Professional with two degrees in mathematics applied in finance, with significant experience in researching, analyzing and applying mathematical concepts/models to real-world problems in field of finance. Over 9 years of experience as Market Risk Manager covering US and Canadian Mortgages at ...more

Professional with two degrees in mathematics applied in finance, with significant experience in researching, analyzing and applying mathematical concepts/models to real-world problems in field of finance. Over 9 years of experience as Market Risk Manager covering US and Canadian Mortgages at Bank of America in NYC, which required active work with trading desk on new products/trade review, daily risk monitoring (VaR, P&L explain, limits, stress testing, tail risks) and active work with financing team to review requests for warehouse lending facility (proposing appropriate haircuts) and ABS financing/backstop. This experience was followed by almost a year working for SVB (which was further acquired by FCB) as Sr Manager in Financial Risk Management team, covering trading book out of Houston, TX. I was primarily hired to help build risk management processes in preparation for Market Risk Rule and SR 11-10 compliance. After that I joined Aramco Trading Americas as Risk Process Leadless