Most Relevant Education
London Metropolitan University
PhD doctorate in Economics: Macroeconomics, Interest Rates and Markets Modelling, Estimation and Forecasting Simulation
London Metropolitan University
MSc Financial and Economic Forecasting: Adv. Micro and Macro-Economics, Markets Modelling & Forecasting, Econometrics and Derivatives
Most relevant Experience
Macroeconomist: Expected credit loss (ECL) risks: ICAAP. IFRS-9 analytics, geopolitical and macroeconomic risks: geopolitical, unemployment and financial crashes risks historical data analysis, scenarios stress test models forecasts, capital markets risk factors valuation sensitivity/impact and asset portfolio loss propagation estimations numeric and graphic internal and regulatory reports production and presentation
Markets risks, FRTB risk factors loss, P&L and VaR tests graphs & regulatory reports
Public & govt. sectors: UK gov. DEFRA and Scottish Gov.: business grants policy analysis: BI analytic business performance reporting, Cost-benefit economic analysis of food and agricultural businesses,
Macroeconomic: monetary & fiscal policy modelling, central bank inflation targeting stochastic multi-criteria optimisation, Monte-Carlo simulation and forecasting. This was data-science applied in monetary macroeconomics modelling, stochastic forecasting and shock risk stress testing with Matlab software tools development as a:
Research Fellow at London Metropolitan University, and a Consultant at CEPREMAP/Dynare, Paris, Fr. 2008-2011), including article publications such as on inflation targeting MP rules and unemployment targeting Fiscal Policy Rules.
Investment and wealth management: portfolio risk optimisation, asset trading platforms, model portfolio matching and future value projection (Funds-Direct Lon. 2004-2005, ABN/Amro Ams. 2007-2008)
Other Relevant Experience:
Logistics and Transport: Predictive enterprise BI DWH business performance analytics: Maersk (Dk,2011),
Lecturer:
Analysis of Business: quantitative methods and forecasting (Anglia-Ruskin, Cambridge, p/t, 2013),
Business Systems Analysis (SISCOM, Lambeth Council. London, f/t 1993-1994),