Jeffrey Nisen
Quantitative Analytics | Statistics | Financial Engineering | Machine Learning | Applied Mathematics
- Role
- Quantitative Analytics Risk Ai Ml -- Director at Barclays
- Location
- Montrose, NY, US
- LinkedIn followers
- 500 followers
About Jeffrey Nisen
Financial Engineering professional with extensive experience in Market, Default, and Credit Risk Modeling, with broad exposure to all asset classes and product types. RWA projection model lead for CCAR Stress Testing and Internal Capital Adequacy. Expertise in portfolio level risk monitoring, diversification analysis, and risk allocation. Proven leader with multiple year’s experience managing, improving, and expanding Quantitative Analytics Internship and Graduate programs while working across the global Quantitative Analytics organization. Currently focusing on research and development of news sentiment driven early-warning system for counterparty credit risk monitoring to support the Barclays Wholesale Credit Risk function. Specialties: Market Risk, Credit Risk, Portfolio Reporting, Risk and Capital Allocation Methodologies and Implementation, Statistical and Mathematical Modeling, Analytics Development and Management, Natural Language Processing, News Analytics, AI/ML, Talent Development, and Recruiting.
Experience
Quantitative Analytics Risk Ai Ml -- Director
Jul 2024 — Present · NY, US
Risk AI/ML engineer lead in research and development of early-warning system utilizing cutting-edge NLP models to derive sentiment driven alerts based on real-time news feeds for counterparty credit risk monitoring and management within the Barclays Wholesale Credit Risk function- Platform design, model research, applications testing, open-source LLM fine-tuning/refinement, and UI development- Work closely with stakeholders from IT, Credit Risk Management, and various third-party news providers.
Education
Purdue University
Master of Science - MS, Mathematics
Purdue University
Doctor of Philosophy - PhD, Statistics
Oregon State University
Master of Science - MS, Statistics
Find verified contacts for anyone on LinkedIn
Unifers gives sales teams verified emails and direct dials, enriched profiles, and outreach that lands in the inbox.
Free plan included · No credit card required
This profile is compiled from publicly available professional sources. Unifers is not affiliated with or endorsed by LinkedIn. Request removal of this profile.