Fernando Fernando

Experience

• 

  CV Alpha Statistics Consultant

  Jan 2011 - Jan 2013

  Chief Operating Officer

  Responsible for the daily operation of the company, and routinely reports to the highest-ranking executive.

• 

  Bank Mega

  Nov 2013 - now

  Responsibilities:1. Provide regular market & liquidity risk report and analysis for BOD & BOC, & Risk Management Committee;2. Provide market & liquidity risk report and analysis for compliance & regulatory purpose to OJK, such as LCR, AL/NCD & AL/DPK, NSFR, IRRBB, risk profile, Maturity Profile, Value at Risk (VaR) and other regulatory request;3. Provide daily market & liquidity risk report for all stakeholder, such as: LCR, NSFR, PV01, Risk Limit, GWM, and Marked to Market (MtM) and provide all business requests related to market & liquidity risk;4. Identify, analyze and monitor all risks related to market & liquidity risk management;5. Review, analyze, and giving recommendation related to market & liquidity risk management for business and regulatory purpose;6. Create Model and calculation system for market & liquidity risk tools to assist risk monitoring process (notable project: IRRBB, LCR, NSFR, CRST, BUST, VaR, & ILAAP);7. Provide Bottom Up Stress Test (BUST) and Climate Risk Stress Test (CRST) model and calculation for regulatory purpose; and8. Update and review all calculations and models on a regular basis or in a force majeur event occurred. Show less

  • Market Risk Management Specialist

    Jul 2022 - now

  • Market & Liquidity Risk Modelling and Reporting Specialist

    Oct 2017 - Jul 2022

  • Strategic Information Management Specialist

    Feb 2015 - Oct 2017

  • Management Trainee

    Nov 2013 - Feb 2015