Daniel specialises in Market Risk and valuation models. Daniel is Deloitte’s global Market Risk technical lead. Daniel has been working on the detailed implementation and implications of FRTB since 2014 across a number of global investment banking clients. He has developed a market-leading capital analysis toolkit that allows banks to identify key drivers of RWA under IMA and SA and draw conclusions on programme prioritisation, desk structure and trading and hedging strategies. Daniel also supports banks with valuation model development and model risk management frameworks.
Prior to working on Deloitte’s Traded Risk team, Daniel worked in Forensic Analytics, using cutting edge machine learning and language processing techniques to help clients identify fraud.
Daniel holds the Certificate in Quantitative Finance with distinction, and is a qualified Professional Risk Manager. He studied Mathematics at the University of Cambridge.