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Kenneth Foster (Foster) Amponsah-Assistant Vice President- Portfolio Risk
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Experience
Jul 2025 - Present
11 monthsBerlin, Germany
Assistant Vice President- Portfolio Risk
Deutsche Bank
Position Summary
Assistant Vice President- Portfolio Risk at Deutsche Bank
Industries
Banking and Finance
Business Areas
Audit
Finance
- 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 yearsBerlin, Germany
Senior Consultant – Financial Engineering and Market Risk
Deloitte GmbH
Position Summary
Senior Consultant – Financial Engineering and Market Risk at Deloitte GmbH
Industries
Professional Services
Business Areas
Finance
Information Technology
Quality Assurance
- 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 monthBerlin, Germany
Senior Quantitative Analyst – Financial Engineering
TTMzero
Position Summary
Senior Quantitative Analyst – Financial Engineering at TTMzero
Industries
Banking and Finance
Business Areas
Finance
Information Technology
Project Management
- 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 monthAccra, Ghana
Assistant researcher/Teaching Assistant
University of Ghana, Statistics Department
Position Summary
Assistant researcher/Teaching Assistant at University of Ghana, Statistics Department
Industries
Education
Business Areas
Research and Development
Industry Experience
See where this freelancer has spent most of their professional time.
Experienced in Banking and Finance, Professional Services, and Education.
Banking and Finance
Professional Services
Education
Business Area Experience
See which departments and functions this freelancer has contributed to most.
Experienced in Finance, Information Technology, Project Management, Quality Assurance, Audit, and Research and Development.
Finance
Information Technology
Project Management
Quality Assurance
Audit
Research and Development
Skills
- Java
- Python
- C#
- Stata
- R
- Spss
- Rats
- Excel
- Vba
- Latex
- Git
- Jira
- Thompson Reuters Eikon
- Jenkins
- Marketmap
- Mysql
- Neo4j
- Refinitiv
- Bloomberg
Languages
Akan
NativeEnglish
NativeGerman
IntermediateEducation
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)
Statistics
Experience
Total positions 4
Experience in Banking and Finance 7 y
Avg length 2 y 5 m
Longest experience 6 y
Global Experience
Countries worked in 2 (Germany, Ghana)
Primary country Germany
Expertise
Recent roles Assistant Vice President- Portfolio Risk, Senior Consultant – Financial Engineering and Market Risk, Senior Quantitative Analyst – Financial Engineering
Main industries Banking and Finance, Professional Services, Education
Main business areas Finance, Information Technology, Project Management
Qualifications
Highest degree Master
Certifications earned 2
Profile
Created
Frequently asked questions
Have questions? Find more information here.
Kenneth Foster is based in Berlin, Germany.
Kenneth Foster speaks the following languages: Akan (Native), English (Native), German (Intermediate).
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 3 years and 6 months. Note that Kenneth Foster may not have shared all experience and actually has more experience.
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.
Kenneth Foster's most recent position is Assistant Vice President- Portfolio Risk at Deutsche Bank.
In recent years, Kenneth Foster has worked for Deutsche Bank, Deloitte GmbH, and TTMzero.
Kenneth Foster is most experienced in industries like Banking and Finance, Professional Services, and Education.
Kenneth Foster is most experienced in business areas like Finance, Information Technology, and Project Management. Kenneth Foster also has some experience in Quality Assurance, Research and Development, and Audit.
Kenneth Foster has recently worked in industries like Banking and Finance and Professional Services.
Kenneth Foster has recently worked in business areas like Finance, Information Technology, and Project Management.
Kenneth Foster holds a Master in Quantitative Finance from Christian-Albrechts University of Kiel and a Bachelor in Mathematics & Statistics from University of Ghana.
Kenneth Foster has 2 certificates. These include: Data Science Specialization Certificate and Financial Engineering And Risk Management Certificate.
Kenneth Foster is immediately available part-time for suitable projects.
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.
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: 864-1024 €
Market avg: 864-1024 €
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.
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