Peter Dobranszky

Background

About Peter Dobranszky

I am a senior manager at the BNP Paribas Group. I manage and motivate a group of experts and talents. They are all quants with financial modelling background. We are in charge of model risk management as second line of defence. My group’s activity covers three main areas: market risk, counterparty risk and valuation risk, including also xVA risk and margining methodologies. I oversee also insurance risk methodologies. The team members are based in Paris, London, New York, Brussels, Madrid, Bucharest and Montreal. We have built a franchise of model risk management services advising senior management, supervisory authorities, as well as serving internal clients requiring model risk assessments for existing or new models. I have articulated the global model risk management policy of the bank. Furthermore, I manage the supervisory affairs of the BNP Paribas Group concerning market and counterparty risk methodologies.Since joining the BNP Paribas Group in January 2006, I have been continuously building up model validation and model risk management expertise. I was serving in a management role as director as from 2010. I joined an internal leadership programme in 2011. In 2013, I was elected as senior expert within the risk department. In 2015, I joined also an advanced talent programme. I am hard working and I lead by example. I am committed, agile, benevolent, and I continuously seek for improvements adapting changes. In my work, I am dedicated to quality, reliability and consistency. I am capable of dealing with complex systems of models, activities and organisations. Before joining BNP Paribas, I have accomplished various studies and researches in quantitative finance. I started my career as a consultant and I was trained accordingly. Between 2009 and 2013, I was a frequent speaker and trainer at major quantitative finance conferences.