Ariye Shater Managing Director Quantitative Analytics at Barclays heading up Traded Risk and AI/ML teams.   Ariye is responsible for all aspects of quant risk modelling across all asset classes RWA calculations and models for the CCAR stress testing.

Ariyes recent focus has been on advancing AI/ML strategy for Quantitative Analytics and the Risk function at Barclays. Key effort is around building models/systems to leverage wealth of unstructured data and using latest advancements in deep learning large language models and ability to process large amounts of data.

Prior to quant risk Ariye was a front office credit derivatives quant with 10+ years of experience supporting flow and structured credit businesses. Ariye started his career at Lehman Brothers as credit quant analyst focusing on initial roll out of CDX indices developing core derivative pricing and risk management system and eventually supporting structured credit trading as a desk quant strategist.

Ariye received BS in Computer Science from Stony Brook university and completed selected operations research coursework at Columbia University.