- Measuring and monitoring risks of operations carried out by trading and sales activities of investment banking- Improvement, creation and maintenance of VBA/SQL to develop procedures to maintain the company's legal and contractual compliance on reporting- Strong working knowledge of regulatory laws and guidelines:• Responsible for the documentation regarding Basel III capital adequacy calculations for Interest Rates Risk • Developed Market Risk Report according to the Volker Rule- Setting/Implementing/Validating the upgrade of the Fintech Software for Investment Banking (provided by Finastra) for valuation and risk monitoring of the capital market activity.• Strong expertise in the newest models of Interest Rate curve constructions and the risk associated• Comprehensive understanding of the investment banking structure (P&L team, Middle Office, IT, Front Office)

- Valuating /validating/back testing of exotic derivatives prices for different systematic funds- Java programming of complex pay-off formulas and benchmark calculators for systematic/structured funds - Monitoring and reporting risk (Legal Ratios for OPCVM, Counterparty Risk, Market Sensitivities, Value-At-Risk, Tracking Error, Stress Tests)

- Pricing of Interest Rates/Forex vanillas and structured products (loan and FX)- Developing brochures and marketing pitches- Implementing tools with VBA (Power Point and Excel)