Kenneth foster (Foster) A.

Assistant Vice President- Portfolio Risk

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Berlin, Germany

Experience

Jul 2025 - Present
6 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

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)

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