Recommended expert

Kenneth Foster (Foster) Amponsah

Assistant Vice President- Portfolio Risk

Kenneth Foster Amponsah
Berlin, Germany

Experience

Jul 2025 - Present
8 months
Berlin, Germany

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.
Jul 2023 - Jun 2025
2 years
Berlin, Germany

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.
Jun 2017 - Jun 2023
6 years 1 month
Berlin, Germany

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.
Aug 2012 - Aug 2013
1 year 1 month
Accra, Ghana

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).

Banking and Finance
Professional Services
Education

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).

Finance
Information Technology
Project Management
Quality Assurance
Research and Development
Audit

Skills

  • Java
  • Python
  • C#
  • Stata
  • R
  • Spss
  • Rats
  • Excel
  • Vba
  • Latex
  • Git
  • Jira
  • Thompson Reuters Eikon
  • Jenkins
  • Marketmap
  • Mysql
  • Neo4j
  • Refinitiv
  • Bloomberg

Languages

Akan
Native
English
Native
German
Intermediate

Education

Oct 2013 - Mar 2016

Christian-Albrechts University of Kiel

M.Sc. Quantitative Finance · Quantitative Finance · Kiel, Germany

Aug 2008 - May 2012

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

Created
Need a freelancer? Find your match in seconds.
Try FRATCH GPT
More actions

Frequently asked questions

Do you have questions? Here you can find further information.

Where is Kenneth Foster based?

Kenneth Foster is based in Berlin, Germany.

What languages does Kenneth Foster speak?

Kenneth Foster speaks the following languages: Akan (Native), English (Native), German (Intermediate).

How many years of experience does Kenneth Foster have?

Kenneth Foster has at least 10 years of experience. During this time, Kenneth Foster has worked in at least 4 different roles and for 4 different companies. The average length of individual experience is 2 years and 5 months. Note that Kenneth Foster may not have shared all experience and actually has more experience.

What roles would Kenneth Foster be best suited for?

Based on recent experience, Kenneth Foster would be well-suited for roles such as: Assistant Vice President- Portfolio Risk, Senior Consultant – Financial Engineering and Market Risk, Senior Quantitative Analyst – Financial Engineering.

What is Kenneth Foster's latest experience?

Kenneth Foster's most recent position is Assistant Vice President- Portfolio Risk at Deutsche Bank.

What companies has Kenneth Foster worked for in recent years?

In recent years, Kenneth Foster has worked for Deutsche Bank, Deloitte GmbH, and TTMzero.

Which industries is Kenneth Foster most experienced in?

Kenneth Foster is most experienced in industries like Banking and Finance, Professional Services, and Education.

Which business areas is Kenneth Foster most experienced in?

Kenneth Foster is most experienced in business areas like Finance, Information Technology (IT), and Project Management. Kenneth Foster also has some experience in Quality Assurance (QA), Research and Development (R&D), and Audit.

Which industries has Kenneth Foster worked in recently?

Kenneth Foster has recently worked in industries like Banking and Finance and Professional Services.

Which business areas has Kenneth Foster worked in recently?

Kenneth Foster has recently worked in business areas like Finance, Information Technology (IT), and Project Management.

What is Kenneth Foster's education?

Kenneth Foster holds a Master in Quantitative Finance from Christian-Albrechts University of Kiel and a Bachelor in Mathematics & Statistics from University of Ghana.

Does Kenneth Foster have any certificates?

Kenneth Foster has 2 certificates. These include: Data Science Specialization Certificate and Financial Engineering And Risk Management Certificate.

What is the availability of Kenneth Foster?

Kenneth Foster is immediately available part-time for suitable projects.

What is the rate of Kenneth Foster?

Kenneth Foster's rate depends on the specific project requirements. Please use the Meet button on the profile to schedule a meeting and discuss the details.

How to hire Kenneth Foster?

To hire Kenneth Foster, click the Meet button on the profile to request a meeting and discuss your project needs.

Average rates for similar positions

Rates are based on recent contracts and do not include FRATCH margin.

1200
900
600
300
Market avg: 900-1060 €
The rates shown represent the typical market range for freelancers in this position based on recent contracts on our platform.
Actual rates may vary depending on seniority level, experience, skill specialization, project complexity, and engagement length.