Matthew Dodgson

Matthew Dodgson is a Director at PwC with a focus on modelling and model risk management for banking industry clients. He supports banks with managing derivative models, market risk and counterparty credit risk, and more recently the emerging risks from the increased use of AI and machine learning. In the last couple of years he has been advising banks on navigating the model changes driven by the LIBOR transition. Before joining PwC, Matthew spent ten years working for two investment banks (Credit Suisse, RBS) in a range of Model Validation roles, including three years as Global Head of Pricing Model Validation at Credit Suisse. He is a graduate of Cambridge University and holds a PhD in Theoretical Physics from Manchester University.