Charles Currat, FRM
Head of Quantitative Modeling for Wealth & Investment Management @ Wells Fargo
United States
San Francisco
Banking
Risk Management, Financial Risk, Financial Modeling, Analytics, Statistics, Data Analysis, Portfolio Management, Basel II, Credit Risk, Monte Carlo Simulation, Quantitative Analytics, Predictive Analytics, Predictive Modeling, Internal Audit, Compliance, Unix, SAS, C++, Influence Without Authority, Banking
Experience
Head of Quantitative Modeling for Wealth & Investment Management
Wells Fargo
Head of Quantitative Investment Methodology, Office of the Chief Investment Officer
Wells Fargo
San Francisco Bay Area
SVP, Head of Investment Risk Methodology
Wells Fargo
San Francisco Bay Area
VP, Analytics Manager - Internal Audit
Wells Fargo
AVP, Risk Management - Small Business Lending
Wells Fargo
Risk and AI Program (RAI™) Advisory Committee Member
Global Association of Risk Professionals (GARP)
Research Associate
Berkeley Lab
Visitor Researcher
CERN
Education
EPFL
Physics Engineering
University of Lausanne - UNIL
Particle Physics
In collaboration with European Organization for Nuclear Research (CERN)
Charles Currat, FRM's Contact Information
Phone
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