Jacqueline’s early career as a specialist in particle physics followed the award of a D.Phil. in particle physics from the University of Oxford and a Masters Degree in Mathematical Finance from University of Waterloo.
Jacqueline also holds a Certificate in Quantitative Finance (CQF) and her practical experience covers dealing with regulators’ criticisms and recommendations on risk models, analysing term sheets, and the calculation of credit counterparty risk across different asset classes. She has experience in market risk calculations, including working on the FRTB initiative and the calculation of default risk charge.
Jacqueline has also conducted independent price verification and worked in desk control roles for credit derivatives and exotic interest rates desks. She has recently contributed to a major third party pricing and counter-party risk software upgrade project for a Russian bank, by designing pricing and sensitivity tests, analysing regression results and recommending changes and enhancements to the vendor.