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RiskMinds International
7 - 10 November 2022
W Barcelona

Sebastian Ptasznik
Head of IFRS9 and Non-credit Risk Validation at Close Brothers

Profile

Sebastian in the Head of IFRS9 and Non-Credit Risk Validation at Close Brothers at Close brothers Group, and is also a Non-Executive Director at Airslip. He is an experienced leader with over 13 years of experience in quantitative analytics working with tier 1 banks (Barclays, HSBC, NatWest, Lloyds, Westpac,), leading advisory and technology companies (Palantir Technologies, Accenture). He has a proven track record of delivering complex analytical projects while working across multiple locations (London, NYC, Sydney, Singapore, San Francisco, Toulouse, Warsaw) with geographically dispersed teams. He has an academic background in econometrics/statistics and specialises in credit/operational risk modelling, model risk management, stress testing, machine learning/artificial intelligence, applied statistics, time series modelling, management consulting, and business development. He has a strong grasp of emerging technologies and state-of-the-art modelling methodologies.

Agenda Sessions

  • Model Risk Quantification

    16:15