Rotated in Market Risk and Credit Risk teams; monitored risk exposure and produced risk reports for various banking functions across asset classes, including equity, FICC and real estate
Communicated with risk officers and businesses daily regarding exposures; analysed the main sources of risk and maintained appropriate risk limits
Developed quantitative skills in Value at Risk (VaR) and the greeks (delta, vega and gamma etc.)
Built master report templates in Excel based on existing infrastructure platforms, achieved a fully-automated reporting and warning process
Participated in a range of system optimisation projects, including new reports development and regular system upgrades