Consultant
CurrentAs a consultant at Quaternion Risk Management, I have experience working as a quantitative analyst and with development work while consulting in Tier 1 and 2 Investment Banks. In these roles, I have worked on model validation and development, as well as backtesting for quantitative risk models making sure that they meet regulatory expectations. I have performed extensive data analysis on large data sets using Python and Excel and gained experience in credit/equity risk and ISDA SIMM models.