Risk Analyst
Dubai Investments PJSC
Total years of experience :10 years, 7 Months
DI is the largest Investment company listed on the Dubai Stock Exchange.
Deliverables:
-ERM for the entire DI portfolio, diversified across various sectors.
-Monitoring Market, Credit and Liquidity risks across the board.
- Ensuring Risk adjusted returns on the portfolio by use of VaR, ES, Duration and Yield for the liquid portfolio and Stress testing, variance and macro-economic analysis of the illiquid portfolio.
- Setting up KRIs to identify subsidiary companies/Investments in breach of risk limits.
-Financial Modeling of losses - Flow rates, PD and LGD for Credit losses, Fundamentals and Financials for market competitiveness and business losses.
Aurus is a conglomerate with businesses in the local UAE market.
Deliverables:
- Managing 130 Million USD of AUM, invested in various asset classes - Equities, Private Equity, Funds(Equity/Fixed Income/Mixed), Bonds, currencies, Commodities, ETFs, indices, Structured Products, Money markets
- Active investing in equities (Diversification through quants, valuation models, Maximizing IR and Sharpe ratios, Alpha trades, Derivative(option) overlays)
- Fixed Income security selection - facilitated by Duration, Credit Spread and Rating matrices, Curve trades, Leveraged IG Floaters hedged with swaps. Stress Testing and Scenario Analysis.
- Diversifying in Structured Products / Mutual Funds / Multi-asset class Funds/ Swaps /Credit linked notes in local as well as global markets. Spread Trades and Mean Reversion (for alpha generation).
- Passively investing in Arbitrage Strategies (Inr/usd arbitrage through FPI)
- Proficiency in Using the Bloomberg Terminal.
CFB is an Investment solutions and brokerage firm, Licensed by the UAE central bank.
Deliverables:
- Manage discretionary client portfolios and advise others in diverse investment instruments.
- Trading backed by fundamental and technical analysis (Fibonacci retracements, RSI divergences, Gartley patterns, Elliot waves). Educating client on risk-return profiles of their Investments.
- Build Market algorithms based on concepts of moving averages, Standard deviations, persistence factors, mean reversion, seasonal anamolies etc.
RMS is the world's leading catastrophe risk modeling company.
Deliverables
-Managing risk accounts of top insurance companies based out of US and Europe (AIG, Berkshire..) by providing RMS solutions through client interactions.
-Quantifying natural catastrophe risk by means of the vulnerability, hazard and financial module using commercial modeling software such as RMS’s RiskLink, RiskBrowser and RMS One.