Director, New York
Financial Services, Antitrust, Data Analytics, Financial Regulation, Securities
Matt Sekerke’s consulting practice focuses on economic litigation, financial economics, mathematical modeling, and financial services regulatory matters. His areas of expertise include constructing and calibrating valuation models for financial instruments; designing and implementing market and credit risk management systems; the econometric analysis of large and complex data sets; the application of machine learning, deep learning, and artificial intelligence in financial services; and markets for fixed income, derivatives, and structured finance products. In the field of antitrust, his experience includes the analysis of competition in platform markets, merger simulation, the estimation of demand systems, and econometric analysis of panel data to identify price and cost impacts.
Dr. Sekerke has two decades of experience providing consulting solutions focused on the financial services sector. Previously, Matt was a Director in PwC’s Financial Markets practice, where he was a primary thought leader for the business and spearheaded valuation and risk management solutions for PwC’s clients in the banking and capital markets sectors. As a Senior Director at Alvarez and Marsal he started up the firm’s economic litigation practice, while also contributing to financial services consulting and restructuring engagements. Prior to that, he spent a decade supporting expert testimony in litigation related to structured finance, derivatives, competition, and complex commercial disputes at Navigant Economics and Chicago Partners.
Dr. Sekerke holds a PhD in Economics from Durham University, an MS in Applied Mathematics from the Columbia University Fu Foundation School of Engineering, and an MBA from the University of Chicago Booth School of Business. He is a Visiting Fellow in the Department of Finance at Durham University Business School and a Fellow of the Johns Hopkins University Institute for Applied Economics, Global Health, and the Study of Business Enterprise. He is the author of Bayesian Risk Management (Wiley Finance, 2015) and his work on money, banking, and financial markets has appeared in Central Banking, The Wall Street Journal, Financial Times, Forbes, and Fortune.
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