Economist
qaEconomics
Total years of experience :19 years, 3 Months
- Developed PCA latent and macroeconomic factor model to estimated term structure of US Treasury security risk premia
- Developed historical VaR, Monte Carlo VaR, stressed VaR, liquidity risk, and credit risk models.
- Developed historical volatility and EGARCH models of Federal Funds rate (FFR), repo market rates joint with FOMC shocks to estimate FED preference for offsetting volatility managing the FFR within FOMC target range
- Prepared a macroeconomic report on the United Arab Emirates.
- Developed tools for counterparty risk, market-to-market, margin, and stress testing.
- Developed PCA latent and macroeconomic factor model to estimated term structure of US Treasury security risk premia
- Developed historical VaR, Monte Carlo VaR, stressed VaR, liquidity risk, and credit risk models.
- Developed historical volatility and EGARCH models of Federal Funds rate (FFR), repo market rates joint with FOMC shocks to estimate FED preference for offsetting volatility managing the FFR within FOMC target range
- Prepared a macroeconomic report on the United Arab Emirates.
- Developed tools for counterparty risk, market-to-market, margin, and stress testing.
- Taught corporate finance, risk assessment, return on investments, cost of capital, capital structure,
and the relationship between interest rates and the economy.
- Instructed on creating and analyzing financial models for decision-making.
- Introduced the concept of shadow banking and its implications for financial system stability
- Developed credit risk and operational risk models for global systemically important banks (G-SIBs).
- Reviewed equity margin loss models and provided guidance on prepayment models for mortgage securities.
- Documented best practices for operational risk mitigation. credit risk and operational risk models for global systemically important banks (G-SIBs).
- Quantified and submitted capital adequacy and liquidity assessments for G-SIB clients for CCAR reports.
- Conducted operational risk modeling and stress tests for Federal Reserve risk scenarios. - - -
- Developed a Poisson regression model for loss frequencies in operational risk LDA models.
-Successfully submitted capital adequacy and liquidity assessments for G-SIB clients for CCAR reports.
- Conducted
operational risk modeling and stress tests for Federal Reserve risk scenarios. - Developed a Poisson regression
model for loss frequencies in operational risk LDA models.
• Created strategies, models, and analyses to optimize energy consumption and demand.
- Measured response to energy efficiency equipment and energy pricing and incentives.
- Provided strategy, trends, and sector-specific analyses for clients’ decision-making.
- Developed Loss Distribution Approach (LDA) operational risk models for G-SIBs
- Designed vector autoregression and error correction models
- Prepared white paper on price and quantity indices.
-Develop models for energy use cost functions for corn product producers. - Researched energy use data from various
sources and visualized results to communicate insights effectively.
Prepared instructional materials for lectures for courses in international finance, money/banking, economic growth, and demography. - Mentored students and employed innovative teaching methods.
