Dr. Ferydoun Taherkhani

- Quantitative validation, supervision and approval of operational risk models (AMA) at Swiss banks - Qualitative Supervision (compliance) of the Operational Risk Framework, the process of identification, assessment, monitoring, control and mitigation of operational risk at Swiss banks. - Supervisory Reviews and on-site inspections and evaluation of risk reports with focus on Risk appetite, Control environment and Capital Planning

Expertise in Credit risk models (CreditRisk+, simulation models, Credit Metrics), Operational Risk Models, risk tolerance, scoring and rating systems, pricing of credit instruments, validation and optimization of risk parameters in credit portfolios, pursuant to Basel II Accord and Solvabilitätsverordnung.

Designed and developed 3 prepayment models for various mortgage products (Conforming 30, Jumbo30 and Hybrid ARMs). Daily interaction with developers to implement the Mathematical model in the application. Wrote the test scripts to perform white-box testing. Presented findings, analysis, and recommendations to senior and executive management via group presentations, meetings, and face-to-face interactions

Driving Watson (HP configuration tool) based on Trilogy (SalesBulider), through 4 major releases, totaling 50,000 end-users, accounting for more than $8 billion of HP sales in enterprise and commercial solutions. • Significantly contributed to the development of eCO (HP configuration tool) based on SAP (IPC) and Java for commercial HP products, an essential application replacing 16 existing smaller configuration tools in pre-merger HP and Compaq. Represented Watson Development Group in the Compaq/HP merger.

General Statistics, Sampling, Mathematics of Finance

Algebraic Topology, Hyperbolic and differential Geometry.

Mechanics, Quantum Physics.

Group and representaiion theory, Fourier analysis, Probability theory and Statistics.