Location | London, United Kingdom |
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Work |
Senior Vice President / Head of Audit Citi Greece - Citigroup Internal Audit - Model Risk Management @ Citigroup
Vice President - Citigroup Internal Audit - Model Risk Management @ Citigroup
Vice President- Barclays Internal Audit (BIA) - Quantitative Risk @ Barclays Bank PLC
Manager- Barclays Internal Audit (BIA) @ Barclays Bank PLC, London, UK
QUANTITATIVE RISK ANALYST @ Banco Santander UK
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Education |
PhD, Applied Econometrics @
University of Reading
Master of Science (MSc), Economics and Marketing, Distinction @
The University of Reading
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About |
I am passionate about… Specialties: PhD in Applied Econometrics - Quantitative Analysis – Econometric Modelling, University of Reading, UK. Application of recent advances in stochastic simulation techniques (Markov Chain Monte Carlo simulation – MCMC). Use of newly developed statistical algorithms (e.g. Gibbs Sampler, Metropolis Hastings). Expert use of up to date software packages (e.g. GAUSS, MATLAB, SAS). Senior see more |