Jacques Bisschoff

Jacques is a manager in EY’s FS Risk team based in South Africa with over 7 years’ experience using R. 

He leads the solution development, model automation and digitalisation of data analytics and machine learning in FS Risk. 

He has a Masters degree in credit and market risk, for which he received the best project award. Having been employed at two of the Big Four firms, Jacques’ present role is on automation of market and credit risk models including derivative valuation and stress testing challenger solutions using R, Python, C#, Java and SAS. 

He has developed multiple web-based solutions running in production environments across Africa in the banking sector involving IFRS 9 and FRTB. Jacques has extensive credit risk model experience related to PD, LGD, EAD, FLI and ECL under IFRS 9. He has built various score cards, fair value derivative pricing models and stress testing challengers. 

He has extensive DevOps and code management e.g. Continuous Integration/Continuous Delivery (CI/CD) experience using Git, GitLab, Azure and Azure DevOps.

About the Speaker
  • Profession
    Manager Quantitative Advisory Services
  • Company
    EY - Financial Services Risk Team
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