Mitra Farokhnia Email and Phone Number
Mitra is a Motivated Risk Analyst with 12 years of experience in the Banking Sector, has a master’s degree in applied Statistics, and is proficient in Quantitative Modeling and Machine Learning Algorithms. She gets insights from the data, prepares result-oriented reports for senior management and suggests strategies to manage Banking Risks. Specialties: Internal Credit Rating Models, Machine Learning Algorithm, Credit Risk, Artificial Neural Network (ANN), Classification and Regression Tree (CART), K-Nearest Neighbor (KNN), Linear Regression, Logistic Regression, Expected Credit Loss, Monte Carlo Simulation, Economic Capital (EC) Liquidity Risk, Market risk, Value at Risk (VaR), Expected Shortfall (ES), Sensitivity Analysis, Stress Testing, Scenario Analysis, Operational Risk, RCSA, Six Sigma, IFRS, Basel II, Basel III, Back Testing and Validation, Risk Appetite, Python, SPSS, SQL, Tableau, MATLAB, SAS, Analytical and Problem-Solving skills, Teamwork skills, Critical thinking, Communication and interpersonal skills, multi-tasking, Make the complex simple.
Keb Hana Bank Canada
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Risk AnalystKeb Hana Bank Canada Dec 2022 - Present -
Student Researcher-Insights AnalystGeorge Brown College Apr 2022 - Jul 2022Toronto, Ontario, CanadaProject " Roadmap for Digital Transformation of Museums in Ontario" -
Risk AnalystTourism Bank Oct 2013 - Dec 2021Tehran, Iran-Creating a Credit Rating System through Implementing Classification algorithms in Machine Learning using MATLAB -Assessing Liquidity Risk and Market risk through performing Sensitivity Analysis, Scenario Analysis, and Stress Tests using Excel and MATLAB -Assessing and measuring Market Risk through implementing Value at Risk (VaR) and Expected Shortfall (ES) using MATLAB -Measuring IRRBB (Interest Rate Risk of Banking Book) -Implementing Back Testing and Validation of executed Value at Risk models using Conditional Coverage and Unconditional Coverage approaches-Customizing and implementing the latest approach of Operational Risk measurement (Basel III standard)-Collecting Operational Risk data using Risk Control Self-Assessment (RCSA) methods, quantifying operational Risk using Six Sigma method and producing related statistics, and analyzing and interpreting Operational Risk using those statistics through Excel and SPSS soft wares-Being Project Management Specialist of Risk Management Department-Member of Risk Appetite Statement Implementation Team of Tourism Bank-Preparing IFRS reports for the bank’s financial statements -
Risk AnalystOsveh Iran Sep 2012 - Sep 2013Tehran, Iran-Member of Integrated Banking Software Design Documentation Provision Team (UML)-Collecting, processing, and analyzing Operational Risk Loss Data by implementing RCSA methods-Measuring Operational Risk based on Basel II standards-Assessing Operational Risk through analysis and interpretation of Operational Risk Loss Data, extracting patterns and trends related to subcategories of Operational Risk in different geographical classifications -
Quantitative Risk ModelerTahlilgaran System May 2009 - Sep 2012Tehran, Iran-Member of modeling team of implementing Credit Rating Software of the company (the Project of Bank of Industry and Mine) and applying Machine Learning Algorithms using MATLAB -Member of testing team of the Liquidity Risk Management Software of the company-Providing reports and analyzing related results and outcomes for managers and providing consulting for banking customers in the field of limitations of risk
Mitra Farokhnia Education Details
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Business Analytics -
Economic And Social Statistics -
Statistics
Frequently Asked Questions about Mitra Farokhnia
What company does Mitra Farokhnia work for?
Mitra Farokhnia works for Keb Hana Bank Canada
What is Mitra Farokhnia's role at the current company?
Mitra Farokhnia's current role is Risk Analyst, Graduated in Analytics for Business Decision Making from GBC | open to opportunities.
What schools did Mitra Farokhnia attend?
Mitra Farokhnia attended George Brown College, Shahid Beheshti University, Allameh Tabataba'i University.
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