Nasir is managing partner of Basinghall Analytics and currently leads strategy of the firm, business and solution development.
He specialises in stress testing and reverse stress testing, model risk, recovery planning and resolution, capital and liquidity regulation and previous positions include: Banking book quant at Royal Bank of Canada, trading book quant at Toronto Dominion bank, Director at Arthur Andersen, Partner at EY, MD at BlackRock, Advisory Lead Partner at Parker Fitzgerald.
Nasir has worked on such notable projects as: Implementation of a stress testing orchestration platform, implementation of a new model risk methodology and tool, design of supervisory framework at UK regulator. He has a MSc in Theoretical Physics and PhD in Mathematics from the Swiss Federal Institute of Technology in Lausanne (EPFL).
Horst is partner of Basinghall Analytics and currently leads offering on model lifecycle including model risk.
He specialises in risk modelling, model risk with expertise across the full lifecycle, risk architecture and previous positions include: VP Market Risk Analytics at Citi, Head of Counterparty Credit Risk Analytics at HSBC, MD at HSBC.
Horst has worked on notable projects including developing the counterparty credit risk model and obtaining IMM regulatory approval in multiple jurisdictions, establishing model monitoring across the full spectrum of risk models for regulatory capital frameworks (IRB, IMA, IMM) and impairments (IFRS9) and has a PhD in Theoretical Physics from the University of Cambridge.