Kieran Kishore, Cfa Email & Phone Number

Sydney, New South Wales, Australia

Singapore

Commodities and Global Markets - Central RiskHead of Singapore middle office team delivering cross-division project and supporting desk activities.- Working on implementation of the ISDA SIMM Margining model. Includes building a historical simulation model from scratch to justify the use of the simplified standard model- Supporting the Structured Notes business, testing and booking exotic interest rate swap deals and building automation tools to monitor positions- Developed validation reports in Python to identify issues during rates capture processes

Sydney, Australia

Risk Management Group - Quantitative Applications DivisionLead developer for Macquarie's Value-at-Risk model used to calculate regulatory capital for the Trading portfolio. This involves:- Updating the code used to calculate market risk capital, implemented in C++, Matlab and Python- Liaising with IT teams managing the risk and trading systems to ensure the portfolio is correctly represented- Consulting with the Market Risk team to clarify how products are represented in the risk system and clarifying the impact on any assumptions used in the model on the calculated risk.- Developing the systems to calculate capital in the incoming regulatory standard (Fundamental Review of the Trading Book).Other responsibilities include:- Providing advice on modelling decisions and in automation of manual data processing- Leading training courses on Excel and VBA skills for junior staff

Sydney, Australia

Responsible included:- Developing models used to forecast profits and fundamental value for ASX listed companies, with coverage focused on the major banks as well as including other smaller stocks.- Writing reports and presenting to client fund managers to advise on investment strategies regarding individual stocks, and stock allocations within sectors.- Assisting with investment decisions for the Precept investment portfolio.

Guest Lecturer with Precept Investment Actuaries for Equity Valuations module of capstone Applied Finance course: AFIN310.

Summer internship consisted of a rotation between two teams in Macquarie Investment Management.Funds of Private Equity Funds:Assisted in the preparation of quarterly reports and data analysis for internal scoring.Fixed Income and Cash:Assisted in developing and running of systems to monitor and measure credit risk and recognise macroeconomic trends.

Master’S Degree, Actuarial Science

Dean's List for Academic Excellence - Top in course High Distinction Average

Actuary, Aiaa - Associate Of The Institute Of Actuaries

Bachelor Of Science (Advanced Mathematics), Financial Mathematics And Statistics

Distinction Average

Education record

Exchange program from University of Sydney. Quarterly Dean's List for Spring Quarter, 2011

Education record