As a Corporate Risk Auditor at Bank of America, I bring a PhD in Finance and over a decade of expertise in capital markets, market risk, and data science. My role involves conducting comprehensive audits of critical models, including those for anti-money laundering (AML), economic sanctions, and fraud detection. By assessing and refining the organization’s model risk management framework, I collaborate with cross-departmental stakeholders to ensure a holistic understanding of model-related risks and drive operational excellence.
I am passionate about leveraging AI, deep learning, machine learning, and data analysis to address complex financial challenges and optimize business outcomes. At Citi, I spearheaded and supported market risk analytics projects across key initiatives such as FRTB, CCAR, and the LIBOR transition. My work included developing essential market risk models for quantifying trading book exposures and calculating regulatory capital.
My technical expertise spans a wide array of tools and programming languages, including Python, R, MATLAB, Stata, SQL, Git, Tableau, and Microsoft Power BI. I have successfully completed various quantitative projects and contributed to peer-reviewed publications.
I am a Certified Anti-Money Laundering Specialist and an active member of the Financial Management Association. Additionally, I serve as an ambassador for the London Business School’s Masters in Finance 2016 cohort, reflecting my commitment to fostering professional networks and knowledge sharing.