Martin is a Director within the Quantitative Risk Advisory & Valuation Services group and is based in our London office. Martin is a quantitative analyst and a financial practitioner from a scientific background with previous experience in academia, consulting and investment banking.
Martin specialises in quantitative valuations and risk management with an emphasis on derivatives and structured products. At BDO, he is responsible for the mathematical modelling, pricing and risk analysis of complex derivatives, hybrid convertible instruments and structured products. Martin’s modelling work covers all major asset classes, including rates, equities, credit and inflation, as well as crypto assets.
Martin served as a vice president at Goldman Sachs in London, where he was responsible for independent price verification of OTC derivative products and providing quantitative insight to the control process by deploying tools from data science and machine learning.
Martin’s previous consulting experience includes working with a number of investment banks and financial regulators on quantitative projects in the fields of robo-advisory, pricing of structured equity products and development of real-world and risk-neutral economic scenario generators.
Martin holds a PhD in financial mathematics and is a CFA charterholder. He is a member of the CFA Society in the UK.