Leading a team of quant risk specialists developing firm-wide economic capital models covering primary and consequential risks covering e.g. credit, market, operational and pension risk. Expertise on portfolio models/ modeling dependence structures within and across risk types. Managing models across the full model development lifecycle.

Leading a team of quant risk specialists performing independent model validation of all UBS credit & issuer risk models excl. counterparty credit risk. Model expertise on probability of default, loss given default, credit conversion factors across various product/ counterpary types as well as credit portfolio models, credit stress testing, real estate valuation, scenario generation and models used for Incremental Risk Charge.

Performing independent model reviews for various UBS Investment Bank risk models including Market Risk VaR, IRC, IB counterparty ratings