Frank Gerhard is a Senior Knowledge Expert in McKinsey & Company’s London office and a member of McKinsey’s Global Risk Management Practice. He also leads the Global Risk Advanced Analytics Modelling team, this includes colleagues in Gurgaon, India, across EMEA
and in Waltham, USA. With 13 years of experience in Banking and a total of 20 years of experience in researching and implementing financial models, he has extensive background in OTC transactions and exchange traded securities. He is also experienced in product structuring, risk analysis, due diligence, among other topics.
At McKinsey, he lead the modelling side of a stress testing/PPNR capability building program for a major European bank and has served a number of European and global banks on stress testing and development and delivery of advanced analytical models in the areas of market and credit risk.
Prior to joining McKinsey, Frank held a number of Front Office and Risk Management positions at Barclays Capital, Credit Suisse and UniCredit. He has also been a professor of econometrics at Nuttfield College, university of Oxford, and did research on financial econometric methods, time varying risk and dependency models.
He has a Ph.D. in Economics from the University of Konstanz and a B.Sc. in Business Administration from the Eberhard-Karls-Universität Tübingen.