Personal Information
Organization / Workplace
Within 23 wards, Tokyo, Japan Japan
Occupation
Ernst & Young ShinNihon - Senior Manager
Industry
Accounting / Auditing
About
• Engaged in a project for a Bank with respect to derivative models including OIS discounting and interest rate and fx models.
• Provided latest trend information with respect to CVA/DVA/FVA methodologies covering stochastic process of underlying assets and estimation of probability of defaults.
• Engaged in an audit project playing a lead role in valuation of financial products area in a Japanese Mega Bank as well as a global investment bank. Established audit strategy and procedures and lead a team to perform control testing and valuation testing. Reviewed internal control processes of risk management including model verification and model input verification. Covered valuation adjustmen...
Contact Details