• Strategy, Programme and Change Management• Quantitative Risk Management expertise spans interest rate, credit, currency, equity, commodity and energy markets• Global Regulatory Experience (including Basel II, Basel III, MIFID, CPS226) • Big Fast Data, Low Latency and Analytics• Business Intelligence Solutions• Quantitative Modelling • Microsoft BI Stack (SSIS / SSAS / SSRS) • kdb+/q • High Performance Databases • APL • C# • Analytical Business Intelligence Solutions • High Frequency Trading (HFT) • Algo Trading • Delta kdb Technology • Transaction Cost Analysis (TCA) • Capital Markets Pricing/Analytics/Portfolio Greeks & Management • RiskMetrics • CreditMetrics • Credit Valuation Analysis (CVA) / Debt Valuation Analysis (DVA) • Portfolio Proxy Modelling • Debt Modelling and Forecasting • Toxic Asset Management • Potential Future Exposure Analysis (PFE) • Scenario Analysis (SA) • Value at Risk (VAR) • Parametric VAR • Non Parametric VAR • Historical Simulation • Monte Carlo Analysis • Enterprise Risk • Credit Risk • Liquidity Risk • Operational Risk • Market Risk • Currency Risk • Commodity Risk • Interest Rate Risk • Inflation Risk • Volatility Risk • Basis Risk • Margin Risk
Listed skills include Market Risk, Capital Markets, Risk Management, Financial Risk, and 42 others.