David Philips

Head of Traded Risk Measurement at Bank of England

Speaker

David Phillips leads the Traded Risk model team at the Prudential Regulation Authority (PRA), which is responsible for supervising banks’ use of market risk and counterparty credit risk internal models. He is closely involved in the Basel Market Risk Group, which worked on the new rules for market risk as part of FRTB. David joined the PRA in 2015, prior to which he worked in industry for over 20 years, in roles relating to model development, model validation, and risk management. He holds a PhD in Mathematics from Imperial College, London.