I'm a risk management executive with extensive experience leading risk and analytics programs within financial services covering mortgage lending, investment management, capital markets and trading. I partner well with business heads to develop strategic risk solutions and enable informed business decision-making. My expertise in enterprise risk management includes risk identification and assessment of market, credit, liquidity and model risk, policy development, setting risk appetite, monitoring and reporting, and implementing internal controls to mitigate risk and increase company's profitability.On the mortgage lending side, I have deep expertise developing analytical and risk frameworks to support mortgage origination and servicing including underwriting guidelines, new product development and pricing, pipeline warehouse hedging, and MSR valuation and hedging. From the quantitative analytics perspective, I have hands-on experience in model development, implementation, testing, documentation and validation conforming to regulatory standards such as FRB letter SR 11-7. My management and leadership experience includes building and developing high performing teams, collaborating with the executive team, presenting to board of directors, and interfacing with the regulators FRB, OCC, FDIC and FHFA on all risk matters.Additional areas of expertise include:• Enterprise Risk Management (Market, Credit, Liquidity, Model and Operational Risk) • Mortgage Risk Management • Risk Measurement, Monitoring & Reporting • Mortgage Origination & MSR • Valuation, Hedging & Pricing Strategies • Fixed Income & Equities • Underwriting Guidelines• Credit Review & Approval• Credit Loss Estimation (CECL)• Financial Modeling & Analytics• Prepayment & Default Modeling • Large Scale Data Analysis• Greeks & VAR Methodologies• Regulatory Standards for Volcker, IRRBB & LCR • CCAR Stress Testing & Capital Planning • Risk GovernanceI can be reached at kamel.bazizi@gmail.com
Listed skills include Market Risk, Financial Risk, Capital Markets, Derivatives, and 46 others.