Tara Bennett Email & Phone Number

United States

• Calculated and reported standardized credit and market risk weighted assets for various products (e.g., interest rate debt, equity, futures, options, securitization) under US Fed Basel III and Japanese regulations.
• Created PowerPoint Tier 1 Capital Ratio/RWA presentations and explained results and significant variances to various committee meetings.
• Created and supported Liquidity Stress Test Excel tool by using VBA to connect to the data warehouse, pulling and modifying relevant data, and built an upload macro to store results.
• Built various tools using SQL and VBA to reduce production time and increase efficiency.
• Involved in various projects (e.g., EDM, SCCL, 2052a reporting) from start to finish. This included developing requirements, working with various groups (Corporate Accounting, Product Control, Treasury, IDM, FP&A, IT).
• Forecasted Credit and Market RWA based on historical values and the Medium Term Business Plan, which was aggregated for the Holding Company reporting.

Greater New York City Area

• Calculated variance-covariance VaR in VBA for energy portfolios and compared to SPAN margin requirement results
• Assisted in deliverable supply analysis to release new energy futures onto the market, such as Canadian Light Sweet Financial futures
• Utilized R programming to analyze causality between metal futures
• Involved in regression theory project with settlements
• Collected and analyzed data from Infosource, Zema and Bloomberg

Paris, France

• Researched stocks by a fundamental analysis(DCF) for the long short equity fund and bonds for the credit fund
• Analyzed and implemented option strategies using various quantitative functions in Bloomberg
• Prepared and presented risk reports for weekly meetings (included P&L, Sharpe Ratio, VaR, Stress tests)
• Assisted trade execution, trade reconciliation and NAV calculation
• Attended Bloomberg lectures (Volatility symposium presented by the CBOE and Portfolio Risk Management)

New York

• Researched and analyzed customer databases for product research
• Managed customer accounts (opened, closed, adjustments)
• Gained an understanding of good customer relations and serving clients while meeting strict deadlines under pressure

Bachelor Of Applied Science (Basc), Applied Mathematics And Statistics

Activities and Societies: Math Club Treasurer

Quantitative Finance

Master'S Degree, Quantitative Models And Methods In Economics And Finance