John Faben is currently a Liquidity Risk Models VP at Barclays, where they focus on risk analysis and coding in VBA and SQL. They hold a PhD in Mathematics from Queen Mary University of London and a Master's in Operational Research from The University of Edinburgh. Prior to their current role, John managed a team at Barclays Capital, specializing in counterparty credit risk and data quality. Earlier in their career, they served as a Teaching Assistant at QMUL, providing support and developing educational content.
This person is not in the org chart
This person is not in any teams
This person is not in any offices