Ryan Coats Email & Phone Number

Cincinnati, Ohio, Us

Responsible for:- Market risk monitoring (VAR, Stressed VAR, and PNL calculations) for our capital markets portfolio.- Heading up the FRTB implementation within the Market Risk group.- Owner of the Independent Price Verification (IPV) function. Developed calibration process for our internal thresholds. Ensuring our pricing models and market data are producing results in-line with "challenger" valuations.- Potential Future Exposure (PFE) calculation and model calibration for Foreign Exchange (FX) and Interest Rate Derivative books- Credit Valuation Adjustment (CVA) for our capital makets book (model selection & calibration, default probability analysis of current market enviornment).- Constructing and maintaining curves and volatility surfaces used for FX & IRD books.- UMR model SIMM implementation, including sensitivity (vega, delta) configuration/analysis/benchmaking for all eligable trades, including exotic options.- Risk limit monitoring for FX, Commodity and IRD transactions.- Utilizing VBA and complex queries from our data warehouse (IBM DB2 and Business Objects) to develop streamlined business processes and reporting.- Developing KRIs and KPIs within Capital Markets.- Ensuring accurate market data is obtained form third parties (Bloomberg, Reuters) and configured correctly within front office trading and risk systems.

Cincinnati, Ohio, Us

- Developing and improving processes by utilizing Visual Basic for Applications (VBA) and leveraging existing system resources.- Combining and cleaning data from a variety of sources to create reporting for all levels within the organization.- Automation of reconciliations between various enterprise systems and our trading platforms.- Data management of the Bank's Foreign Exchange and Commodity customers with a focus on Dodd Frank compliance.- Process development for SDR (Swap Data Repository) reporting.- Assisting with the implementation of a new Capital Markets customer on-boarding and documentation system.

Cincinnati, Ohio, Us

- Managed all collateral (Cash, Treasury Bonds, Agency MBSs/CMOs) for the bank's over the counter (OTC) derivative trades.- Developed macros and scripts for process improvement and automation (through VBA).- Security maintenance in InTrader bond accounting system.- Assisted in the implementation of a new Collateral Management System.

Cincinnati, Oh, Us

-Completed a cost audit of various court cases to ensure all necessary financial tasks were finished.-Assigned tasks to the appropriate department if additional financial work was required.-Reviewed the file ledger in Great Plains Accounting system to determine all costs and billings were accurately entered.-Completed a cost reconciliation by requesting write-offs or refunds in order to balance the ledger.

Bachelors Of Science, Finance

Master'S Degree, Business Informatics