Senior Business Analyst - Risk Management & Business Intelligence
Path-Solutions
مجموع سنوات الخبرة :9 years, 8 أشهر
Marked Business Change Request (BCR) & Functional Change Request (FRS) documents for the following elements of the Risk Management solution:
- Basel II/III guidelines compliance requirements
- Market Risk & ALM
- Stress testing methodologies
- IFRS9 compliance requirements
Assisted in building & maintaining Risk Management system road-map:
- Basel III Liquidity Measures
- Stress Testing Full Framework
- IFRS9 Expected & Lifetime Expected Credit losses through the Loss Rate model
Implemented Cash Flow Monitoring System (Nostro Accounts Liquidity Management) for a major bank in Kuwait:
- Gathered business requirements
- Drafted Functional requirements
- Provided on site business consultancy throughout the whole cycle of the implementation
Learned to use simple queries in various data handling software for relational data bases in order to facilitate testing cycles
- SQL Server Management
- Power BI
- PL/SQL
• Learned the company's offered services which include different types of accounts, platforms, and manageable financial instruments.
• Practiced the know how of identifying potential customers, offering the right services according to his needs, and maintaining a strong relationship.
• Conducted various market researches in order to advise customers with upcoming opportunities on certain instruments.
• Traded various currency pairs, indices, and precious metals. (Spots)
• Experienced the study of technical analysis specializing in price action and identifying major S/R levels in addition to the use of several indicators.
• Analyzed the effect of major economies and central banks policies to the price of the assets traded.
• Achieved academic recognition “Dean’s List” for three semesters • Core & Major requirements’ GPA of 3.40/4.00 • Utilized various software (VB.NET, MatLab, Bloomberg Terminal, Microsoft office) • Attended various conferences regarding financial modeling, and financial risk management • Senior Projects : + Financial Modeling Presented a financial model for Starbucks on spreadsheets based on its consolidated financial statements, projected pro-forma statements and WACC in order to calculate its intrinsic value per share and evaluate the possible effects of their plan in extending their product line to their stock price through sensitivity analysis. (graded the best in class) +Advanced Investments Finance Traded S&P 500, Nasdaq, and DJIA ETFs in the course of the semester for approximately 4 months achieved a 55.32% return the portfolio +Financial Risk Management Calculated VAR using different approaches (Historical/Model Building) with different weighting models such as GARCH, EWMA, and GARCH for equity portfolios Calculated VAR for options portfolio using Greeks (Delta,Gamma) and using Monte Carlo simulation