Frank develops & implements innovative risk management solutions through digital innovation and advanced analytics, bringing 25 years of research and industry experience in statistics, econometrics, and machine learning.


Frank has served banking clients across Europe, the UK, Asia, the Middle East, and the Americas on managerial and regulatory stress testing, end-to-end implementations of retail and wholesale credit risk and collections, as well as balance sheet management.

Prior to joining McKinsey, Frank served in several front office structuring and trading roles as well as risk management roles on the trading floors of Barclays Capital, Credit Suisse and UniCredit. He led creation of a risk management group serving a fund linked derivatives team, including setting up risk analytics, policies, and procedures as well as due diligence processes on underlying assets. He set up the analytic and IT infrastructure of a CVA desk (i.e., counterparty valuation adjustment, a process of aggregating counterparty risks). This included responsibility for the related change management effort, including defining processes and key performance indicators.

Frank pursued research in financial econometric methods at Nuffield College, University of Oxford and the University of Konstanz in Germany. This work focused on time-varying risk and dependency models, as well as micro-econometric methods in finance.

He holds a Ph.D. in economics from the University of Konstanz, and a business administration degree from the Eberhard-Karls-Universität Tübingen, Germany.