David Brown is a Model Risk and Validation Quantitative Analyst at Swedbank since December 2022, focusing on non-trading book model validation, encompassing documentation, methodology, data flows, implementation, and upkeep. Prior experience includes serving as an Investor Risk Analyst at Swedbank Robur from October 2016 to December 2022, where responsibilities involved controlling and reporting on investor risks to the executive board, as well as monitoring these risks across all departments in the asset management sector. David began at Swedbank Robur as a Risk Analyst Intern, conducting research on Monte Carlo VaR implementation and derivative calculation methods in SimCorp Dimension. Prior to this, David served in the US Army from August 2007 to February 2012 as an Infantryman, earning multiple awards and honors. Academic qualifications include a Master of Science in Applied Mathematics: Financial Engineering from Mälardalen University (2014-2017) and a Bachelor in Arts in Mathematics from Thomas Edison State University (2009-2010).
This person is not in any teams
This person is not in any offices