Personal Information
Organization / Workplace
Greater Atlanta Area United States
Occupation
Senior Quantitative Risk Management Analyst at Federal Home Loan Bank of Atlanta
Industry
Finance / Banking / Insurance
About
• Diverse background in quantitative finance and risk management within both traded and non-traded markets.
• Profound understanding of business risk drivers and strong exposure on modeling/forecasting business development.
• Multinational experience in strategic planning, problem solving, and decision making.
Specialties
• Bank capital stress test DFAST and Economic Capital (EC) modeling.
• Enterprise Risk Management (ERM): Methodologies, Analytics and Reporting.
• Balance sheet market risk assessment: interest rate risk.
• Mortgage derivatives risk modeling: credit risk and prepayment risk.
• Interest rate derivatives. Balance sheet and portfolio hedging strategies.
Contact Details