Supported the counterparty credit risk hedge program buildout and go-live for a top global systemically important bank. Roles included project management, cross business coordination, and technology requirements documentation.

Supported the stressed framework buildout for exchange traded derivatives using Python and Linux shell scripting.Drafted and published underlying documentation on measuring contagion risk and factor sensitivity metrics for CCR exposure monitoring.

- Model DocumentationAdvised clients on model documentation and supported the documentation of the stressed security inputs process to the Credit Valuation Adjustment model. Provided quantitative insights to the stressed mark-to-market calculation, utilizing existing Front Office pricing libraries and Python scripts.- Procedure DocumentationPublished Firm-wide procedures on calculating counterparty credit risk measurements such as potential future exposure, incremental default loss, wrong way risk, and CCR stress testing for BAU risk management.

Tasks included:- Event Planning- Data analytics for study abroad programs- Assisting students during application times- Coordinating meetings with staff