As Principal Consultant at RsRL, my expertise in financial risk management shapes the development of robust, compliance-driven FRTB models for diverse asset classes. Our team's commitment to excellence is reflected in our innovative approaches to derivative pricing and model validation, catering to ...
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As Principal Consultant at RsRL, my expertise in financial risk management shapes the development of robust, compliance-driven FRTB models for diverse asset classes. Our team's commitment to excellence is reflected in our innovative approaches to derivative pricing and model validation, catering to the needs of a multi-asset class, firm-wide clientele. Through comprehensive analysis and strategic foresight, we've established a solid track record in enhancing trading performances.
With a distinctive blend of technical prowess in QuantLib and computational finance, my tenure as Senior Quant has been marked by the effective oversight of model lifecycles and the formulation of advanced trading strategies. The strategies we've crafted have been instrumental in optimizing Value at Risk (VaR) and Expected Shortfall (ES) assessments, playing a vital role in strengthening our firm's market positioning. Our rigorous approach to strategy crafting and risk assessment not only ensures compliance but also underpins the resilience and agility of our financial solutions.
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