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Alan Smillie is Head of Capital & Rating Methodology at Nomura, responsible for the development and maintenance of the firm’s Economic Capital methodology, Credit Rating Scorecards and a range of other risk models. Alan is also a subject matter expert on FRTB.
Prior to joining Nomura in 2010, Alan worked in Risk Analytics at Citigroup for five years, where he covered market risk and economic capital modelling. Alan holds a PhD in Quantitative Finance from Imperial College, London.