Dimitar Kolev, Cfa, Cqf Email & Phone Number

Washington, District Of Columbia, United States

• Develop balance sheet and risk management strategies to achieve Farmer Mac’s objectives for earnings within approved constraints for market and liquidity risk.
• Identify, measure, monitor, and communicate broad and business-specific market and liquidity risks. Play a key role in ensuring the completeness and accuracy of all market and liquidity risk measurements, including.
• Conduct comprehensive analysis of Farmer Mac’s balance sheet, evaluating the impact of various financial and economic scenarios on interest rate risk and liquidity positions. Regularly present the results to the Board.
• Serve as a voting member of Farmer Mac’s Management Asset/Liability Committee, reporting directly to the Chief Financial Officer & Treasurer.
• Manage a team responsible for a wide range of tasks, including ownership and maintenance of Farmer Mac’s ALM system (QRM), quantitative model back-testing and tuning, interest rate risk reporting, designing funding.
• Promote a culture of risk awareness and compliance within the ALM function, fostering a strong control environment and ensuring adherence to regulatory requirements.

Washington, District Of Columbia, United States

Arlington, Virginia

• Tracked Market Value of Equity (MVE) & Net Interest Income (NII) changes under various interest rate stress scenarios for an entity with over $50 billion in assets. This included agency-backed securities, CMOs.
• Analyzed key drivers for MVE and NII changes on a monthly basis and conducted attribution analyses for senior management using metrics such as duration, convexity, volatility duration, and spread duration.
• Developed and implemented back-testing processes, reviewing key benchmarks to ensure the accuracy of ALM models and the validity of stress testing results. Implemented model tuners to better reflect prepayment risk on.
• Cultivated relationships and collaborated with model validation teams and the external ALM system vendor (PolyPaths) on model testing, documentation, and overall ALM framework implementation.
• Led projects focused on automating existing market risk reporting processes and reducing operational risk. Developed procedures for extracting large datasets and trained team members in data extraction using SQL.
• Supported the Second Line of Defense for liquidity risk management, providing periodic reviews of internal stress testing assumptions, results, and methodologies, and presenting findings to senior management.

Washington D.C. Metro Area

Performed application development, financial modeling, activity-based costing, and process re-engineering using Microsoft Excel, Microsoft Access, VBA, and SAS

Washington D.C. Metro Area

Performed a variety of advisory and risk control activities assessing the operational and financial risk for clients in the banking industry and GSEs

Master Of Science (M.Sc.), Management

Activities and Societies: Imperial College Finance Society

Master Of Science (M.S.), Finance

Activities and Societies: • Student Managed Investment Fund - Portfolio Manager

Bachelor Of Arts (Ba), International Relations And Affairs