Daniel MayenbergerCIB Data, Analytics & AI at J.P. Morgan
Daniel Mayenberger has in-depth quantitative expertise across asset class and is an experienced leader of large global teams. He works at JPMorgan on selling and developing digital products and complex business solutions for corporate clients, based on AI and quantitative methods across asset classes. At Barclays, as European Head of Large Model Frameworks, he covered model applications such as ICAAP, firm-wide stress testing, IFRS9, VaR, pricing models, counterparty credit, economic capital, treasury/liquidity and artificial intelligence/machine learning, defining the framework standards for these model applications to ensure their effective integration into the firm’s business and the consistency of modelling standards globally. Before joining Barclays, Daniel worked at Credit Suisse as Global Head of Portfolio Model Risk Management, leading a global team for CCAR, firm-wide stress testing, ICAAP, economic capital, liquidity and treasury models. He developed the model framework for stress testing models and covered the public 2018 CCAR submission which the bank passed for the first time. Prior to that, he was Head of Enterprise Model Risk Methodology at Bank of America, devising top-level business strategies for models used to underwrite $1.1tn in credits, manage $900bn of mortgage servicing rights and price a $1.8tn derivatives portfolio. Before that, Daniel held positions in Portfolio Risk Management at Deutsche Bank and Financial Risk Management at KPMG. He frequently speaks at high-profile international conferences on the latest methodologies such as artificial intelligence and machine learning. Daniel holds a doctorate in Pure Mathematics from the University of Trier and an Executive MBA with distinction from the London Business School.