Jonathan Fitzpatrick is a partner in advisory and head of quantitative risk. Jonathan specialises in delivering risk measurement and quantification services to clients. He has over 16 years’ experience, working in both the UK and Ireland, where he led teams across professional services firms and in multinational banks.
Jonathan supports a wide range of domestic and international clients in credit risk (IRB, IFRS 9) model development, validation and audit support, climate change modelling and scenario analysis, and stress testing capability enhancement and automation.
He is experienced in complex asset/liability valuations, designing and implementing model risk management frameworks, enhancing valuation in resolution (ViR) capabilities, and financial and strategic planning analysis.
His experience extends to helping clients utilise complex models and systems to deliver board-level insights.
AI in banking: ECB, industry insights and validation frameworks explained.
Discover how banks can adapt model risk frameworks to govern AI models, ensuring compliance, transparency, and scalable innovation under the EU AI Act.
Discover how banks can transform model risk from a compliance burden into a strategic advantage with robust governance and lifecycle validation.
