Vice President - Market Risk
Aug 2017 -
MIZUHO SECURITIES USA LLC
- Identify, measure, and manage the market risk of the firm’s investment positions across asset classes including securitized products, corporate and municipal bonds, rates products, and equities.
- Analyze daily trades and monitor adherence to risk limits for all trading activities and quantitative risk measures, including value-at-risk (VaR), stress tests, and risk sensitivities.
- Interface and collaborate with front office and senior management to articulate risk decisions and ensure that the desks’ risk profiles align with the risk appetite of the firm.
- Perform empirical analysis and research of risk methodologies in order to enhance risk models.
- Lead the development of new tools or strategic projects involving risk capture, technology, and policy.
Market Risk Analyst
Aug 2015 - Jul 2017
- Identified and measured risks across asset classes (debt and equity securities, futures, options, swaps, and FX) within Credit Suisse’s (CS) U.S. intermediate holding company and broker-dealer.
- Monitored, analyzed, and reported the drivers of market risk metric, sensitivity, and capital-measure (SVaR, RWA) changes in relation to changes in CS’s investment positions, while providing daily and ad-hoc analysis.
- Built automated templates to capture VaR, risk sensitivities, P&L, positions, and other risk metrics to improve accuracy and efficiency of the reporting process.
- Oversaw back-testing project to assess the accuracy and performance of internal VaR models.
Oct 2013 - Jul 2014
Quest Global - Engineering Services
Worked as an engineer for Pratt and Whitney Co., whose principal product is aircraft engines, to improve project integration within their design phase of the PW1400G aircraft engine.
Bachelor of Science - Industrial and Systems Engineering
Sep 2009 - May 2013
THE STATE UNIVERSITY OF NEW YORK AT BINGHAMTON
Master of Science, Quantitative Finance
Aug 2014 - Feb 2016
Fordham University, Graduate School of Business
Software Languages & Skills
C++, MATLAB, SQL, Excel
Sectors of Interest
Energy, Climate Adaptation, Climate Finance, Materials & Manufacturing, Pollution & Waste Reduction, Climate Venture Capital, Technology, Climate Science
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