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