Melanie is a Capital Management Professional at Barclays. She obtained her PhD in Applied Econometrics from Cass Business School, City, University of London and has taught graduate courses at ESCP and LIBF.

After working at the Bank of England, Financial Market Infrastructures, as a Risk and Research Specialist, Melanie moved to Citi, where she was Assistant Vice President, Model Risk Management from 2015–17. She moved to Barclays in 2018. Melanie has a keen interest in capital strategy, model governance, financial stability and diversity and inclusion. 

Expertise

Capital strategy, sustainable finance, model risk management, financial market infrastructures, energy economics and energy policy

Experience 

Barclays, Capital Manager, Vice President 2020 – present
Barclays Model Risk Governance, Vice President 2019–20
Barclays, Quantitative Modeller Wholesale Credit Risk, Assistant Vice President: 2018 – present
Citi, Model Risk Management, Assistant Vice President: 2015–17
Bank of England, Financial Market Infrastructures, Risk and Research Specialist: 2014–15

Education

PhD, Applied Econometrics, Cass Business School, City, University of London: 2011–14
MRes, Cass Business School, City, University of London: 2010–11

MSc, Industrial Engineering, Technical University Aachen Germany: 2004–10

Professional qualifications

Chartered Internal Auditor

Languages 

English (fluent), German (fluent), French (basic)

Publications 

'I want security: stylized facts about central counterparty collateral and its systemic context', Journal of Financial Market Infrastructures: 2018
'Initial margin model sensitivity analysis and volatility estimation', Journal of Financial Market Infrastructures: 2017
'Reassessing the integration of European electricity markets: a fractional cointegration analysis', Energy Economics: 2016
'Time-varying convergence in European electricity spot markets and their association with carbon and fuel prices', Energy Policy: 2016
'Germany’s nuclear power plant closures and the integration of electricity markets in Europe', Energy Policy: 2015