I am an experienced professional who is both :
A fully qualified actuary specialising in banking and investments
An engineer/computer scientist with years of development experience
I am available to provide consulting services to the finance industry, in particular around risk and treasury.
My current interests are modelling, in particular application of machine learning and intelligence. I am keen to help companies develop tools to improve their intelligence and learn how to use (and not use) technology in their strategic decision making.
I am based in Melbourne Australia
I can work anywhere in Australia or Remotely
Financial Risk Measurement and Modelling.
I have built and validated/reviewed a number of different risk models, covering credit, markets and treasury (non-traded market risk).
Financial Investment Modelling.
I have reviewed and helped analyse many investment processes and investment models. I have worked across a wide range of models including performance measurement, risk scenario modelling, dynamic asset allocation and economic indicator measures.
Risk Review
I have solid understanding of banking across credit and markets. This enables me to provide high level advice on risk management, from establishing risk appetite through to policy development.
