Personal Information
Organization / Workplace
Within 23 wards, Tokyo, Japan Japan
Occupation
Mizuho Securities Co.,Ltd. Vice President
Industry
Finance / Banking / Insurance
About
Business Analyst and Data Scientist for FRTB SA & IMA project and Uncleared Margin Rules(SIMM) Project at Risk Management Department
Expertise in :
- Products : Exotic Derivatives and Structured Notes, Interest and FX Derivatives, Credit Derivatives, Equity Derivatives
- Business Areas : Market Risk, FRTB, ISDA SIMM, Collateral Management
- External Services : AcadiaSoft IM Exposure Manager, MarkitWire, Algo Collateral, DTCC(DS Match, Trade Repository), TriOptima(TriResolve, Exposure)
- CCP : JSCC, LCH
- Programming languages : Python, Perl, C,C++, Java and UNIX shell scripts
- DBMS : Oracle, MemSQL, Sybase, Microsoft SQL Server and MemSQL
- BI Tool : Tableau (Desktop & Server)
- O...
Contact Details