Gambar profil mind8
@mind8
Anggota sejak 8 Desember 2014
1 Rekomendasi

mind8

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More than 10 years experienced Financial Risk Manager with enterprise wide view and profound understanding of primary risks (credit, market, interest rate risk of banking book, and operational), consequential (liquidity) risk, their features and interconnections. Has almost 10 years of team management experience and building professional and efficient team through sharing his own experience and conducting risk seminars for colleagues as trainer. Ability to build efficient risk management service in line with Basel requirement from scratch.
$20 USD/hr
13 ulasan
4.7
  • 100%Pekerjaan Diselesaikan
  • 98%Sesuai Anggaran
  • 93%Tepat Waktu
  • 25%Tingkat Rekrut Ulang

Portofolio

Ulasan Terbaru

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Pengalaman

Head of market risk

Jan 2012 - Oct 2015 (3 years)

Developed methodology for assessing the liquidity risk (GAP, cash capital, non-maturing accounts), market risks (VaR, Duration/Convexity, yield curve, short rate models, IRC, prepayment models), interest rate risk of banking book (Extended GAP, Duration/Convexity), counterparty credit risk (EAD, PD, LGD, CVA), economic capital for corporate and retail credit risks; Developed and implemented/automated backtesting methodologies (Kupiec test, distribution testing, ROC, Hosmer-Lemeshow test);

Deputy Manager, Market Risk Control

Apr 2008 - Jan 2012 (3 years)

• Developed and implemented internal methodology for assessing the liquidity risk (GAP, cash capital, non-maturing accounts), market risks (VaR, Duration/Convexity, yield curve, short rate models, IRC), interest rate risk of banking book (Extended GAP, Duration/Convexity), counterparty credit risk (EAD, PD, LGD), economic capital for corporate and retail credit risks;

Deputy Manager, Market Risk Assessment

Mar 2006 - Apr 2008 (2 years)

Developed and implemented internal methodology for assessing the liquidity risk (GAP, cash capital, non-maturing accounts), market risks (VaR, Duration/Convexity, yield curve), interest rate of banking book (Extended GAP, Duration/Convexity), counterparty credit risk (EAD, PD, LGD), economic capital for corporate credit risks;

Pendidikan

Master degree in finance

2001 - 2006 (5 years)

Kualifikasi

Professional Certificate (2009)

GARP

FRM

Professional Certificate (2013)

CFA Institute

CFA

Sertifikasi

  • Numeracy 1
    85%
  • SQL Level 1
    78%
  • Statistics 1
    75%
  • US English Level 1
    75%

Memverifikasi

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