AK

Ahmet Kocagil

Chief Risk Officer CRO Head Of Risk Management And Quantitative Solutions at Western Asset

Ahmet Kocagil has a strong background in risk management and quantitative finance. Ahmet started their career as an Assistant Professor at Pennsylvania State University, where they focused on quantitative finance and portfolio management. Ahmet then worked at Moody's KMV as a Senior Director, specializing in quantitative finance, credit risk, and portfolio management.

After that, Ahmet joined Fitch Ratings as a Managing Director, where they gained experience in risk management, credit risk, market risk, and quantitative finance. Ahmet then moved to Algorithmics/Fitch Solutions as a Managing Director, leading a quantitative team and providing analytical solutions for portfolio valuation and bespoke modeling.

Ahmet later joined DTCC as a Managing Director, where they were responsible for market risk, credit risk, risk management, and enterprise risk management. Ahmet played a crucial role in transforming and leading the market and credit risk analytics teams. Ahmet also established liaisons with regulatory bodies such as the Federal Reserve Bank and the Securities and Exchange Commission.

In 2012, Ahmet joined PIMCO as an Executive Vice President, focusing on portfolio management and analytics. Ahmet led the Financial Institution Analytics team, providing risk solutions and asset allocation strategies for insurance companies, banks, and pension funds.

After PIMCO, Ahmet joined BlackRock as a Managing Director, spearheading credit risk, market risk, enterprise risk management, data analytics, and advisory. Ahmet also served as the Co-Head of the Data and Analytics team, overseeing the coordination and provision of data analytics and modeling services for the entire division. Ahmet executed various projects for commercial banks, insurance companies, and other financial institutions, implementing new strategies and expanding the team's skillset.

In 2017, Ahmet joined Western Asset Management as the Head of Credit Risk Management and Analytics, where they played a key role in managing credit risk and implementing quantitative solutions. Ahmet was later promoted to the position of Chief Risk Officer (CRO) and Head of Risk Management and Quantitative Solutions.

Currently, Ahmet is also involved with Claremont Graduate University as the Chair of the Financial Engineering Program Advisory Board.

Throughout their career, Ahmet has demonstrated expertise in risk management, quantitative finance, credit risk, market risk, portfolio management, and data analytics. Ahmet has a wide range of experience working with various financial institutions and regulatory bodies.

Ahmet Kocagil has a diverse education history in the field of economics and financial economics. In 1993, they were a Visiting Scholar at Université catholique de Louvain, where they focused on Financial Economics. Ahmet then pursued a Bachelor of Science (B.S.) degree in Economics at Boğaziçi University. Finally, Ahmet Kocagil continued their education at The Graduate Center, City University of New York, where they earned a Ph.D. in Financial Economics.

Links

Previous companies

Fitch Group logo
DTCC logo
Fitch Solutions logo
PIMCO logo
Penn State University logo
BlackRock logo

Org chart

Timeline

  • Chief Risk Officer CRO Head Of Risk Management And Quantitative Solutions

    2018 - present

  • Head Of Credit Risk Management And Analytics

    January, 2017

View in org chart