Ahmad Safarov

Experience

• 

  ABB

  Nov 2018 - now

  • Generate and articulate yield enhancement ideas and cost reduction opportunities • Investigate movements in regulatory ratios (LCR and etc)• Actively manage the bond portfolio to optimize risk adjusted returns and adhere to relevant regulatory ratios• Periodic computation of the funds transfer pricing(FTP) to allocate costs to different Business Units and periodic update of the FTP methodology to reflect market realities• Computed, monitored and reported the Bank's daily liquidity ratios, cash reserve requirements, loan to deposit ratio, liquidity coverage ratio, interbank reliance etc. Show less • Simultaneously covered ALM Division responsibilities from Oct 2023 to Jun 2024• Building a thorough investment dashboard by integrating real-time data, historical analysis to make informed decisions• Pulling of data from different sources (including Bloomberg) for portfolio analysis and automation of reporting.• Communicating with counterparties, including financial institutions and traders to facilitate transactions, gather market insights• Managed commercial and interbank rates of the bank• Took active role in developing investment policy for the Bank• FX, Money Market (placements and borrowings)• FX Hedging (Forward, Swaps and etc.)• Banknotes Trading with local and international banks• Securities Trading (Eurobonds, REPO/ Reverse-REPO) Show less • Estimating FX and security portfolio VaR (Value at Risk)• Reporting and analyzing the OCP (Open currency position) trends• Reporting and analyzing liquidity position of the bank• Working with Transformation office on setting and completing the milestones• Underwriting securities, syndicated loans and counter-guarantees• Setting local, foreign bank and country exposure risk limits• Tracking the changes in Basel committee requirements• Monitoring and managing the effects of regulatory changes• Measuring interest rate risk using duration gap analysis• Helped in conducting comprehensive bank-wide stress test• Improving risk scoring models that are used in setting placement limits Show less

  • Team Leader

    Jun 2024 - now

  • Senior Trader of Market Operations Division

    May 2023 - Jun 2024

  • Leading Trader of Market Operations Division

    Sept 2022 - May 2023

  • Leading Specialist of Market Risk Management division

    Apr 2021 - Sept 2022

  • Market Risk Specialist

    Nov 2018 - Apr 2021