Dimitrios Asvestis

Head of Traded Risk Model Validation at Barclays

Speaker

Dimitrios has over 18 years of experience in various quantitative roles, most recently as the Head of Traded Risk Model Validation at Barclays covering Market risk, Counterparty risk and trading book stress testing models. He is also responsible for Model Risk Measurement, focusing on methodologies to assess model uncertainty for the key risk metrics of the bank. Prior to that, he worked at Deutsche Bank where he worked in Counterparty and Market Risk model development before moving to Model Risk Management to lead various teams (model validation, framework design, automation). He holds an MSc in Finance from The London School of Economics.