Remote worker with 5+ years of experience - Last seen 8 months ago

Experienced Banking risk management professional with track record of high quality delivery and thought leadership in a number of areas -
1. Model risks - technical development/validation and implementation of IRB/IFRS9/Stress Testing/IMM/IRC/valuation models.
2. Capital optimisation (RWAs and leverage), portfolio management (IFRS9/CECL/XVAs) and stress testing
Adviser on Pillar 1 Market and Credit Risk Models
Market Risk Expert VaR calculations, proxies for implied risk factors
XVA/AVA/FVA Frameworks, XVAs and XVA risks
Documentation of findings for presentation to prudential control bodies and resolution authorities
Counterparty Credit Risk Models
Modelling IRB Credit
Internal Risk Models

🛂 Nationality	🇬🇧 United Kingdom
🏡 Residency	🇳🇿 New Zealand
📍 Location	🇳🇿 New Zealand
Remote OK	rok.co/@donaldan67
LinkedIn	https://www.linkedin.com/in/andrew-donaldson-43aa45ba/
Skilled in	python r c plus plus sas excel risk macroeconomics market risk credit risk regulatory approvals counterparty risk murex frtb var irb model validation pmo agile
Fluent in	spanishfrenchenglish
Preferred timezone	+10
Preferred annual pay (min)	$150,000/year
Preferred hourly pay (min)	$75/hour
Last seen	8 months ago
Signed up	8 months ago
Badges	👨‍💻 Remote worker 🎖 Early adopter