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RiskMinds International
November 2022
Location TBC

Frank Gerhard
Solution Associate Partner at McKinsey & Company

Profile

Frank develops & implements effective risk management solutions through digital innovation and advanced analytics, drawing from 25 years of research and industry experience in statistics, econometrics, and machine learning. He has served banking clients across Europe, the UK, Asia, the Middle East, and the Americas on managerial and regulatory stress testing, end-to-end implementations of retail, wholesale and counterparty credit risk and collections, as well as balance sheet management.

Prior to joining McKinsey, Frank served in several front office structuring and trading roles as well as risk management roles on the trading floors of Barclays Capital, Credit Suisse and UniCredit. He led creation of a risk management group serving a fund linked derivatives team, including setting up risk analytics, policies, and procedures as well as due diligence processes on underlying assets. He set up the analytic and IT infrastructure of a CVA desk.

Frank pursued research in financial econometric methods at Nuffield College, University of Oxford and the University of Konstanz in Germany. He holds a Ph.D. in economics from the University of Konstanz, and a business administration degree from the Eberhard-Karls-Universität Tübingen, Germany.

Agenda Sessions

  • At the forefront of credit risk innovation – the case of ING and Amazon

    11:30