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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.
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Skills & Experience

 
Singapore
Risk Management

Rogue Trading controls

Posted 11 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
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