Expertise
. Risk management across Front Office, Market Risk and Valuation functions . Derivative Trading & Market Risk spanning Rates, Credit, Currencies & XVA . Market Risk Stress Testing, Front Office Scenario Analysis & P&L Risk Attribution . Regulatory requirements, data quality, risk measurement, risk appetite/limits & desk-level oversight . FRTB . Libor submission and replacement. |
. Internal pricing models (fixed income, exotic equity derivatives, convertibles and copula-based CDO tranche and basket models) . Risk Models (VaR, Stress Testing) . Rogue trading controls . Identification of trading opportunities . Creation of risk management platforms for trading hedges to manage delta, gamma & correlation risk . Internal Audit . Coaching & Training |