Senior Market Risk Analyst
Commercial Bank of Dubai
مجموع سنوات الخبرة :12 years, 4 أشهر
•Measurement, Monitoring and Reporting of Market and Liquidity Risks for Investments in Fixed Income, Money Markets and Derivatives: P&L, VaR and Backtest, Stress Tests, CVA, Liquidity Coverage Ratios, RAROC
•Monitoring of Credit Exposures through PFE & EPE and Collateral Management
•Assist in Development and Implementation of Market & Liquidity Risk Policies
•Implement and Produce Risk Reports for Senior Management along with the Preparation of Packs for Board of Directors, ALCO, Investment Committees and Central Bank of UAE
•Ensure Middle Office Tasks: Data Validation, Instrument & Counterparty Setups, Liaising with Trading, Structuring & Sales Desks, Back Office and IT.
•Production of Performance & Risk Reports for a Multi-asset Class Global Portfolio: Market Risk Indicators, P&L, Performance Attribution and Factsheets
•Quantitative Analysis to establish Risk-Return profile for existing funds, and for Due Diligence Process
•Implementation, Review and Monitoring of Investment Risk Policies
•Preparation of Packs for Investment Committees and Board of Directors.
•Production of Breach Reports for Long Short, Event Driven & CTA Funds (Liquidity, Concentration, FX Exposure, Credit Ratings, Stress Tests)
•Support Hedge Fund Relationship Managers in providing early warnings and corrective measures
•Participation in the procedures for launching new Managed Funds on the Platform: Master Agreements and Metrics
•Developed Risk-Monitoring tools (KRI Key Risk Indicators, VaR for UCITS Funds).
•Production of Risk and Performance Reports for Equity, Fixed Income and Credit Derivatives Investments
•Study of Investments Decisions and Markets Changes Impact on Equities through Performance Attribution and Internal Rates of Return
•Implementation of Risk and Performance Monitoring tools to the Emerging Markets Equities and Sovereign Debt Portfolio
•Issuance of quarterly Technical Accounts: Mathematical Provisions & Estimate of Claims
•Review and Audit of Clients’ contracts, Statistical and Yield Analysis for Pooled contracts (>5 M$)
•Created and updated customized Dashboards that synthesize and track Clients’ Risks
•Three Presentations during Staff Training sessions on: Solvency II, Work Stoppage, Calculus of Annuities.
International certification in risk Management, 4 modules: - Finance Theory, Financial Instruments and Markets - Mathematical Foundations of Risk Measurement - Risk Management Practices - Case Studies, Standards of Best Practice, Conduct and Ethics
M.S "Statistics and Financial Engineering " in an Apprenticeship Program Major: Quantification of Financial Risk Management. Maths & Computer for Decision and Organization Department Paris Dauphine University - Paris / France
2006-2009 BS in Fundamental Mathematics Faculty of Sciences