Ozge Kayasu, FRM

Experience

• 

  Garanti Bank

  Aug 2008 - Dec 2009

  Correspondent Banking Assistant Vice President

  Responsible for Germany, Austria, CIS (Commonwealth of Independent States) Countries and Eastern EuropeFollow up letter of credit, letter of guarantee, money transfer, securitization, syndication loans with correspondent banks Keep and build good relations between correnpendent banks and Garanti Bank

• 

  Akbank

  Sept 2010 - May 2015

  Daily validation of the risk data through review of risk, risk moves and discussion with trading and other control functionsEstablish market risk limitsBuild, document, review, validate and support all of the market risk models and market risk analytics used for valuation, optionality, interest rates and derivativesDevelop VaR, Stress Testing, and Counterparty Risk, Scenario Analysis, Back Testing, Shortfall for a derivatives, Fixed Income and FX Desk by IBM Algorithmics SoftwareKeywords: Fixed Income, Derivatives, VaR, Stress Testing, Term Structure, Database, Data mining, SQL, VBA, Linux, Valuation, Economic Capital Show less

  • Market Risk Manager

    Dec 2014 - May 2015

  • Market Risk Assistant Manager

    Sept 2010 - Dec 2014
• 

  EY

  May 2015 - Jan 2017

  Hedge AccountingGap Analysis for Fundamental Review of Trading BookInterest Rate Risk in Banking BookReview of Best Practices in market risk, CCR, ICAAPValuation of derivatives, fixed incomeReview of ICAAP reportValidation of VaR calculation

  • Manager

    May 2015 - Jan 2017

  • Market Risk Assurance Senior Manager

    May 2015 - Jan 2017
• 

  Yapi Kredi Bank Nederland NV

  Jan 2017 - Jun 2019

  ALM & Market Risk Manager
• 

  Rabobank Groep

  Jun 2019 - now

  ALM Risk Manager - ER Group ALM Risk Stress Testing