Kenneth Foster (Foster) Amponsah
Assistant Vice President- Portfolio Risk
Experience
Assistant Vice President- Portfolio Risk
Deutsche Bank
- Conducting counterparty credit risk (CCR) stress testing across a wide range of asset classes, including Listed Derivatives and Securities Financing Transactions (SFTs), ensuring alignment with regulatory requirements.
- Supporting the execution of regulatory stress testing frameworks such as CCAR (Federal Reserve), ECB (Europe), and MAS (Singapore) — including scenario design, results analysis, and full end-to-end coordination.
- Plays a key role in the governance and documentation process for CCAR submissions to the Federal Reserve, ensuring timely delivery, internal signoffs, control evidence, and clear audit trails in line with regulatory expectations.
- Maintains comprehensive, audit-ready documentation for CCAR model assumptions, methodologies, and results interpretation, serving as a point of contact for internal and external audits as well as regulatory reviews.
- Acting as a key liaison during internal and external audits and regulatory reviews, preparing evidence packages, responding to queries, and addressing findings related to CCR stress testing.
- Presenting final stress testing results and key risk drivers to senior management and risk committees to secure executive approval and sign-off prior to regulatory submission.
- Analyzing credit exposure under stress across derivatives and SFT portfolios, identifying and explaining significant drivers.
- Participating in the review and enhancement of CCR methodologies, working closely with Risk Models, Front Office, Regulatory Reporting, and Technology teams.
- Development, implementation and automation of risk reporting infrastructure, improving transparency and controls across the CCR stress testing process.
Senior Consultant – Financial Engineering and Market Risk
Deloitte GmbH
- Valuation specialist: audit support of financial instruments for IFRS 2, IFRS 9 and IFRS 13 valuations.
- xVA expert: computation and validation of xVAs of the portfolios of multiple leading financial institutions.
- Valuation expert: assessment of the fair value exposures of the leveraged portfolio of a leading global investment bank under the ECB's AQR.
- Risk analyst – digital portfolio management tool: acting as an on-demand support analyst for customer issues related to the tool by examining code for possible root causes and solutions.
- Model validation specialist: validation of pricing and risk models.
- Serving as a mentor and support for juniors and interns.
Senior Quantitative Analyst – Financial Engineering
TTMzero
- Product owner of several client specific projects.
- Led the implementation and execution of a project which required the mark-to-model pricing of fixed income products for clients, generating six figures annual recurring revenue.
- Led the implementation and execution of a project which required the computation of market risk measures (VaR) to help clients (major banks) meet regulatory risk requirements.
- Implemented and analysed financial functions and models used for real-time and EOD marked-to-market and marked-to-model fair value pricing of financial instruments and derivatives across different asset classes (Equities, Fixed Income, among others) for IPV and IFRS 13 support.
- Ensured high quality through software testing of new developments and utilizing an automated regression tests framework.
- Automated daily processes with the use of Java programming software.
- Wrote specifications and documentation for new and improved processes.
Assistant researcher/Teaching Assistant
University of Ghana, Statistics Department
Industries Experience
See where this freelancer has spent most of their professional time. Longer bars indicate deeper hands-on experience, while shorter ones reflect targeted or project-based work.
Experienced in Banking and Finance (6.5 years), Professional Services (2 years), and Education (1 year).
Business Areas Experience
The graph below provides a cumulative view of the freelancer's experience across multiple business areas, calculated from completed and active engagements. It highlights the areas where the freelancer has most frequently contributed to planning, execution, and delivery of business outcomes.
Experienced in Finance (8.5 years), Information Technology (8 years), Project Management (6 years), Quality Assurance (2 years), Research and Development (1 year), and Audit (0.5 years).
Skills
- Java
- Python
- C#
- Stata
- R
- Spss
- Rats
- Excel
- Vba
- Latex
- Git
- Jira
- Thompson Reuters Eikon
- Jenkins
- Marketmap
- Mysql
- Neo4j
- Refinitiv
- Bloomberg
Languages
Education
Christian-Albrechts University of Kiel
M.Sc. Quantitative Finance · Quantitative Finance · Kiel, Germany
University of Ghana
B.Sc. Mathematics & Statistics · Mathematics & Statistics · Accra, Ghana
Certifications & licenses
Data Science Specialization Certificate
Johns Hopkins University (Coursera)
Financial Engineering And Risk Management Certificate
Columbia University (Coursera)
Profile
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