Author

Terisa Roberts
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Terisa Roberts is a well-rounded risk management professional with more than 15 years of experience in quantitative risk management. She holds a Ph. D in Operations Research and Informatics. She has extensive experience in risk modeling topics related to regulatory capital, IAS39 and IFRS9 and stress testing, in line with data and model governance frameworks such as BCBS239 and SR11/7. She advises banks, other financial services providers and regulators on innovations in Risk Modeling and Decisioning such as Artificial Intelligence and Machine Learning. She lives in Sydney, Australia with her family and is a big fan of jazz.