Rachel Dance

Phone: +44-785*******

Email: adplhp@r.postjobfree.com

Citizenship: UK Only

About

Capable mathematician with specific interests in machine learning techniques and their applications in behavioural sciences. Strong ability to learn on the job, develop relationships and communicate well. Competent public speaker with several years of teaching experience. Education

01/2015 – 07/2018 First Class BSc (Hons) Mathematics, Queen Mary University of London Modules of interest: Topics in Probability and Stochastic Processes (Masters Level); Chaos and Fractals; Random Processes; Probability Models; Statistical Theory, Models and Methods; Algebraic Theory. Current Work

11-21 - Present Quantitative Risk Analyst, Winterflood Securities Current projects include development of a machine learning expected future exposure model for counterparty risk, markets intelligence research and analytics and validation of an Investment Trusts pricing model. 02/20 – 11/21 Model Risk Analyst, Winterflood Securities Key achievement: Retirement of an ALFA Signal Generation Trading Model that had been in live use for 2+ years.

- Validation: ALFA Signal Generation Trading Model (Machine Learning); Fixed Income Pricing Model (Quantlib Software); Market Risk VaR Model; Pillar 2a Capital Stress Testing Model; IFRS 9 Expected Credit Loss Model; Pre-trade Transparency Algorithm (incl. Stress Testing Methodology); Dark Pool Strategies Algorithm

- Development: Web-based application to monitor trader conduct (Python)

- Implemented Challenger Models: Probability of Default Models (IFRS 9)

- Governance: Winterflood Revalidation Standard for Models, Algorithms and EUCs; Winterflood EUC Standard; Winterflood MIFID II Algorithm Standard; Contributing to changes of Model Governance, Validation and Development Standards at Close Brothers Group;

- Tools Used: Python, SQL

- Diversity and Inclusion Committee member, leading the LGBTQ+ stream. Voluntary Work

08/2020– Present

Audit & Finance Committee Member at the Learning in Harmony (Multi-Academy) Trust, London

- Contributed to the hiring decision of the new Internal Auditor;

- Contributed to the Trust Reserves Policy.

11/2019 – Present

School Governor of John F Kennedy Special School, London Previous Work

09/18 – 01/2020 Foreign Exchange Policy Graduate Analyst, Bank of England, London The Foreign Exchange Division manages both the Bank of England's and UK’s foreign currency reserves. I was part of the team that designs and implements reserve management policy, carries out market intelligence research, and works closely with Her Majesty’s Treasury. In addition, I was a committee member of the Bank’s internal mentoring scheme and undertook further work and learning in other areas of the Bank, these include:

Foreign Exchange and Money Market Desk (Two month part-time secondment): Markets Intelligence, Trading Strategy, and drafting a trading policy for the Bank's Fixed Term Deposit Book;

European Union Withdrawal Unit: Daily Brexit reporting and written recommendations to the Governors; Catastrophe Risk Specialism (Prudential Regulation Authority): [1] Researched and co-produced a paper on U.S. Flood Risk in the London market [2] A written briefing for the Governor on a risk management company [3] Data analysis on the 2019 PRA Insurance Stress Test; Monetary Policy Outreach Team: Assisted a Citizen’s panel with the Bank’s chief economist (Andy Haldane) in Leicester; Other: Co-wrote a paper to HR outlining policies they had not complied with which negatively impacted our graduate cohort (included other graduate signatures of approval).

05/2018 – 08/2018 Finance and Risk Summer Analyst, Thomson Reuters, London Key achievements: Creating an 18 month sales forecast covering 20% of the company; Written reports on The Fundamental Review of the Trading Book, Improvement of Company Reporting Style and Competitor Strategy Approaches; Assistant lead in a gender diversity video project published internally and externally (View at https://www.youtube.com/watch?v=ja3Oh2sLpsQ)