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Daniel is the European Head of Large Model Frameworks at Barclays, covering model applications such as ICAAP, firm-wide stress testing, IFRS9, VaR, pricing models, counterparty credit, economic capital, treasury / liquidity and artificial intelligence / machine learning. He defines the framework standards for these model applications to ensure their effective integration into the firm’s business and the consistency of modelling standards globally.
Before joining Barclays, Daniel worked at Credit Suisse as Global Head of Portfolio Model Risk Management, leading a global team for CCAR, firm-wide stress testing, ICAAP, economic capital, liquidity and treasury models. He developed the model framework for stress testing models and covered the public 2018 CCAR submission which the bank passed for the first time. Prior to that he was Head of Enterprise Model Risk Methodology at Bank of America, devising top-level business strategies for models used to underwrite $1.1tn in credits, manage $900bn of mortgage servicing rights and price a $1.8tn derivatives portfolio. Before that, Daniel held positions in Portfolio Risk Management at Deutsche Bank and Financial Risk Management at KPMG.
Daniel holds a doctorate in pure mathematics from the University of Trier and an Executive MBA with distinction from London Business School.