Roman Schmid

Roman Schmid is a seasoned quantitative analyst with a strong background in risk management and model validation. Since August 2017, Roman has been employed at Zürcher Kantonalbank as a Senior Quantitative Analyst, specializing in Quantitative Risk Control and Model Risk Validation. Prior to this role, Roman worked at Credit Suisse from September 2012 to July 2017 as a Quantitative Risk Modeller, focusing on the development and maintenance of Basel II Advanced-IRB credit risk models for the institution's Lombard and Share-Backed lending businesses. This included work on the CS Lombard ACP Model and other model extensions for estimating expected loss, client default probability, and loss given default. Roman's career commenced with an internship at Deutsche Bank in 2009, where involvement in secondary market trading execution and data performance analysis occurred. Roman holds a Master of Arts in Bank and Financial Services as well as a Bachelor of Arts in Economics, both from the University of St. Gallen.