Machine Learning & AI
- Deep Learning (PyTorch, TensorFlow)
- LLMs & AI Agents
- NLP & Computer Vision
- Model deployment & MLOps
Corporate Risk Auditor · Data Scientist
Emre Kesici, Ph.D.
I work at the intersection of capital markets, model risk, and data science — auditing critical financial models and applying AI and machine learning to solve complex risk challenges at scale.
- 10+Years in risk & markets
- Ph.D.Finance
- CAMSCertified specialist
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About
I'm a Corporate Risk Auditor at Bank of America with a Ph.D. in Finance and over a decade of experience across capital markets, market risk, and data science. I lead comprehensive audits of critical models — spanning anti-money laundering (AML), economic sanctions, and fraud detection — and help assess and refine the organization's model risk management framework, partnering with stakeholders across departments to surface model-related risks and drive operational excellence.
Previously at Citi, I led and supported market risk analytics across key regulatory initiatives including FRTB, CCAR, and the LIBOR transition, developing market risk models to quantify trading-book exposures and calculate regulatory capital. I'm passionate about applying AI, deep learning, machine learning, and data analysis to solve complex financial challenges and optimize business outcomes.
My toolkit spans Python, R, MATLAB, Stata, SQL, Git, Tableau, and Power BI. I'm a Certified Anti-Money Laundering Specialist (CAMS) and an active member of the Financial Management Association, and I serve as an ambassador for London Business School's Masters in Finance 2016 cohort — reflecting my commitment to building professional networks and sharing knowledge.
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Skills
Data Engineering
- Python, SQL
- PySpark & distributed compute
- ETL & data pipelines
- PostgreSQL, SQLite
Quant & Finance
- Portfolio optimization
- Algorithmic trading
- Time-series forecasting
- Risk modeling
Tools & Platforms
- Git, Docker
- AWS / Cloud
- FastAPI, Flask
- Jupyter, Pandas, NumPy
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Selected Projects
AI Agents
Voice Reception Agent
A multi-tenant AI voice receptionist that answers calls 24/7, books and reschedules appointments, answers FAQs, and hands off to a human when needed.
- Python
- LLMs
- FastAPI
- SQLite
Quant
Portfolio Optimization
Mean-variance and risk-parity optimization engine for constructing efficient portfolios with configurable constraints and backtesting.
- Python
- NumPy
- CVXPY
- Pandas
Trading
Algorithmic Trading System
End-to-end trading pipeline integrating market data, signal generation, and automated execution via broker APIs with live monitoring.
- Python
- Alpaca API
- Pandas
- TA-Lib
Data Engineering
Big Data Analytics with PySpark
Distributed data processing pipelines for large-scale analytics, feature engineering, and ML model training on cluster infrastructure.
- PySpark
- SQL
- Databricks
- MLlib
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Experience
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Present
Corporate Risk Auditor
Bank of America · Plano, TX
Conduct comprehensive audits of critical models across AML, economic sanctions, and fraud detection. Assess and refine the firm's model risk management framework, partnering with cross-departmental stakeholders to surface model-related risks and drive operational excellence.
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Prior
Market Risk Analytics
Citi
Led and supported market risk analytics across key regulatory initiatives — FRTB, CCAR, and the LIBOR transition. Developed market risk models to quantify trading-book exposures and calculate regulatory capital.
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Education
Ph.D. in Finance
London Business School · Masters in Finance 2016 (Ambassador)
Doctoral research in finance with a focus on quantitative methods, market risk, and applied data analysis. Contributed to peer-reviewed publications. Certified Anti-Money Laundering Specialist (CAMS); member of the Financial Management Association.
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Get in touch
Interested in working together, or just want to say hello? I'd love to hear from you. Drop a message and I'll get back to you.