KPMG in Ireland
Adrian is a Director in Regulatory Advisory at KPMG and has 12 years experience working in the Irish banking industry. His focus has centred on regulatory and economic capital modelling, ICAAP and Stress Testing delivery and strategic measurement within an Enterprise Risk Management framework. He also has experience in provision modelling, including application under IFRS9.
Prior to joining KPMG, Adrian was Head of Stress Testing and Risk Capital for a leading Irish bank. He had a wide range of responsibilities including macroeconomic model development, stress testing delivery and Pillar 2 risk quantification. He was also a lead within the Enterprise Risk Management function, which oversaw a wider risk perspective including strategic measurement, risk appetite reporting and model governance. Some highlights include:
Adrian has led a number of other analytical functions, including a business capital management team which implemented a granular forecasting model, a capital reporting suite and a series of optimisation initiatives to generate regulatory capital relief.
In addition, Adrian has considerable analytics experience in structured credit – covering both corporate and asset backed securities. He has created “mark to model” valuation methodologies, early warning systems and Expected Loss models.
Ph.D. Theoretical and Computational Physics
Master in Science in Mathematics (First Class Honours)
Diploma in Financial Management (ACCA)