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David Kelly
David Kelly
Partner
David is a Partner at Parker Fitzgerald with responsibility for the Quantitative Advisory Services practice.

Over the course of his 20 year career David has held a number of senior leadership roles within the trading and risk management functions of leading investment banks including J.P. Morgan, Merrill Lynch and Deutsche Bank.

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His primary mandate is to help clients improve their risk-adjusted performance and return on capital capital through the delivery of pragmatic quantitative strategies and solutions for the Front Office.

David is an expert in all areas of market risk and associated regulation including new capital requirements under FRTB. This includes a detailed understanding of supervisory expectations relating to the pricing of derivative and securities products; through to the measurement and aggregation of risk factors, attribution of P&L and model validation requirements.

David holds an MA in Pure Mathematics from the University of Cambridge and an BSC in Mathematics from the University of Bristol.

 



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