Christopher Rhee Email & Phone Number

Greater New York City Area

•Perform analytics of counterparty credit risk exposure for investment banking arm of a top global financial institution, with duties including derivative trades analysis, portfolio risk management, and stress testing•Present analysis findings in recurring portfolio review meetings attended by senior management from Credit Risk giving insight into top counterparty exposures and market risk drivers•Conduct stress testing analysis and reporting on securities financing trading portfolios across the enterprise for CCAR and other regulatory submissions, including calculation of incremental default risk (IDR) and completion of the FR Y-14Q Counterparty schedule•Collaborate with technology partners to troubleshoot system errors and test enhancements; automation of manual steps and checks has improved running time over fifty percent and significantly reduced re-work •Build and enhance reporting tools in VBA and Python to reduce operational risk from manual procedures and improve process efficiency by over 25%

Greater New York City Area

•Provided timely analysis of prospective trades to credit officers and front office/trading teams for managing counterparty exposure limits•Monitored incoming trade exposure requests to manage distribution of work amongst team members and to ensure all trades had coverage•Trained teams of credit officers and traders on how to use the credit risk what-if system and other tools to calculate exposures for vanilla trades, reducing trade flow by around 30 percent•Created spreadsheet models and calculators to facilitate exposure estimates for exotic trade requests, compiling an ad hoc analytics library resulting in improved efficiency on similar requests

Greater New York City Area

•Delivered exposure analysis of derivatives trades across all asset classes while building a deep foundation of market risk knowledge from perspective of counterparty default exposure•Fulfilled time-sensitive requests in a high-pressure environment where results were frequently required within minutes in order to win a trade•Developed and automated comprehensive counterparty overview reports during Financial Crisis of 2008 in order to closely monitor exposures for top broker dealers and financial names on a daily basis

Master Of Business Administration - Mba, Finance, General

Recipient of University Fellowship and Dean’s Scholarship

Master Of Business Administration - Mba, Finance, General

Recipient of University Fellowship and Dean’s Scholarship

Bachelor'S Degree, Computer Science And Engineering