Mohamed AboElnasr

Experience

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  Arabian Food Industries – DOMTY-

  Oct 2013 - Jan 2014

  Accountant
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  Servfund

  Feb 2014 - Apr 2015

  Fund accountant

  Preparing accurate and timely Net Asset Values (NAVs), yields, distributions, and other fund accounting outputs for review.Accurately recording accounting entries, including securities positions, corporate actions, and journal entries, in compliance with departmental policies and procedures.Identifying and resolving exceptions or issues impacting accounting records and pricing by promptly communicating them to management.Rotating through trade processing and other accounting functions to ensure the fund accounting system is prepared for the following day.Utilizing systems such as Tea Computer, Microgen, Fund Pro, and Excel to calculate NAVs for various fund types, including Equity, Money Market, Islamic, Balanced, and Fixed Income Funds.Calculating overheads such as fund interest and dividends, and making the necessary ledger entries.Collecting data and preparing quarterly and annual reports for the board of directors and shareholders. Show less

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  Cairo Financial Holding

  May 2015 - Aug 2015

  Fund Accountant
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  Banque Misr

  Sept 2015 - now

  Market - ALM & Investment Risk Assistant Manager

  My role encompasses various areas, including MRCAR calculation, IRRBB preparation, deep analysis of the bank's EVE and NII ratios, and proactively identifying potential threats and risks in the Fixed Income portfolio, FX open positions, and stock market portfolio.I already have experience in IRRBB automation using Python. I’ve developed an automated IRRBB distribution program that is highly effective in meeting regulatory requirements based on the central bank’s regulations and Basel Accord recommendations. This program is also utilized for forecasting time bucket movements, and I am currently working on enhancing it to support balance sheet optimization.I have built various risk models, including HS VaR, Variance-Covariance VaR, Liquidity VaR, EWMA VaR, Expected Shortfall, Filtered HS VaR, and Stressed VaR.Additionally, I perform regression analysis and apply Machine Learning algorithms to forecast potential movements in market instruments such as interest rates, FX rates, and equity prices.I have participated in risk assessments for global market instruments and derivatives such as REPO and TRS.I was also involved in the implementation of the Murex Treasury System at our bank, ensuring its successful go-live. I have hands-on experience using the Murex system to monitor market risk limits and parameters.Furthermore, I have participated in setting market and ALM risk policies and limits, including early warning indicators, stress testing scenarios, and risk appetite and tolerance limits. I have also contributed to procedures for model validation and backtesting.Notably, I cleared the FRM Part 1 exam in May 2023 and am currently preparing for the FRM Part 2 exam.I am presently enrolled in a Diploma in Machine Learning with Python at the German University in Cairo (GUC). Show less