Forgot your password ?
Russell Chidyausiku, (FRM) profile image
Offline

Russell Chidyausiku, (FRM)

Singapore | Member since April 30, 2017
Work Experience Summary ■ Front-office Trading experience in Equities, Bonds, Repos, Swaps, Futures and Options ■ Treasury and Inter-bank wholesale markets:Bank Treasury operations and the interest-rate risk associated with balance sheet management (ALM) and Economic & Regulatory Capital. ■ Specialist in Risk Frameworks and SOP'S for Financial Institutions covering Market, Counterparty Credit Risk, Operational & Technology Risk ■ Extensive Regulatory Compliance experience ■Basel III adaptation and ICAAP implementation : Advanced-IRB approaches for Credit Risk, IMA (Market Risk), AMA (Ops Risk). Quantitative Skills Summary My quantitative skills include ■Developing methodologies for Risk Budgeting, Economic Capital Modeling, Basel-based Regulatory Capital Adequacy models ■Interest rate modelling and Bank Balance sheet management: Vasicek, CIR, Hull-white ■Model Validation for Derivatives Pricing, VaR, Credit VaR, Liquidity-adjusted VaR, Counterparty Credit Risk Exposure, Expected Shortfall and various Stress-tests. ■ I  cover a range of instruments and markets; Fixed Income, Swaps, Currencies, Commodities, Equities, Options and Futures.
---
Read more
Not graded
Rating
Classes completed: 0
Buyers worked with: 0
Last project: No projects
Projects completed: 0
Sellers worked with: 0
Jobs: No jobs yet

Skills & Experience

 
Singapore
Risk Management

Rogue Trading controls

Posted 5 months ago
English

Unauthorized Trading controls for banks and financial institutions. This class covers rouge trading controls for deal rooms, and examines the drivers for this r...

$175.00
No items to display

No portfolio items have been added yet.