As a Corporate Risk Auditor at Bank of America, I leverage my PhD in Finance and more than 10 years of experience in capital markets, market risk, and data science to conduct in-depth audits of critical models, including those for AML, economic sanctions, and fraud detection. I assess and enhance the model risk management framework within the organization and collaborate closely with stakeholders across various departments to ensure a thorough understanding of model-related risks.
I have a passion for applying AI, deep learning, machine learning, and data analysis to solve complex financial problems and improve business outcomes. I have led and supported market risk analytics projects in multiple areas, such as FRTB, CCAR, and LIBOR transition, at Citi, where I developed market risk models critical for quantifying the market risk exposures of the trading book and calculating regulatory capital. I have also completed various quant projects and peer-reviewed articles using Python, R, MATLAB, Stata, SQL, Git, Tableau, and Microsoft PowerBI. I am a member of the Financial Management Association, and a class (MiF 2016) ambassador of London Business School.