Quantum Solutions 

Executive Profile: Stefan Szilagyi, FRM

• I am a results-oriented finance professional with a proven track record of success at high-profile financial services firms and regulatory agencies. My expertise spans market, credit, and operational risk, with a specialized focus on model development, validation, and regulatory compliance.

Strategic Value Proposition

• Regulatory Leadership: I bring extensive experience in leading Dodd-Frank Act Stress Testing (DFAST) implementations, managing model risk examination work, and developing regulatory guidance that bridges the gap between supervisory expectations and industry practice.

• Transformational Risk Management: From managing climate change research and stress test scenario development to overseeing interest rate risk modeling changes, I empower institutions to build robust, compliant frameworks.

• Operational & Financial Optimization: My approach integrates quantitative rigor—including Value-at-Risk (VaR), Monte Carlo simulations, and OAS analysis—to optimize funding and hedging strategies, consistently reducing risk exposure and enhancing portfolio returns.

• Bridging Scale: Whether driving enterprise-wide CCAR transformations at large commercial banks or designing foundational MRM frameworks for smaller firms, I provide the strategic oversight necessary to navigate complex regulatory landscapes while maintaining operational efficiency.

Industry Thought Leadership

• As a recognized subject matter expert, I have authored research on fixed income markets and frequently presented at major industry conferences on topics ranging from market risk and model risk to the integration of AI and machine learning in financial modeling.

• I am committed to fostering a well-controlled, transparent risk culture that enables institutions to achieve both regulatory excellence and strategic growth.