Precision Engineering for
Complex Capital Markets
Branna LLC delivers elite quantitative risk management, model validation (SR 11-7), and regulatory compliance advisory. Bridging institutional-grade mathematical rigor with clear executive vision, we empower financial institutions and frontier markets to measure, navigate, and structure complex exposure with complete clarity.
About the Practice
Selemon Getachew, Ph.D. .
Principal & Quantitative Lead
Biography & Executive Background
Selemon Getachew is a senior financial risk expert and quantitative leader with over 20 years of experience building, validating, and leading risk management models across major banking institutions and trading floors[cite: 1]. Formerly Senior Vice President of Market Risk Management at PNC and Vice President at Wells Fargo, Dr. Getachew has led institutional model risk validation, balance sheet analytics, and complex derivative pricing across interest rate, FX, commodity, credit, and mortgage-backed securities (MBS) markets[cite: 1].
He holds a Doctorate (Ph.D.) in Mathematics from Brown University and completed his undergraduate studies at Dartmouth College with a B.A. in Mathematics, Computer Science, and Studio Art[cite: 1]. This rigorous academic foundation underpins his ability to translate advanced mathematical principles directly into complex financial markets and regulatory capital frameworks[cite: 1].
Balanced Philosophy
"Bridging mathematical rigor with clear, intuitive executive communication—prioritizing return-on-attention, conceptual clarity, and timely deliverables."[cite: 1]
Tailored Strategy
Branna LLC operates with a dual-scope advisory strategy tailored to the specific regulatory and structural environments of its clients[cite: 1]:
- ❖ Developed Capital Markets: Institutional-grade quantitative modeling, regulatory stress testing (CCAR/DFAST), FRTB compliance, SA-CVA, and independent model validation (SR 11-7) for global financial institutions[cite: 1].
- ❖ Frontier & Emerging Markets: High-impact capacity building, executive financial risk training, debt/cash-flow structuring, and pragmatic regulatory readiness tailored to developing banking sectors[cite: 1].
Core Practice Areas
Financial Risk Management Practice
Institutional risk identification, quantitative measurement, and derivative hedging strategies tailored across global markets[cite: 1].
Developed Capital Markets
Full-scale quantitative advisory for global financial institutions, including advanced model validation (SR 11-7), CCAR stress scenario testing, FRTB compliance, SA-CVA, and complex derivative pricing engines[cite: 1].
Frontier Markets Solutions
Practical solutions translating developed-market experience into emerging banking sectors: executive risk training, cash-flow structuring, custom financial models, and regulatory readiness[cite: 1].
Specialized Expertise
Strategic Capabilities
Regulatory Compliance & Stress Testing
FRTB, Market Risk Rule, SA-CVA, CCAR/DFAST stress scenario modeling, and Basel capital frameworks[cite: 1].
Asset Liability Management (ALM)
Balance sheet management, deposit modeling, liquidity risk frameworks, and interest rate sensitivity analysis[cite: 1].
Fixed Income, MBS & Derivatives
Valuation, term structure modeling, and hedging strategies for Mortgage-Backed Securities (MBS) and OTC derivatives[cite: 1].