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Erdem Ultanir
Quantitative Credit Risk Analytics Lead at Barclays


Erdem has been building quantitative finance models for a decade. He is currently managing a quant team building credit risk models for Barclays Corporate and Investment Bank. He started his finance career in Morgan Stanley fixed income research. Later he led credit and counterparty risk quantitative research from 2010 to 2013 in MSCI, and produced risk model solutions for multinational banks. Prior to his current role, he was with BNP Paribas building cross-asset counterparty risk scenarios.

Agenda Sessions

  • Natural Language Processing to estimate indicators for Risk and Portfolio management