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.