Martin is a risk framework architect who designs pricing, control and risk reporting systems for banks, brokerages, exchanges, energy houses and regulators. Primarily he is a banker with more than 20 years experience working with various risk management disciplines including: operational risk, credit risk, counterparty risk and market risk and across many different institutions across the emerging markets. He is business unit focussed with good insight into structured finance, project and trade finance but from a risk and valuation perspective. He has a good understanding of markets including Rates, FX, Equities and Money Markets and has developed several risk systems for quantifying risk exposure, limit taking and control hedging. He is a top grade programmer with detailed experience in SQL, R-Project, Visual Studio / C++ and he quantifies risk using various statistical models such as Copula’s, EVT or Bayesian networks.