Branna LLC is the independent practice of Selemon Getachew, Ph.D., drawing on over two decades of financial modeling and market, counterparty, and model risk management at Tier-1 financial institutions. The practice delivers quantitative risk management, financial modeling, independent model validation, regulatory compliance advisory, and risk management training.
Experience Across Institutions Including
About the Practice
Principal & Quantitative Lead
Selemon Getachew spent over two decades as a financial quant across trading desks and market and counterparty risk functions at institutions that regulators take seriously — AIG, Fannie Mae, Wells Fargo, and PNC — before starting an independent practice.
As Senior Vice President at PNC, he served as the bank’s primary senior quantitative authority for market risk and acted as interim leader of the Market Risk Analytics group for more than a year. He was the senior-most quant responsible for the full model lifecycle of PNC’s enterprise Potential Future Exposure (PFE) engine — covering every OTC derivative transaction on the bank’s books — leading all updates, fixes, enhancements, governance, audit remediation, and regulatory defense.
Earlier, as Vice President and Model Validation Co-Lead at PNC, and Model Validation Manager at Wells Fargo, he ran independent validation programs spanning VaR, Economic Capital, CVA, CCAR stress models, and interest rate, FX, commodity, and credit derivatives. Before that, he built valuation and sensitivity models for fixed income and interest rate derivatives at Fannie Mae, and for commodity and FX derivatives at AIG Trading Group.
He holds a Ph.D. in Mathematics from Brown University and a B.A. in Mathematics and Computer Science (double major), with a minor in Studio Art (Painting), from Dartmouth College, where he graduated magna cum laude and was elected to Phi Beta Kappa.
“Bridging mathematical rigor with clear, intuitive communication—prioritizing return-on-attention, conceptual clarity, and timely deliverables.”
A second focus of the practice: adapting the same discipline used at Tier-1 U.S. banks for institutions in frontier markets that are building risk infrastructure for the first time. Developed-market engagements call for precision — deep validation and stress-testing rigor measured against an established rulebook. Frontier-market engagements call for pragmatism — building sound risk frameworks and capability where the ideal systems, data, and infrastructure aren’t yet in place, and prioritizing what actually moves an institution forward. Branna moves between both without diluting either.
Core Practice Areas
Tailored quantitative solutions designed to meet the distinct operational and regulatory environments of global financial markets.
Developed Markets
Independent validation and advisory for banking and market-risk models, drawing on direct experience running the full lifecycle of an enterprise PFE engine and defending it through formal regulatory exams. Engagements include:
Focus: Model Validation & Risk Governance, Regulatory Exam Defense & Derivatives Modeling
Frontier Markets
Risk-management capacity building for institutions developing their market and counterparty risk, asset-liability management, and exposure-hedging functions, built from the same frameworks used at Tier-1 U.S. banks and scaled to what a frontier-market institution can realistically run. Capabilities include:
Focus: Institutional Readiness, Risk Framework Design & Executive Training
Specialized Expertise
Quantifying, modeling, and managing exposure across Interest Rate Risk, Foreign Exchange (FX), Commodity Price Risk, Counterparty Credit Risk, Value-at-Risk (VaR), Expected Shortfall (ES), Potential Future Exposure (PFE), and Credit Value Adjustment (CVA).
Independent model validation, conceptual soundness reviews, quantitative benchmarking, model documentation supporting valuation and regulatory approval, and governance frameworks across trading and banking book models.
Regulatory capital (FRTB, Market Risk Rule), CVA Capital, Risk-Weighted Assets, CCAR stress scenarios, and Basel capital frameworks.
Balance sheet management, deposit analytics, liquidity risk frameworks, and interest rate sensitivity analysis.
Valuation, term structure modeling, hedging, and cash-flow replication and simulation for derivatives and fixed income instruments.
Initiate an Engagement
For engagement inquiries, proposals, or general questions, reach out directly by email — expect a prompt response.
Email Branna LLC