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Nasir Ahmad
Nasir Ahmad
Partner
Dr Nasir Ahmad is a Partner at Parker Fitzgerald having joined the firm in May 2017. Nasir specialises in quantitative risk management and Prudential Regulation, and will provide clients with strategic advice and managed solutions in all areas of enterprise risk management, model risk management, risk, capital modelling and stress testing.

Prior to joining Parker Fitzgerald he was a Managing Director at BlackRock Solutions focusing on advisory services to banks, governments, pension funds and other financial institutions.

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Prior to this, Nasir was a Partner for five and half years in the Financial Services Risk practice at Ernst & Young LLP in London. At EY, he worked with large banking clients supporting them in the area of prudential risk management (including enterprise risk management, implementation of financial regulation, capital, liquidity, stress testing, regulatory reporting, and governance). He was also the lead partner for the Derivatives Valuation Centre (this group was responsible for the independent valuation of a wide spectrum of derivatives for client portfolios).

Nasir started his professional career in Toronto at Royal Bank of Canada as a credit portfolio quant. Subsequently, he worked at other large Canadian banks in the areas of counterparty credit risk quantification and vetting of pricing models for exotic derivatives.

Nasir earned a PhD in Mathematics (1995) and an MSc in Theoretical Physics (1991) both from the Swiss Federal Institute of Technology (EPFL) in Lausanne. As a postdoctoral fellow he conducted research in Physics and Finance at McGill University in Montreal, Canada.



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