Financial Risk Management and ALM Specialist | Full-Stack Design and Development | Quantitative Consulting.
- Project manager for multiple custom ALM solution implementations
- Full-stack design and development in financial risk management software
- Consulting and quantitative analysis in financial risk projects (interest rate risk, credit risk, liquidity risk)
- Generation of regulatory financial risk reports
- Maintenance of custom ETL tools and processes for ALM
- High-performance computing, intensive calculations with large-scale data
Leader on ETL and custom installation processes, design, development and implementation in QALM project, a real time critical software tool for data intensive computations applied to asset liability management (ALM). Analysis, processing and modelling of financial data for rate interest and liquidity risks evaluation and regulatory reports generation.