Services
Video meeting . 15 mins
Video meeting . 30 mins
About me
As a Director - Senior Model Validation Analyst at UBS, I have over 8 years of experience in model development, model review, challenge, governance, and regulator support with a strong background in macroeconomics, time series analysis, and stochastic modeling.
I worked in the team of the model validation and governance for UBS Europe SE, covering counterparty credit risk and algorithm trading models. I also construct and forecast macroeconomic scenarios for the LIBOR-SOFR transition project in Credit Suisse. I work with various stakeholders, such as regulators, auditors, model developers, and senior management, to ensure the soundness, compliance, and performance of the models.