Market risk stress testing
James is an accomplished financial services risk and treasury practitioner with over 20 years’ experience of building tools and processes, and using them to motivate balance sheet and risk profile changes. He led Risk Analytics, Credit Portfolio Risk Management and Liquidity Modelling teams in a major UK bank, before joining Baringa Partners to lead their Risk Advisory practice. James now works with a wide range of FS clients to support them in understanding and delivering strategic change to their risk management capabilities. Bringing together Baringa’s Energy and FS capabilities, James has increasingly worked with UK banks and insurers to support them in building climate change risk management capabilities.
Vassilis is a Senior Risk Specialist specialising in Non-Financial risk management. He has over 13 years’ experience in the Banking and Capital Markets sectors having previously worked at FCA, EY and globally significant Banks. Throughout his career he has been involved in the design and implementation of ICAAP frameworks, supervision of risk management practices of major UK financial institutions and development of capital calculation / optimization engines for credit and operational risk.
Sebastian leads the Credit Risk Methodology team within firm’s Quantitative Advisory Services. He specialises in quantitative analytics, credit risk modelling, macroeconomic forecasting, machine learning and data analytics. He has 11 years’ of quantitative analytics experience working for top tier UK and global banks, aerospace and defence, telecommunication and technology companies. Sebastian worked in credit risk modelling, model validation, and stress testing across retail and wholesale banking, as well as delivered a large scale data mining and machine learning projects.