Patrick K. Email and Phone Number
Quant / quant manager with 15+ years financial modeling experience. Prior experience in applied machine learning and software development.• Model design, building, testing and validation• Expert knowledge of derivative pricing models and valuation adjustments• Excellent verbal and written communication• Highly mathematically skilled• Effective at building and maintaining collaborative relationships across functions and across global regions• Pragmatic problem-solver with a broad perspective and a process mindset
Wells Fargo
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Director, Counterparty RiskWells Fargo 2018 - PresentSan Francisco, California, Us
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Director, Senior Quantitative Finance Analyst (Global Quant Group / Quantitative Strategies Group)Bank Of America Merrill Lynch 2013 - 2017Charlotte, Nc, UsDeveloped model enhancements and new modeling approaches for “Valuation Adjustment” models (CVA, FVA, etc.) used for "Counterparty Portfolio Management" (CPM) of cross-asset portfolios of derivatives, based on changing business, market, and regulatory requirements. -
Director, Quantitative Finance Manager (Head Of Equities Model Validation / Model Risk Management)Bank Of America Merrill Lynch 2010 - 2013Charlotte, Nc, UsBuilt and managed a global team of 5-6 quants (mostly Ph.D. mathematicians and physicists) responsible for model risk management (including effective challenge) of all equity and equity-hybrid derivative pricing models. Oversaw model validation of all new models and model changes, cross-functional monthly Model Control Working Group and Annual Model Reviews, and represented Model Risk Management in regulatory examinations (OCC, Federal Reserve, FSA).
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Vice President, Senior Quantitative Finance Analyst (Model Validation)Bank Of America Merrill Lynch 2003 - 2010Charlotte, Nc, UsValidated (including independent model implementation) dozens of complex derivatives pricing models across virtually all asset classes. Developed modeling recommendations for new derivative structures and underlyings. Advised market risk managers and traders on risks of new products and models. Mentored junior team members in derivatives modeling and model validation.
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Quantitative AnalystTorshen Capital Management Llc 2002 - 2003Chicago, Illinois, UsDeveloped portfolio-management decision-support tools for fund-of-funds hedge fund.
Patrick K. Education Details
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University Of ChicagoFinancial Mathematics -
University Of ChicagoMathematics
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University Of Illinois Urbana-ChampaignMathematics
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Illinois Mathematics And Science AcademyHigh School
Frequently Asked Questions about Patrick K.
What company does Patrick K. work for?
Patrick K. works for Wells Fargo
What is Patrick K.'s role at the current company?
Patrick K.'s current role is Quantitative Finance Manager | Counterparty Credit | Front Office | Model Risk | CVA | Equity Derivatives | Credit Derivatives | Commodities.
What schools did Patrick K. attend?
Patrick K. attended University Of Chicago, University Of Chicago, University Of Illinois Urbana-Champaign, Illinois Mathematics And Science Academy.
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