Oykun Polikar
Director, Xva & Ccr Capital Analytics @HSBC
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WORK HISTORY
Director, Xva & Ccr Capital Analytics @HSBC
Lead the Model Monitoring Development team within the CCR & XVA Analytics function. The team is responsible for designing and maintaining model-monitoring frameworks, supporting production analytics processes, and developing automation capabilities that enhance transparency, stability diagnostics, and governance of Monte Carlo–based exposure and capital models across the Traded Risk platform.Key Responsibilities• Lead a global team of quantitative analysts responsible for CCR and XVA model monitoring development, production support, and model maintenance.• Design and implement model monitoring frameworks for Monte Carlo–based exposure and capital models (PFE, EEPE, CVA, RWA), strengthening transparency around model performance and stability.• Drive automation and workflow modernisation, centralising monitoring methodologies into shared analytical libraries integrated alongside production models.• Develop quantitative diagnostics and performance analytics to identify convergence issues, calibration instability, and model limitations in simulation frameworks.• Partner with stakeholders across Front Office, Model Risk, Finance, and IT to support model risk, capital transparency, and strategic analytics initiatives.• Lead the AI capability agenda within the analytics function, exploring opportunities to embed advanced analytics and intelligent automation into monitoring and risk-analytics workflows.
EDUCATION
Yıldız Teknik Üniversitesi
BSc., Statistics
Boğaziçi University MA in Economics and Finance Program
Master's Degree, Economics and Finance
SKILLS
ABOUT OYKUN POLIKAR
Education- CQF (First in Class award June 2013 cohort, Distinction)- PRM- MA. Economics and Finance- BSc. StatisticsWorking Experience Summary- Traded Credit Risk Methodology | Counterparty Credit Risk and XVA- Wholesale Credit Risk Methodology | Credit Risk- Wholesale Credit Risk Model Validation (Probability of default, Loss Given Default, and Exposure at Default models)- Economic Capital Methodology | Pillar 2 - Credit Risk- RWA Optimisation | Credit RiskProgramming languages- Python- Matlab- SAS- VBA
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