Dimitrios Asvestis

Head of Traded Risk Model Validation, Barclays

Dimitrios has over 15 years of Banking experience in various Quantitative Modelling roles, most recently as the Head of Traded Risk Model Validation at Barclays covering all Market and Counterparty risk / capital models. He is also responsible for Model Risk Measurement, focusing on approaches to assess model uncertainty for the key risk metrics of the Bank. Prior to that, he worked at Deutsche Bank where he led various teams within Counterparty and Market Risk model development and then within Model Risk Management, incl. Model Validation teams, Framework design and Technology for model testing. He holds an MSc in Finance from The London School of Economics.

All Sessions by Dimitrios Asvestis