CONSULTING ENGINEER
Warren has nine years of experience as a consulting engineer, specializing in delivering strategic work for the Market and Counterparty risk departments of the world's top investment banks in Paris and London.
His background as a Senior Financial Services Risk Management Quantitative Advisor at a Big Four company in London allowed him to work mainly on the identification, quantification, and mitigation of model risk.
Throughout his career as a consulting engineer, he developed the qualities of rigor, team spirit, and initiative, as well as solid analytical skills.
Also, his knowledge of risk measures (VaR, ES, EAD, EEPE, CVA, etc.), derivatives (rates, stocks, etc.), and associated pricing, as well as his mastery of the main development languages, allow him to be a proposal strength for the teams with which he collaborates.
In a nutshell, he has specialist-level expertise in modelling and banking risks and a deep knowledge of the regulatory initiatives that have been re-shaping the financial industry since 2008.
