Daniel de Carcenac

Daniel de Carcenac is a quantitative credit risk specialist with thirteen years of experience in credit risk model building and data analysis. From 2014 to 2018, Daniel developed and maintained Basel models for a midsized South African bank, transitioning its capital reporting approach. Between 2018 and 2022, Daniel led a quant team at a "big four" South African bank, focusing on IFRS9 credit loss forecasting and stress testing. Currently, Daniel serves as a Manager in Financial Services Risk Management at EY and holds an MBA with distinction from the Gordon Institute of Business Science, University of Pretoria.