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...
We’ve updated our privacy policy so that we are compliant with changing global privacy regulations and to provide you with insight into the limited ways in which we use your data.
You can read the details below. By accepting, you agree to the updated privacy policy.
