James Smith

Commerzbank AG

James Smith is currently a Validation Specialist in Group Risk Management at Commerzbank, focusing on validating AI systems and models used for pricing credit derivatives.

His career at Commerzbank began in the midst of the 2008 financial crisis when there was a great focus on modelling credit assets which had become illiquid due to the collapse in the market for such products. He spent time validating the models for ABS securities as well as other credit and hybrid products. More recently he has been involved in AI validations.

Dr Smith holds a doctorate in mathematics from Imperial College London.

Articles by James Smith

Original research

Model validation of a generative-artificial-intelligence-based avatar for customer support in banking

The authors put forward a validation method for a gen-AI-based avatar designed to deal with customer inquiries in the banking sector.

24 Mar 2026

You need to sign in to use this feature. If you don’t have a Risk.net account, please register for a trial.

You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Alternatively you can request an individual account here