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Ian Duffett

Ian Duffett

Quant team

Followers of Ian Duffett396 followers
location of Ian DuffettGreater London, England, United Kingdom

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  • Timeline

  • About me

    Quant Internal Audit at NatWest Group

  • Education

    • The William Harvey grammar school

      -

    • University of Bristol

      1987 - 1990
      Bachelor of Science (BSc) Physics

    • Cass Business School

      2004 - 2005
      Master of Science (MSc) Financial Mathematics Distinction

  • Experience

    • Deloitte

      May 2006 - Dec 2007
      Quant team

    • MUFG

      Dec 2007 - Aug 2014
      Director-Audit, Validation

      Head of Risk ValidationQuant auditor - leading internal audits of Risk, Pricing, Product Control and FO

    • Morgan Stanley

      Sept 2014 - May 2018
      Executive Director-Head of Market Risk Validation

      Model Risk Management Highlights: Established London presence of Risk Validation Team. Effected annual recertification process of Risk, Stress models, implemented further layers of governance. Coordinated validations across multiple location. Validations include VaR, Stressed VaR, RNIV, IRC, IRB credit PD, Operational Risk, ICAAP, stress, IFRS9, CCAR. Evidence Regulatory compliance (PRA SS, EBA, BaFin, TRIM, SR11-7).Matlab, SQL, R, VBA

    • UBS

      Jul 2018 - Dec 2018
      Independent Consultant

    • NatWest Group

      Mar 2019 - now
      Quant Internal Audit

  • Licenses & Certifications

    • Fellow of the Institute of Actuaries

      The Faculty and Institute of Actuaries
      Jan 2007