Federico G.
Director at Ubs
Based in Zurich, Switzerland
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Seniority
Director
Department
General Business & Management
Location
Zurich
Industry
Financial Services
Company size
118K
Contact information
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f•••••••@ubs.com
Phone
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Background
About Federico G.
I have 10 years' experience within the Financial Services industry, focusing on development and validation of internal risk models, quantitative analysis, development of analytical tools and databases. I have supported global banks and insurances to develop, validate and audit operational risk models (AMA models), credit risk models (AIRB, IFRS 9, US GAAP CECL models) and risk aggregation models. I am proficient with the common tools for risk modelling such as SAS, R, Matlab and SQL.
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