John Faben — Curriculum Vitae
I have a PhD in maths, and over 12 years of experience in the Risk department of a major investment bank. I have been involved in large-scale change projects, development of risk analysis tools, and the management of a team of 15 risk analysts. I have experience with handling large data sets, mostly using pandas, as well as presenting conclusions of data analysis to senior internal stakeholders and regulators.
Key Skills
Pandas — Python - Modelling - Liquidity Risk - Management - Quantitative Analytics
Work Experience
2020–present: Barclays Bank, Liquidity Risk Modelling (Director from Jan 2025)
I have worked in and now manage the team that develops the Internal Liquidity Stress tests for Barclays Bank. We build models which predict what outflows the bank would expect to see in various liquidity risk scenarios. I have worked with data from across the bank, and have gained significant experience in modelling, model validation and governance.
2012–2020: Barclays Bank, Counterparty Credit Risk (VP from June 2015)
Starting as an analyst in a small team of 7, when I left the team I was managing a team of 10 people and functionally responsible for the work of a team of 30, as well as having some responsibility for the workings of a local platform of 70. My team used a lot of pandas and SQL to manipulate and present information to senior management within risk and the front office, as well as external regulators.
2007–2012: Queen Mary University of London, teaching
I taught on a variety of courses, from Intro to Algebra to Advanced Cryptography. I gained experience with some variety of statistical software and invaluable practice at communicating technical concepts. I was also involved in the establishment of the Art of Maths, an introduction to university education for 6th form students, where I taught a course on Combinatorial Games for two years running.
Education
2007–2012: Queen Mary University of London, PhD Mathematics
I wrote my thesis on The Complexity of Modular Counting in Constraint Satisfaction Problems. I presented work at a variety of international conferences, and the work contained in my thesis is available on the Arxiv.
2006–2007: MSc Operational Research, University of Edinburgh (Distinction)
I was awarded the Wood MacKenzie Prize for the best performance on the Operational Research MSc. I did my MSc project with the Sustainable Systems MSc, developing a system for them to assign projects to students.
2002–2006: BSc Mathematics with Study in Continental Europe (1st Class hons)
I was awarded the Watson Scholarship in my first year, and the Alison Powell Memorial Scholarship in Statistics in my second year. I also captained and coached the University Water Polo Team to the semi finals of the British Universities competition.
Other Experience
I spent 2 months with CFAR in the summer of 2012. I was introduced to a variety of ideas about human rationality and techniques for attempting to overcome the common cognitive biases. I also met a lot of interesting people.
Hobbies
I play a lot of bridge. I write a bridge blog. I also play water polo, although less than I used to. I sometimes play other games.