Summary
Mehmet Doğan is a senior model risk and ALM specialist with ten years of banking experience, currently leading Model Risk Validation at Clearstream after building and directing treasury modelling teams at Standard Chartered. He has established governance frameworks and independently validated model families across banks, combining hands-on quantitative modelling in R and Python with clear regulatory and documentation rigour. His background spans IRRBB, liquidity, capital and behavioural models, having grown a modelling team from two to nine and authored extensive methodological documentation. Trained in Economics (Suleyman Demirel University) and Quantitative Finance (University of Warsaw), he blends academic quantitative skills with pragmatic implementation and stakeholder communication across EMEA. An often-overlooked strength is his track record in practical upskilling—running Python training across London, Singapore and Warsaw to raise modelling literacy.
10 years of coding experience
7 years of employment as a software developer
Master's degree, Quantitative Finance, Master's degree, Quantitative Finance at University of Warsaw
Bachelor's degree, Economics, Bachelor's degree, Economics at Suleyman Demirel University
English, Turkish, Polish