Erik Wallerstein is a Credit Model Risk Officer and Executive Director currently serving as the Head of Corporate Credit Validation at UBS since 2023. They previously held various roles at Credit Suisse, including Team Lead for Market Risk Model Development and Head of Scenario Credit Model Validation. Erik began their career as a Research Fellow at HEG, focusing on asset allocation and hedge fund replication. They earned a Master of Advanced Studies in Quantitative Finance from ETH Zurich and a Master’s degree in Applied Mathematics from Lund University.
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