• Provided risk management solutions for hedge fund clients, including exposure analysis, sensitivity measures, stress testing, and VaR, across all major asset classes (Interest Rate, Credit, Equity, Commodity, and FX).• Created and maintained financial derivative models (Credit/Interest Rate/Equity) using Python/SAS/VBA.• Calculated and reviewed market, funding, and regulations of liquidity risk (LCR, NSFR, leverage ratio). Prepared ALM risk report including liquidity gap, interest rate shocking scenarios, and currency risk.• Conducted regular meetings to review portfolio risks for institutional clients. Discussed concentrations and market trends, laid out hedging strategies and suggested tailored allocation solutions.• Collaborated with IT development, Central Security Master, Fund Accounting, Operations, Regulations, and Audit teams to define risk project plans, scopes, timelines, and rollout strategies.• Prepared risk sections of SEC regulatory reports in FormPF and EU reports in AIFMD for hedge fund clients, ensuring accuracy and strict compliance with regulatory standards.• Constructed risk models using an in-house GoRisk system to validate risk engine results and efficiently conduct what-if scenarios for any new portfolio positions.• Designed COB/intra-day risk aggregation and P&L estimation reports in GoRisk using portfolio sensitivities.• Produced and documented functional specifications for risk measures, stress test scenarios, VaR parameters, and model limitations to enable users to gain a clear understanding of those definitions.

• Constructed financial models using an in-house GoRisk system to validate risk engine results and efficiently conduct what-if scenarios for any new portfolio positions.• Designed COB/intra-day risk aggregation and P&L estimation reports in GoRisk using portfolio sensitivities.• Produced and documented functional specifications for risk measures, stress test scenarios, and VaR specifications to enable users to gain a clear understanding of those definitions.

• Created and validated risk measurement methodologies to analyze portfolio attribution by developing hedging strategies to show the optimal notional for the new positions.• Analyzed current versus future processes and identified any analytics issues on pricing models, interest curves, and market data rules that affected the planned implementation.• Documented business requirements from traders and risk managers for new CDS and bond risk/P&L system.

• Wrote financial model specifications to implement JRISK application for a fixed-income derivative portfolio that included Interest Rate Swap, FRA, Repo, Swaption, FX option, Eurodollar, and Bond Futures/Options.• Trained traders and middle office users in New York/London/Hong Kong to use the JRISK systems.• Calculated the aggregation of the portfolio's interest rate risk exposures.