Alan Forrest

Advisory Senior Manager, Model Risk Oversight at Virgin Money

Speaker

Alan Forrest is Advisory Senior Manager in the Model Risk Oversight team at Virgin Money UK, overseeing the validation and governance of all models in the bank, from IRB, IFRS9 and Stress Testing, to Fraud, Operational Risk and Pricing.

He has over 20 years’ experience in validation and development of risk models in UK banks. He has contributed actively to industry developments in Low Default Portfolios, and in regulation and quantification of Model Risk, and is a member of the Board of the Model Risk Managers International Association (MRMIA).

Before moving into Financial Services in 2002, he was a professional Pure Mathematician with over 10 years’ international lecturing, research and post-doctoral experience.