Basil Benjamin Email & Phone Number

Dallas, Tx, Us

Dallas-Fort Worth Metroplex

Dallas, Tx

Greater New York City Area

Manhattan, New York

Market RiskWorked through the entire BASEL II market risk implementation project covering the process, policy and system implementation. Had experience working with senior officials of market risk while creating and defining the business requirement documentation including VAR, P&L, standardized specific risk, capital thresholds, stress tests, scenario developments, etc, which was key in ensuring the firm's market risk regulatory compliance. Also, developed the system development documentation for the market risk system. Facilitated communications between business and developers to ensure accurate implementation of requirements. Attended and presented at key regulatory meetings with the fed. Counterparty Credit RiskWorked through the BASEL II counter party credit risk implementation project covering the process, policy and system implementation. Had experience working with senior officials of counter party credit risk while creating and defining the business requirement documentation which was key in ensuring the firm's counter party credit risk regulatory compliance. Also, created the system development documentation including PD, LGD models and Limit Approval modules. Facilitated communications between business and developers to ensure accurate implementation of the requirements.

Analyst in Market Risk. Worked with various flavors of options. Experience with both service side and front end systems. Experience in commodities, municipal, fixed income, mortgages and equities. Implemented VAR calculation methodologies and limit monitoring systems from requirements phase to implementation phase. Developed risk management tools to help risk managers and also implemented various fixed income and equities models. Involved in many regulatory projects like FSA, SEC mandatory requirements, Basel II etc.Developed Risk Management utilities that handle millions of positions a day using C++, Core Java in both Unix and Windows environment. Utilized SQL (Sybase and Oracle) along with Weblogic, Apache and Autosys. Also utilized scripting languages including shell script and PERL. Extensive interaction with Users and Business Analysts to understand the requirements and implement solutions.

Analyst in Commodities Section of Market Risk. Worked with various flavors of options. Experience with both service side and front end systems. Experience in commodities, municipal, fixed income, mortgages and equities. Implemented VAR calculation methodologies and limit monitoring systems from requirements phase to implementation phase. Developed risk management tools to help risk managers and also implemented various fixed income and equities models.

Ms, Computer Science

Bsc, Computer Science