- We have been very fortunate to work with many bright and smart people over the years. Some of these people have now joined the firm
- Our network of people includes banking and trading book quants, ex-regulators, specialist in stress testing, resolution and recovery planning, ALM/Treasury and consultants who have successfully delivered large complex programmes
- Our specialist network spans the UK and central Europe
- Clients continually tell us they want consultants who understand the subject matter and their business and who are then able to provide pragmatic and grounded solutions. This is what we call SME-based consulting
- Our consultants:
- provide subject matter expertise in specific topics rather than generalist skills and typically have 15+ years of experience in modelling, data and systems and technical aspects. Over the years, they have seen regulation evolve and have mastered the details
- typically combine consultancy and line management experience in banks
- have worked across the world
- are able to connect with clients as individuals and able to adapt their working style to their organisation.
Our Leadership Team
Adding value through proven specialist experience
Dr. Nasir M. Ahmad – Managing Partner
Current role: leads strategy of the firm, business and solution development
Specialisms: quantitative modelling, stress testing, RRP, capital and liquidity regulation, project management of large programmes
Notable projects: EBA repair programme (new default definition) in the Nordics, design of supervisory framework at UK regulator, stress testing at two large UK banks
Previous positions include: banking book quant at Royal Bank of Canada, trading book quant at Toronto Dominion bank, Director at Arthur Andersen, Partner at EY, MD at BlackRock, Advisory Lead Partner at Parker Fitzgerald
Education: MSc in Theoretical Physics and PhD in Mathematics from the Swiss Federal Institute of Technology in Lausanne (EPFL).
Dr. Horst Kausch – Partner
Current role: leads offering on model lifecycle including model risk
Specialisms: risk modelling, model risk with expertise across the full lifecycle, risk architecture
Notable projects: developing the counterparty credit risk model and obtaining IMM regulatory approval in multiple jurisdictions, establishing model monitoring across the full spectrum of risk models for regulatory capital frameworks (IRB, IMA, IMM) and impairments (IFRS9)
Previous positions include: VP Market Risk Analytics at Citi, Head of Counterparty Credit Risk Analytics at HSBC, MD at HSBC
Education: PhD in Theoretical Physics from the University of Cambridge.
Dr. Colin Lawrence – Senior Strategic Adviser
Current role: leads strategy of the firm and introduces the firm to senior market players
Specialisms: financial regulation, trading business, derivatives, business models, stress testing, RRP
Notable projects: managed a new division at UK regulator to validate quantitative modelling and regulatory risk across all banks and insurers, implementation of business model design and its linkage to stress testing and resolution planning
Previous positions include: MD at UBS, MD at Barclays, Director of the Risk Specialist Division at the Prudential Regulatory Authority, and senior adviser to the Deputy Governor of the Bank of England, Partner at EY, Partner at Parker Fitzgerald
Education: PhD in Economics from The University of Chicago.
Andrew Parr – Partner
Current role: leads the retail banking solutions for the firm
Specialisms: credit risk, model risk, IRB, IFRS 9, stress testing, operational modeling, regulation, project management of large programmes
Notable projects: IRB model development at four UK institutions, implementation of a new data platform for a UK building society, IFRS 9 and stress testing development and implementation
Previous positions include: senior manager at Lloyds TSB, Head of Secured Credit Risk and Head of Unsecured Credit Risk at Nationwide, Head of Decision Analytics at Yorkshire Building Society, Chief Credit Officer at West Bromwich
Education: BSc in Mathematics from the University of Liverpool.
John Brent – Partner
Current role: leads stress testing and RRP solutions
Specialisms: stress testing, market risk in credit products and equities, risk framework and system design
Notable projects: stress testing at large UK bank, market risk integration at large EU bank, design of country risk framework, implementation of an agile top-down stress testing system
Previous positions include: Risk Specialist at the Financial Services Authority, Head of Credit Trading and Structured Credit at ABN Amro, Head of Equities Market Risk at RBS, Head of Stress Testing Policy and Model Governance at HSBC
Education: MA in Economics from the University of Cambridge.
Nenad Mrksa – Partner
Current role: lead for Switzerland and asset management solutions
Specialisms: treasury (business and risk aspects), capital management, asset management, private banking, structured finance, risk oversight, complex transactions
Notable projects: implementation of ALM and capital reporting for the board, setting-up risk oversight function for trading & sales, covered bonds programme implementation
Previous positions include: Head CHF Funding at CS, Board Member of CS (Mortgages) AG, Head Corporate Actions at CS, Head regulatory & economic capital in private banking, Fixed Income COO at CS Zurich, Treasury analyst at Paribas
Education: MA in Economics from the University of Geneva.
Dr. Per-Goran Persson – Partner
Current role: leads treasury and ALM offering
Specialisms: treasury and risk management with focus on banking regulation, quantitative analysis and capital management
Notable projects: design and implementation of RAROC models, IRRBB and FX risk analysis and reporting, modelling of non-maturing deposits, build of risk oversight function for non-traded market and liquidity risk for APAC
Previous positions include: Head of Capital Management at UBS, Head of Market Risk Treasury and Private Banking Wealth Management, Head of Treasury Risk at Credit Suisse
Education: MBA and PhD in Economics from the Stockholm School of Economics.
Dr. Dario Cziraky – Partner
Current role: leads trading book solutions and IBOR response
Specialisms: quantitative modeling across pricing and risk, prudential regulation, system implementation
Notable projects: ICAAP for traded, banking and securitised products, IFRS9 model development and implementation, FRTB impact assessment and implementation, development of models for pricing interest rates derivates with alternative reference rates
Previous positions include: Managing Director at Quantas, Head of Quantitative Advisory Services at Parker Fitzgerald, and Director at PWC
Education: PhD in Statistics from the London School of Economics.
Our Hiring Process
The process is simple: we focus on academic qualifications and industry subject matter expertise
We accept CVs from applicants throughout the year and ask you to contact us. Should we have an open position and your experience meets our requirements, we will contact you to meet one of our team.