Experience

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  Natixis corporate & investment banking

  Feb 2022 - May 2022

  Research project

  Pricing and Risk Management Models of Options on Backward-Looking Rates: A Modeling Framework for Term Rates Replacing LIBOR

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  Deloitte

  May 2022 - Sept 2024

  As an Investment Fund Risk Analyst at Deloitte, I play a crucial role in evaluating and managing the risks associated with our investment funds. My responsibilities encompass calculating performance metrics, analyzing various cost figures, maintaining daily relations with major investment funds, and automating processes to enhance efficiency.- Risk Assessment and Management:Conduct thorough risk assessments of investment funds using both quantitative and qualitative methods.Apply the Cornish-Fisher expansion to Value-at-Risk (VaR) calculations to account for non-normality in return distributions, enhancing the accuracy of our risk predictions.- Performance Calculation:Calculate and analyze performance metrics of investment funds, ensuring accurate and up-to-date performance reporting.Generate and present detailed performance reports to stakeholders, highlighting key insights and trends.- Cost Analysis:Calculate transaction costs using the arrival price methodology, providing precise tracking of trading expenses.Evaluate ongoing costs associated with managing investment funds, including management fees, administrative costs, and other operational expenses.- Compliance and Regulatory Support:Ensure all activities comply with relevant financial regulations and standards, maintaining the highest level of integrity.Stay informed about changes in financial regulations and industry best practices, adapting processes as necessary.- Client Relations:Maintain daily relations with some of the largest investment funds, ensuring clear communication and effective collaboration.Provide timely and accurate information to clients, addressing their inquiries and concerns related to risk and performance.- Process Automation:Automate data analysis and reporting processes using Python and VBA to increase efficiency and reduce the potential for errors.Continuously seek opportunities to enhance and optimize operational workflows through automation. Show less

  • Investment Fund Risk Consultant

    Jul 2024 - Sept 2024

  • Investment Fund Risk Analyst

    Nov 2022 - Jul 2024

  • Investment Fund Analytics Trainee

    May 2022 - Oct 2022
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  Partners group

  Sept 2024 - now

  Quantitative & risk management