Masoom Khan , FRM
Personal Information
Organization / Workplace
Mumbai Area, India India
Occupation
Asst Vice President at Citi
Industry
Finance / Banking / Insurance
About
I am having 10 Years exposure in Market Risk Analytics including FRTB/Basel2.5 , Counterparty Credit Risk and OTC Clearing domain with leading Bank, OTC Clearing Exchange and IT Company.
Currently : I am working with CitiGroups for the QIS - Quantitative Impact Study under FRTB - Fundamental Review of Trading Book. Actively participated in the rules advocacy and successfully implemented the changes for impact analysis under Standard Rules and Internal Model Approach. In-depth knowledge of Standard and Internal Model under FRTB across various asset class - IR FX,Comm,Equity,Credit.
Domain Expertise
• Market Risk Analytics (IMA, Basel 2.5/3) and Reporting : Used Numerix & Calypso System...
Contact Details