Jun 2023 – Sep 2025 · 2 yrs 3 mos

• As a key member of the Financial Control team, my experience has centred on the critical intersection of market risk and financial reporting. I specialize in providing robust P&L and risk analysis for structured equity derivatives and complex portfolios.
• Risk & P&L Reporting: Generated and validated daily risk and P&L reports, delivering critical exposure analysis for structured equity derivatives and ensuring data consistency. My work included validating and monitoring risk sensitivities (Greeks) to support accurate Front Office and Market Risk reporting.
• Stakeholder Collaboration: Acted as a central liaison, interfacing with Front Office and Market Risk teams to ensure the accuracy of valuation inputs, model parameters, and risk factor mapping. I consistently identified unexplained P&L drivers and communicated risk-related breaks to key stakeholders.
• Risk Management & Compliance: Managed P&L reporting for Own Credit portfolios, focusing on debt issuance, own credit spread valuation, and funding adjustments. I ensured compliance with IFRS 13 and internal pricing policies while developing reporting templates that aided senior management's funding decisions.
• Quantitative Analysis: Conducted comprehensive VaR calculations and stress testing to identify and quantify potential market risks. I also performed trend analysis on P&L volatility for structured products, flagging key delta/gamma-related shocks to risk management.

Dec 2021 – Jun 2023 · 1 yr 6 mos

• Experienced Credit Risk Analyst with a proven ability to assess and manage credit risk for corporate portfolios. My work includes:
• Credit Analysis & Reporting: Expertly analyzed financial statements and conducted thorough creditworthiness assessments for corporate clients, preparing detailed credit memos and risk reports for senior management and regulatory bodies.
• Portfolio Management: Proactively monitored exposures, early warning indicators, and limit breaches across portfolios, enhancing risk oversight and ensuring portfolio health. I also boosted efficiency by developing and implementing automated risk dashboards.
• Strategic Partnership: Collaborated closely with the front office to structure transactions that align with risk appetite and company policy, balancing prudent risk management with business growth objectives.
• Regulatory Compliance: Played a key role in the successful reporting and validation of internal credit risk models (PD, LGD, EAD), contributing to successful Basel III/IFRS 9 compliance and regulatory stress testing.