Oliver Junker

Angestellt, Senior Manager - Risk Management (FSRM) - Quantitative Advisory Services, EY (Ernst & Young)
New York, United States of America

Fähigkeiten und Kenntnisse

Model development and validation
Fundamental Review of the Trading Book (FRTB)
Standard Initial Margin Model (SIMM)
Basel 2.5 3 and 3E
Model Market and ETrading Risk Management
AIML including GenAI
Risk Frameworks
Governance and Control Frameworks
Risk analytics and measurement methodologies
CCCR stress testing
Cross functional project management
Leadership
Team training
Model risk management
Model Validation
Artificial intelligence
Derivatives
Quantitative Risk Management
Market Risk
Electronic Trading
FRTB

Werdegang

Berufserfahrung von Oliver Junker

  • Current 6 years and 8 months, since Oct 2019

    Senior Manager - Risk Management (FSRM) - Quantitative Advisory Services

    EY (Ernst & Young)

    Leading teams of consultants advising global top banks, insurance companies and asset managers on quantitative risk management initiatives and related analytics - Enabled usage of AI and GenAI by designing AI governance frameworks - Developed model risk management processes and controls - Developed, documented and validated various model types - Enhanced e-trading governance and control frameworks - Managed FRTB initiatives - Developed governance framework for standardized capital calculations

  • 3 years, Oct 2016 - Sep 2019

    Manager - Risk Management (FSRM) - Quantitative Advisory Services

    Ernst & Young US LLP

  • 2 years and 2 months, Aug 2014 - Sep 2016

    Senior Consultant - Risk Management (FSRM) - Quantitative Advisory Services

    Ernst & Young U.S. LLP

  • 2 years and 2 months, Jun 2012 - Jul 2014

    Senior Consultant - Financial Services - Risk (Quantitative)

    Ernst & Young AG

    EMEIA Financial Services Advisory - Risk

  • 10 months, Aug 2011 - May 2012

    Consultant - Management Consulting - Banking

    KPMG AG

    Advisory - Management Consulting - Banking

  • 3 months, Jul 2010 - Sep 2010

    Intern - Risk Analytics & Portfolio Oversight

    Credit Suisse

    Credit Risk Management

  • 5 months, Jan 2010 - May 2010

    Intern - Risk Analytics & Portfolio Oversight

    Credit Suisse

    Credit Risk Management

  • 7 months, May 2009 - Nov 2009

    Research Assistant

    University of Technology Sydney

    Quantitative Finance Research Centre

  • 3 months, Nov 2008 - Jan 2009

    Student Assistant

    University of Konstanz

    Department of Mathematics and Statistics

Ausbildung von Oliver Junker

  • 10 months, Jun 2010 - Mar 2011

    Mathematical Finance

    University of Konstanz

  • 11 months, Feb 2009 - Dec 2009

    Finance

    UTS Sydney

  • 3 years and 4 months, Sep 2005 - Dec 2008

    Mathematical Finance

    University of Konstanz

Sprachen

  • German

    C2 (Verhandlungssicher / Muttersprachlich)

  • English

    C1 (Fließend)

  • French

    A1-A2 (Grundkenntnisse)

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