Peter Oliver Caya

Me in 10 Minutes

What I'm doing now

I'm currently raising my daughter with my wife while working in model risk at Charles Schwab. My time is split between watching my daughter, work, my independent research interests, and marathon training. I balance it by sleeping less, audiobooks, a lot of time boxing, and meal prep.

My work, in broad strokes (no jargon)

I help make sure the complex software used by banks are reliable, understood, and used responsibly. You can think of what I do as a safety inspection. My job is to:

  • Kick the tires on models before people rely on them. I test how they behave, where they break, and what assumptions are doing the heavy lifting.
  • Scientific communication - I turn technical details into something a smart non-specialist can act on: what the model is for, when to trust it, and when not to.
  • Reduce "unknown unknowns." I look for hidden risk: data quirks, edge cases, unrealistic backtests, and incentives that quietly push a model off the rails. My job at its best gets rid of "Knightian uncertainty" and makes risk just another predictable cost.

Language learning and how I study

I'm currently a lapsed language learner although it's an area of study I loved. My best success was with French where I achieved conversational fluency. I'm just returning to it now.