Selly R. Kane E-mail: ac0ghh@r.postjobfree.com Phone: 917-***-****

FINANCIAL SKILLS

Consultant in Market and Credit risks with more than 15 years’ of experience within the area of financial risk management. Exposure to market and credit risks modeling and management started well before PH.D. program in 2000.

Gained significant expertise in market and credit risks through research, attending conferences and working at Geneva Consulting Group, ARC and Tek System. Published a couple papers in maths & finance during the period 2000 -- 2011.

Financial skills Include Project Management, Risk Measurement and Management for Market and Credit risks: Internal Methods Models VaR (GMR, IRC, and IDSR); Counterparty Credit Risk (CCR), Credit Risk (lending and counterparty), Risk Based Capital parameters estimation and validation (PD, LGD, EPE and EAD), Stress testing, Regulatory and Economic Capital, Basel 2/2.5/3. Validation of models market and credit credits. Market risk and credit risks controls and processes.

PROFESSIONAL EXPERIENCE:

Ztech Consulting, Geneva Consulting Group:

AVP, Credit Risk, NY, June 2015 -- current

Among others, the role includes

Validation and review of all local risk models and analytical tools used in estimation of risk parameters which support economical capital, stress testing, capital plan estimates, credit reserves.

Help prepare client’s entities to be qualified for Basel AIRB.

Utilize industry best practices advanced modeling techniques, supplemented by expert judgement and qualitative evaluation to drive program of validation and independent review that meets requirements and framework as defined by local and group policy, Provide credible independent challenge.

Review methodology and framework of Clients RWA Calculation process for appropriateness and relevance of the assumptions used to support the framework.

Ensure compliance in accordance to relevant internal and external standards and policies.

Tek-Systems

Consultant stress test, Market Risk, NY July 2014 --Dec 2014

Analyze Business requirements and review/ produce specifications.

Documented BRDs.

Provide technical and functional support throughout the project lifecycle, including creating Business Requirements, functional Requirements, work with the development team to facilitate the build effort, ensuring the build team understands the specifications, and partnering with the business to ensure sign-off on all requirements, testing and implementation.

Facilitate implementation of new functionality through training sessions, demos, and the development of appropriate documentation.

Lead in development of requirements strategy, direction, scope and priorities for implementation of Basel 2.5 NPR rules for various asset classes.

Track milestone, and report project status at Working groups or End to End meetings.

Serve as a liaison between Basel technology, regulatory policy, LOB leads and reporting teams.

Exposure to several asset classes (Credit derivatives, Fixed income, Equity)

Exposure to VaR, EC, and other market risk metrics.

ARC Partners

Assignments Include

Senior Business Analyst, Counterparty credit risk, market risk, NY December 2011 June 2014

Analyzed Business problems arising due to new regulatory and risk management requirements (Basel 2.5/3).

Acted as a subject matter expert with respect to the implementation of functionalities in support of Basel regulatory capital requirements (market risk & counterparty credit risk); provided support in the implementation of new requirements from internal and external sources.

Made improvements in daily work for different projects (EE, Pricing) through applying latest industry best practice standards and reg. guidelines.

Liaised with different groups (Business users, Quantitative analysts, Models validation/ specialists) for business requirements.

Monitored status of development project, and produce regular status report. Designed/documented tests case for newly developed functionalities.

Overseen the user acceptance testing effort and ensured the numerical correctness and business applicability of the tests result.

Performed credit analysis to diagnose issues in outputs provided through the projects.

Maintained an appropriate credit measurement through ensuring new modification were appropriate and as per policies.

Exposure to credit risk parameters PD, LGD, EAD, EDF, as well as several asset classes -Trading book: Fixed income, Equity, FX, Structured Finance and -Lending book.

EDUCATION

Ph.D. in Mathematical Finance, Alberta, Canada.

COMPUTER SKILLS:

Computer languages: C; Operating Systems: UNIX (Solaris), Windows NT, 2000, ME, Mac OS; Software: Fincad, S-plus, R, Maple, MATLAB, VBA, Microsoft Excel, Access, Visio, PowerPoint, Word, latex.

REFERENCES (Upon request).

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