Executive Director, Financial Risk
Frederic is a Partner in Deloitte Risk Advisory practice based in Singapore, covering the Financial and Regulatory Risk advisory services. He has more than 20 years of multidisciplinary experience in risk management, regulatory compliance and internal/external audit in the banking and asset management industry. Frederic also leads the Model Risk Management services in Singapore for the Financial Industry.
most recently Head of Model Validation & Risk Methodology
Australia & New Zealand Banking Group (ANZ)
Dishell has over 15 years’ experience in Model Validation & Market Risk. In his most recent role at ANZ, he was the Head of the Model Validation & Market Risk Methodology team. The team focuses on the validation of cross-asset Pricing & XVA models; primarily in Interest Rates, Foreign Exchange & Commodity derivatives asset classes. Other responsibilities included formulating Risk Methodology for Counterparty Credit Risk, Traded Market Risk (VaR) & Interest Rate Risk in the Banking Book (IRRBB) as well as development of the Counterparty Credit Risk Analytics platform. Dishell also has experience in managing the XVA Markets Risk team, assisting the business in initiatives such as recognising FVA, developments with CVA and playing a leading role in regulatory reform initiatives, including the roll-out of the Standardised Initial Margin Model (SIMM) and Standardised Approach to Counterparty Credit Risk (SA-CCR).
Prior to ANZ, Dishell has held a number of Senior Model Validation and Market Risk Management roles at other financial institutions including BNP Paribas, Lazard Asset Management and Dresdner Kleinwort Wasserstein. He’s also had the opportunity to work in various cities across the globe including London, New York, San Francisco, Frankfurt and he is currently based in Singapore.
Anca Maria Alvirescu
Senior Data Scientist, Financial Risk
Anca Maria Alvirescu is a senior data scientist in Deloitte Risk Advisory and Financial Risk practice with many years of experience in France and UK. Her work consists in applying innovative techniques to credit risk management, notably for credit risk measurement and quantification topics. She also leads the research around the quantification of model risk using Machine Learning techniques.