Fares Triki work email
- Valid
- Valid
Fares Triki personal email
I'm currently Head of Model Risk Management looking after Model Validation and Model Governance of all models in use in MUFG EMEA where I also chair the Model Oversight Committee and am member of the AI Governance Working Group.I have an extensive experience in the banking and finance industry during which I have successively managed diverse challenges in quantitative risk measurement, in risk systems transformations, in quantitative modeling of financial products, and recently in model risk governance and in model validation.I have studied a wide range of specialization subjects and have always reached the highest distinction and honours. I hold an MPhil in Economics, an MSc in Finance, and graduated from a leading institution in science and technology from Institut Polytechnique de Paris.
-
Head Of Model Risk Management, EmeaMufg Oct 2019 - PresentChiyoda-Ku, Tokyo, Jp -
Consultant - Market Risk MethodologyMufg Securities Emea Plc Mar 2019 - Oct 2019Working on transforming current Market risk system design and methodologies to account for the new FRTB regulation rules (IMA). -
Consultant - Market Risk MethodologyBnp Paribas Sep 2017 - Aug 2018Paris, FrConsultancy for BNP Paribas project of upgrading current VaR and ES methodology to use a historical local volatility returns model. -
Consultant - Credit Risk MethodologyBnp Paribas Feb 2016 - Sep 2017Paris, FrConsultancy for BNP Paribas project of upgrading the CCR simulation methodology following the regulator's request: Designing and implementing a stochastic FX volatility surface risk factor, and stochastic IR spreads (xCCY and OIS) risk factors.
-
Consultant - Market Risk MethodologyCredit Suisse Apr 2015 - Feb 2016Zurich, ChConsultancy for Credit Suisse project of designing and prototyping a new FRTB DRC (Default Risk Charge) Internal Model for Market Risk to replace the existing IRC. -
Consultant - Credit Risk MethodologyMufg Jul 2011 - Jul 2014Chiyoda-Ku, Tokyo, JpConsultancy for MUSI project of building a new Counterparty Credit Risk system CRD IV - Basel III IMM Waiver compliant. The assignment was a balance of quantitative modeling (all methodologies related to the credit risk, mainly PFE, but also IRC, EC and CVA), and of SME tasks to bring the project to completion working closely with all stakeholders and building relationships across the organization.
-
Head Of Quantitative Research In LondonMarkit Securities Finance Mar 2010 - Jul 2011London, GbContinuous improvements of the methodologies of the Counterparty risk, the Market risk, and the xVA solutions offered to investment banks additionally to the design of new regulation driven solutions. -
Macro Finance Expert (Financial Stability Directorate)Banque De France Jan 2009 - May 2009Paris, FrEstimating the impact of new macro prudential regulations for investment banks after the financial crisis. -
Quantitative AnalystFitch Ratings Jan 2007 - Aug 2008New York, New York, UsThe estimation of Ratings and PDs, the modelling of complex credit derivatives, the model review for clients (banks and buy-side) products for Rating, and the measuring of CDS market liquidity. -
Application Leader - Designer/DeveloperCapgemini Nov 2003 - Jun 2005Paris, France, Fr -
R&D EngineerIbm Apr 2002 - Dec 2002Armonk, New York, Ny, UsInternship for Telecom Paris Diploma obtention
Fares Triki Skills
Fares Triki Education Details
-
University Of Paris I: Panthéon-SorbonneMarcoeconomics -
Essec Business SchoolFinance
-
Télécom ParisSignal Processing And Software Engineering
Frequently Asked Questions about Fares Triki
What company does Fares Triki work for?
Fares Triki works for Mufg
What is Fares Triki's role at the current company?
Fares Triki's current role is Head of Model Risk Management, MUFG EMEA.
What is Fares Triki's email address?
Fares Triki's email address is fa****@****iki.org
What schools did Fares Triki attend?
Fares Triki attended University Of Paris I: Panthéon-Sorbonne, Essec Business School, Télécom Paris.
What skills is Fares Triki known for?
Fares Triki has skills like Financial Markets, Risk Management, Basel Iii, Quantitative Research, Quantitative Analytics, Quantitative Finance, Numerical Analysis, Software Development, Macroeconomics, Economic Modeling, Econometrics, Project Management.
Free Chrome Extension
Find emails, phones & company data instantly
Aero Online
Your AI prospecting assistant
Select data to include:
0 records × $0.02 per record
Download 750 million emails and 100 million phone numbers
Access emails and phone numbers of over 750 million business users. Instantly download verified profiles using 20+ filters, including location, job title, company, function, and industry.
Start your free trial