William Shields
Director @Deloitte
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WORK HISTORY
Director @Deloitte
London, GB
Director in Deloitte’s Financial Risk practice specialising in quantitative risk modelling across operational risk, credit risk and stress testing frameworks.Methodology lead for Deloitte’s scenario-based operational risk capital framework (“Capital Clarity”), helping financial institutions design and implement practical, regulator-ready operational risk models under ICARA and ICAAP frameworks.
EDUCATION
ICMA centre, Henley Business School, Reading University
MSc, International Securities, Investments & Banking
University of Bristol
Diploma, Economics
SKILLS
ABOUT WILLIAM SHIELDS
I specialise in quantitative modelling of financial risks, particularly operational risk capital frameworks as well as credit risk modelling, stress testing and climate-related financial risk.I am a Director in Deloitte’s Financial Risk practice and methodology lead for Deloitte’s scenario-based operational risk capital framework (“Capital Clarity”). My work focuses on translating statistical techniques such as Loss Distribution Analysis (LDA) and Monte Carlo simulation into practical frameworks that financial institutions can implement, explain and defend under regulatory scrutiny.Alongside my consulting work, I am pursuing a PhD in climate risk modelling at the Pearl (University of Reading), exploring how environmental change may translate into social risks including systemic health outcomes.A particular current focus of my professional work is helping financial institutions develop more consistent approaches to operational risk data, scenario analysis and capital modelling. I have recently been publishing work on these ideas, including blogs and an upcoming white paper on using data to enhance operational risk scenario and capital assessments.
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