CV
A condensed professional history. Full detail is on LinkedIn.
Steven Davey · Plettenberg Bay · steven.davey@aleph-one.co · LinkedIn · GitHub
Mathematician by training. Most of the last decade in quantitative risk, data and technology inside a large bank; since 2023, independent consulting on algorithms, production models and generative AI applied to documents and processes.
Aleph-One
Owner · May 2023 – present · Plettenberg Bay
Independent consulting. Generative AI and retrieval-augmented generation for organisations that already have the documents and the questions; quantitative models taken off the laptop and onto a deployable path, typically Azure.
Standard Bank Group
Close to eight years, ending April 2023.
Head, Data Integration · May 2021 – April 2023
Management responsibility for internal data platforms, with a focus on moving bank data to the cloud.
Chief Information Officer, CIB Risk IT (acting) · February 2020 – June 2021
Interim role during internal restructuring. The job was to give systems, feature and operations teams enough room to move from on-premises to cloud — modern architecture, still inside the regulatory constraints that apply when a bank moves data.
Portfolio Management and Risk Reporting, CIB Risk · September 2015 – June 2021
Management responsibility for Basel rating modelling (PD, LGD, EAD), trading-book modelling (Monte Carlo exposure, some XVA), and data teams (BCBS 239 / RDARR) for Risk in the Corporate and Investment Bank. Chaired modelling technical committees. Spent a good part of the role moving quantitative work from MATLAB, Excel and SQL onto DevOps pipelines in C# and Python, deployed as Azure Functions.
Education
Master’s degree in mathematics.
Earlier career
Further roles, going back through a longer financial-services career, are on LinkedIn. I can also send a fuller CV on request.