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@ymail.com
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2 phones found area 704 and 800
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Goran Peric is listed as Xxx based in Croatia, Croatia, Croatia. AeroLeads shows a work email signal at ymail.com, phone signal with area code 704, 800, and a matched LinkedIn profile for Goran Peric.
Goran Peric previously worked as Head of Market Risk Analytics at Aig Investments and Head of Counterparty Credit Risk Analytics at Wells Fargo Securities. Goran Peric holds Ph.D, Mathematics from The Ohio State University.
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AeroLeads found 1 current-domain work email signal for Goran Peric. Compare company email patterns before reaching out.
A Market Risk Analytics executive who has demonstrated the ability to lead quantitative teams of professionals to new levels of success in cutting-edge markets and fast-paced environments.
Listed skills include Market Risk, Derivatives, Capital Markets, Equities, and 12 others.
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One World Financial Center, New York, NY
AIG Global Investments, New York, NY 4/2014 – 4/2015Managing Director, Head of Market Risk AnalyticsLed the development of new Investments Market Risk methodologies and improve the old ones. Managed the team of seven quantitative analysts.Designed and managed project which added structured and legacy products (agency and non-agency RMBS and CMBS, CDOs.
Charlotte, North Carolina Area
Led development of new counterparty credit simulations and pricing. Improved existing methodologies. Managed team of six quantitative analysts.Managed new project for the development of long term simulation of interest rates for PFE. Received OCC approval for this methodology.Delivered simulation of FX rates and volatility surfaces for PFE. Received OCC.
Charlotte, North Carolina Area
Responsible for quantitative risk methodologies development, covering quantitative aspects of the ongoing development, build new, and improve the existing analytical capabilities in VaR, Incremental Risk Charge.Managed development of Incremental Risk Charge model which received OCC approval. The project included simulation of credit spreads and base.
Toronto, Canada Area
Lead Counterparty Credit Risk Analytics team, managed two junior quantitative analysts.Performed valuation of RMBS based CDOs to estimate bank’s exposure during the financial crisis. Managed development of the proprietary simulation and pricing library for counterparty credit risk.Run new counterparty credit risk project and collaborated with business.
Toronto
Worked on valuation and hedging for market risk management.Developed hedging and pricing functionality for CMBS book.Developed and implemented pricing of Bermudan swaptions for market risk calculations.Developed methodology and C++ code for hedging and valuation of equity and commodity Asian options.
Toronto, Canada Area
Worked on regulatory VaR and PnL projects.Compared sensitivity based VaR methodology to historical VaR methodology for equity exotic book. Evaluated accuracy of sensitivity based VaR stress methodology to full revaluation based VaR for interest rate exotic derivatives. Presented results before OSFI (Canadian regulators). Analyzed the effect of cross-gammas.
Toronto
Developed and implemented credit derivative pricing models for the cross asset trading system, using C++, C# and.NET technologies. Designed and implemented project for valuation of total rate of return swap and multi-name CDS trade types. Designed business requirements and procedures for credit risk management of new Numerix – Toronto Dominium Bank trading.
Toronto, Canada Area
Worked on improvements of existing Risk Watch Monte Carlo simulation, designed and implemented new features inn Algo Suite application.Improved simulation, implemented pricing of CMS and CMT products, developed simulation of instantaneous forward curve (all in Risk Watch VaR engine).Implemented Excess Return, Sharpe's and Information Ratios, Tracking Error.
Thesis: Eta Invariants on Foliated Manifolds, Published in Transactions of the American Mathematical Society
Quick answers generated from the profile data available on this page.
Goran Peric is listed as Xxx.
AeroLeads has found 1 work email signal at @ymail.com for Goran Peric.
AeroLeads has found 2 phone signal(s) with area code 704, 800 for Goran Peric.
Goran Peric is based in Croatia, Croatia, Croatia.
Goran Peric has worked for Aig Investments, Wells Fargo Securities, Cibc World Markets, Director, and Cibc World Markets, Market Risk Management.
You can use AeroLeads to view verified contact signals for Goran Peric, including work email, phone, and LinkedIn data when available.
Goran Peric holds Ph.D, Mathematics from The Ohio State University.
Goran Peric is listed with skills including Market Risk, Derivatives, Capital Markets, Equities, Financial Modeling, Counterparty Risk, Financial Risk, and Credit Risk.
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