➢ 10 plus years of work experience in Market Risk Analysis, Quant Analysis, Statistical Analysis and Model Validation.
➢ Recently I have worked on Model validation and number of Regulatory Market Risk Projects for FRTB (Fundamental Review of Trading Book), VaR Backtesting and Model Validation.
➢ Good understanding of Greeks, Pricing, CVA, PD/LGD/EAD, PFE/EPE/EE, Risk sensitivities, VaR analysis, Economic Capital, Regulatory Capital, Scenario analysis, BCBS 239, SR11-07.
➢ Have an excellent knowledge of VBA, SQL & SAS. Proficiently used these programming tools for model building, backtesting trading strategy and analysing data in Banking and Finance domain.
➢ Worked directly with a variety of clients on various projects, Stakeholders (FO, Risk Managers) & managed project deliverables & presentations.
➢ Strong numerate/statistical background and sound understanding of applied statistical techniques (Regression, Time Series, Econometrics).
➢ Enjoy being part of a successful and productive team and thrive in highly challenging working environments.
Finding a new position, Networking, New venture
You need to be a member of Data Science Central to add comments!