Risk Consultant

• Jun 2023 - Present

Risk Consultant

• Jul 2021 - Jun 2023

Customer: Woori Bank is a Korean multinational bank headquartered in Seoul. Project details: The Murex upgrade project involves updating the Murex trading platform to a newer version (from 3.1.31 to 3.1.48) with enhanced functionality and improved performance. This project is typically undertaken to ensure their trading system remain competitive and up-to-date in the market. Responsibilities: Worked on developing MRA/MRE Views & Reports. It involved performing the analysis of existing VaR Views, mapping the fields to Mx3.1 and performing reconciliation. Has good experience in Murex Market Risk Configurations, Revaluation, MRA/MRE Viewer/Report creations and deployment for Historical VaR, Stress test on Murex v48. Implemented VaR and stress testing models to evaluate portfolio risk exposure for multiple asset classes and capital markets. Experience in MLC – Defining dimensions, UDF’s, Static data, Risk Configuration, Limit monitor operations, and scenarios testing. Worked on Market Risk and MLC functional and UAT testing for FX and IR products Deep understanding of Murex VaR/Credit Risk module (historical simulation, back testing, PL VaR) Working experience on Simulations (Trade/position/on the fly), E-tradepad and Trade query Experience is running EOD in Unix server and ant scripts Collaborated with other risk management teams to enhance the firm's overall risk management framework. Show less

• Sep 2019 - Jul 2021

• Jan 2017 - Aug 2019

Preparation and analysis of accurate and timely daily Market Risk and Var reports.Perform daily & monthly Var backtesting Regulatory reporting (UCITS)Very good working knowledge of (BarraOne and Statpro Revolution) Risk engines.

• Feb 2015 - Dec 2016

Guidelines & Monitoring - Equity, fixed income, cash .. etc guidelines.Preparation of Custom reports.Working knowledge on Bloomberg.

Associate

• Sep 2014 - Jan 2015