Timothy Le
About Timothy Le
Timothy Le is a Market and Model Risk Analyst currently employed at Investec in London, where he has worked since 2014. He previously held positions at Barclaycard and has a strong academic background in Mathematics and Management Science.
Work at Investec
Timothy Le has been employed at Investec as a Market and Model Risk Analyst since 2014. In this role, he interprets and analyzes regulatory change impacts on trading desks, focusing on the Fundamental Review of the Trading Book (FRTB). He has developed and presented portfolio reviews to senior management at the Executive Committee level. Additionally, he has enhanced the counterparty credit risk monitoring framework, contributing to the overall risk management strategy of the organization.
Previous Experience at Barclaycard
Prior to his current position, Timothy Le worked at Barclaycard. He served as an Analyst for four months in Northampton, United Kingdom, in 2011. Following this role, he held the position of Assistant Vice President from 2011 to 2014 in London, United Kingdom, where he gained significant experience in market and model risk analysis.
Education and Expertise
Timothy Le studied Mathematics at the University of Warwick from 2007 to 2010, where he completed his undergraduate degree. He furthered his education at Warwick Business School, achieving a degree in Management Science & Operational Research from 2010 to 2011. Additionally, he studied Chinese Language at Beijing Normal University for 11 months in 2009, which contributed to his diverse skill set.
Technical Skills and Contributions
In his role at Investec, Timothy Le has built calibration tools for Value at Risk (VaR) and Potential Future Exposure (PFE) models. His technical skills in risk analysis and model development are integral to the risk management processes within the organization. His contributions have enhanced the firm's ability to monitor and manage counterparty credit risk effectively.