Ruth Corrigan Email & Phone Number

Ollon, Vd, Ch

Kuala Lumpur, Malaysia

Whitburn, Tyne And Wear, United Kingdom

London, United Kingdom

Risk analysis/stress testing of fixed income relative value and macro portfolios.

Risk Analytics, Portfolio Analysis & Stress Testing - Banking SupervisionSpecific Projects:2014 Project Manager - Data Analytics Platform - Granular Asset & Liability DataSSM analysis - Data Integrity Validation - QA LeadEU-wide Stress Testing - Sovereign Lead2011 - 2013 Prudential Capital Assessment Review (PCAR) & EU-wide Stress Testing. This work involved a broad and deep understanding of banking activity, including asset and liability management, credit portfolio management, treasury functions, complex risk and capital management issues.Liaising with Troika & EBA2008 - 2010 focus on Operational Risk, VaR model approval, Pillar II & follow-up Pillar I work2007 Pillar I model validation, use test & corporate governance reviewed in major Irish Credit Institutions. Models covered include sovereigns, corporate, commercial & residential property2006 Responsible for the implementation of the Capital Requirements Directive (Internal Ratings Based Models) in Irish credit institutions [Directive 2006/48/EC]Dealing directly with credit institutions, other European regulators & EBA

Risk Management of 5 single strategy hedge funds. Long/Short Equity, Convertible Bond Arbitrage, Global Equity Arbitrage, Fixed Income & Global Macro funds.Set up the investment risk management function in PAI Responsible for market & market credit risk on 5 single strategy hedge funds Perform and supervise investment/risk/performance analysisFrequently requested to give risk presentations to investorsProvide detailed reports and overviews to CEO & CIOKey involvement in implementation of Murex STP system in PAISet market, credit, stop loss & VaR limits for single strategy hedge funds

Global Financial Risk Management, Equity DerivativesDeveloped reports on significant market risks in the Equity Derivatives Group from scratchSolely responsible for risk management of 20+ tradersProvided stress testing for world wide equity portfoliosIntegrated exotic products into existing risk systemsProduced high level skew & correlation reportsDeveloped risk management methodologySet VaR and non-VaR limits (Risk Arbitrage, Index Arbitrage, Exotics etc…)

London, England, United Kingdom

Global Equity Derivative Group, London & FrankfurtFront office quantitative/risk management roleDeveloped Risk Management system for exotic options used by traders to obtain all instantaneous greeks & cross sensitivitiesIndependently verified new exotic models before implementation into risk systemCalculated credit exposures on exotic positionsPerformed statistical analysis in support of trading & hedging positions

London, England, United Kingdom

Conducted research in X-Ray Astronomy & Gravitational Lenses

Pgce Secondary Physics

Teacher training for 11 - 18 year olds - specialist subject physics.

Bsc, Physics, 1St Class Honours

Phd, Astrophysics

Thesis Title: Observational Manifestations of Gravitational Lenses Wrote a seminal paper in the field Presented talks at major.