Fares Triki

Head of Model Risk Management at MUFG EMEA

Speaker

Fares Triki is currently Head of Model Risk Management at MUFG EMEA. He has responsibilities of Model Risk Management and Model Validation and is Chair of the EMEA Model Oversight Committee.

Fares has an extensive risk and pricing quantitative modelling experience with more than 15 years in the banking and finance industry. He previously worked at BNP Paribas, Fitch Ratings, Credit Suisse, Markit, and Banque de France, in quantitative measurement of products and risks, in topics ranging from market, counterparty and credit risks to systemic risks and macroprudential regulations.

He holds an MPhil in Economics, an MSc in Finance, and is graduated from a leading institution in science and technology from Institut Polytechnique de Paris.