Gender

Male

Location

Melbourne, Victoria

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Market Risk Analyst, Risk at ME Bank Limited PERSONAL ATTRIBUTE Highly accomplished and follows all policies and procedures to guarantee accuracy and integrity, with a solid foundation of experience, leadership skills, and professional acumen. PROFESSIONAL SUMMARY Experienced portfolio analytics professional with a successful career managing risk, performing due diligence, leading projects, handling complex transactions, creating solutions for quantitative business analysis, and possessing skills for accurate and efficient delivery of time-sensitive analytical information. SKILLS • Expert in financial analysis, performance attribution and research management • Exceptional investment risk management and statistical modelling skills • Strong data management, problem-solving and reporting capabilities • Significant client and stakeholder management exposure • SunGard (AvantGard Treasury Enterprise - Quantum) expert • Skilled in BusinessObjects Business Intelligence System, HiPortfolio System, Market Analyst Professional, and VTen Simulation Model • Proficient in Bloomberg, Reuters, and SQL Server Management Studio • Primary skills in Statistical Analysis System and Quantitative Risk (Asset-Liability) Management System CURRENT RESPONSIBILITIES AND ACHIEVEMENTS • Conducting project management and collaborating with QRM Inc, IT Solution Architects and Market Risk for deployment of Quantitative Risk Management system for asset-liability, market risk, and liquidity risk management and manage transition from VTen Balance Sheet Risk Management system. • Producing risk metrics including Value-at-Risk, Earnings-at-Risk, Cashflow-at-Risk, and Greeks. • Leading the preparation of ALCO report to management and Board committees which includes funding, liquidity, interest rate sensitivity and hedging insights. • Monitoring developments and adjusting policy in the fields of interest rate in the banking book, capital adequacy and liquidity prudential regulation. • Identifying problem areas within the liability funding portfolio, analysing risks and suggesting appropriate solutions. • Providing leadership for the development and testing of the liquidity forecasting and management framework in preparation for reporting and compliance under Liquidity Coverage Ratio provisions for ME Bank's $21billion balance sheet.

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