As a quant, one of the most impactful ways of mitigating model risk is by creating accurate and consistent documentation.
In this presentation, Jos Gheerardyn discusses how qualitative and quantitative techniques can be used to enhance the quality and effectiveness of documentation.
Jos Gheerardyn has built the first FinTech platform that uses AI for real-time model testing and validation on an enterprise-wide scale. A zealous proponent of model risk governance & strategy, Jos is on a mission to empower quants, risk managers and model validators with smarter tools to turn model risk into a business driver. Prior to his current role, he has been active in quantitative finance both as a manager and as an analyst.
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