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Russell Chidyausiku, (FRM) profile image

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

Risk Management

Rogue Trading controls

Posted 2 years ago

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

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