John Faben
Liquidity Risk Models VP at Barclays
Greater Glasgow Area United Kingdom
Summary
👤
Senior🎓
Top SchoolJohn Faben is a liquidity risk specialist and quantitative modeller with eight years' experience in banking risk, currently serving as VP for Liquidity Risk Models at Barclays. He combines deep academic training—a PhD in Mathematics (computational complexity) and an MSc in Operational Research—with practical delivery of VBA and SQL tooling and financial analysis to support regulatory and P&L-sensitive decisions. Previously he led a small team focused on counterparty credit data quality for interest rate derivatives under Basel III, blending technical stewardship with team management. Comfortable moving between rigorous theoretical thinking and pragmatic code-driven solutions, he is based in the Greater Glasgow Area and brings a rare mix of computational complexity insight to everyday risk modelling challenges. Notably, his background in teaching and outreach suggests strong communication skills for translating complex quantitative ideas to non-specialist stakeholders.
9 years of coding experience
MSc, Operational Research, MSc, Operational Research at The University of EdinburghBSc, Mathematics with study in Continental Europe, BSc, Mathematics with study in Continental Europe at University of BirminghamPhD, Mathematics, PhD, Mathematics at Queen Mary University of London
Stackoverflow
151reputation
17kreached
6answers
5questions
Github Skills (10)
sql-server6
outlook6
adodb6
oracle6
sql6
excel6
dataframe6
analytic-functions6
mysql6
optical-character-recognition4
Programming languages (2)
Github contributions (5)
johnfaben/HipeGame
Feb 2021 - Feb 2026
Contributions:15 pushes, 1 branch in 5 years 1 month
online-bridge-hackathon/OCR
Jul 2020 - May 2021
Optical Character Recognition API that converts deal images to text format
Contributions:11 commits, 7 PRs, 4 pushes in 9 months
optical-character-recognition
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