Colin Turfus

COLIN TURFUS, PHD., works in Global Model Validation and Governance at Deutsche Bank. For the last fifteen years, he has been a financial engineer, mainly analysing model risk for credit derivatives and hybrids. He specialises in the application of perturbation methods to risk management, finding efficient analytic methods for computing prices and risk measures. He also taught courses on C++ and Financial Engineering at City, University of London for seven years. Prior to that, Colin worked as...See more

COLIN TURFUS, PHD., works in Global Model Validation and Governance at Deutsche Bank. For the last fifteen years, he has been a financial engineer, mainly analysing model risk for credit derivatives and hybrids. He specialises in the application of perturbation methods to risk management, finding efficient analytic methods for computing prices and risk measures. He also taught courses on C++ and Financial Engineering at City, University of London for seven years. Prior to that, Colin worked as a developer consultant in the mobile phone industry after an extended period in academia, teaching applied mathematics and researching in fluid dynamics and turbulent dispersion.?? See less