry and obligor capital structure.• Compiled investor market commentaries and portfolio review reports.

London, Gb

• Managed coverage of $300 million global investment portfolio in long-short, distressed and relative value arbitrage credit hedge fund strategies.• Actively identified and analyzed credit-focused hedge fund managers with attractive alpha generating characteristics.• Produced succinct and comprehensive fund reports and recommendations for presentation to senior stakeholders and Investment Committee.• Compiled investor market commentaries and portfolio review reports.

London, Gb

• Managed coverage of UK Construction & Building Materials equity sector.• Constructed corporate valuation models from forecasted profits and cash flows based on industry and business performance risk driver analysis.• Produced succinct and comprehensive stock reports and recommendations for presentation to senior stakeholders and Investment Committee.

Msc, Mathematics

M.Math (Masters Hons), Mathematics

Education record