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Tom is an Associate Partner and UK leader of Risk Dynamics. He has extensive experience in model advisory within Financial Services focussed on Model Risk Management and Model Validation.
Tom serves major global and European banks across a range of model risk topics, including large-scale model validation outsourcing, development of model risk management frameworks and remediation of model validation standards in response to regulatory feedback. He has supported several banks through successive CCAR cycles covering market risk, credit risk and PPNR validation.
Tom holds an MA in Mathematics from the University of Cambridge and is a Fellow of the Institute of Actuaries.