Market Risk

FRANCIS KIOKO, MBA

Princeton, NJ *************@*****.***

MARKET RISK MANAGEMENT LEADER

Specializing in Market and Liquidity Risk Management Reporting and Analysis

Cost Reduction and Profit Enhancement

Standards, Policies & Procedures, Implementation

Risk Reporting, Research and Analysis

Stress Testing, Customer Risk Assessment

Expertise in Derivative Products, Fixed Income, Interest Rates, Fx, Loans, IRS, CDS, Bonds, Money Markets, Repos/Reverse, Equities, Commodities

Position Limit Utilization Gap Analysis

Account Reconciliation

Highlights of Achievements

Process driven leader in qualitative data applications -- validation, testing, reporting, and analysis

Single handedly managed the conversion of front office system to a web based environment, enabling global multi-site usage, reducing errors drastically and redundancies

Established and managed Middle Office Reporting group that resulted in efficient and effective risk reporting

Create policies and procedures in anticipation of and to comply with regulatory statues

Vendor selection, contract negotiations, installation and maintenance contracts through implementation of systems, resulting in significant costs savings

Managing multi-disciplinary teams with outstanding problem solving, decision making and crisis management skills which was instrumental in guiding management make timely and effective decisions

Technical Competencies

Microsoft Office, Murex, Atlas, Kondor +, Hyperion Enterprise & Retrieval System, HyperWeb, Wall Street System, Bloomberg, FAC-ART Reporting system, CATS & CARMA systems, Reuters 3000 xtra, Thompson Reuters Eikon, EBS system, FXAT, Smart-stream, LRS, & SIBAS systems.

PROFESSIONAL EXPERIENCE

eCapital Funds, PA 2014-Present

Manager

I troubleshoot daily trading issues and take appropriate corrective measures.

Monitor daily treasury activities including but not limited to; liquidity, limit usage, short-term funding as well as borrowings from within and outside sources.

Daily market risk evaluation and MTM for spot, forwards, and outright.

Perform parallel tests, back testing, stress testing and historical simulation.

Coordinate weekly VaR calculation and Money at risk reports

Participate in policy & procedures reviews and make appropriate and necessary recommendations.

Produce competent and analytical reports for the management

Work with people of all walks of life and reach out across the aisle and build consensus throughout the org chart.

Respond to audit requests on a timely basis

Unicredit Group, NY 2003 – 2013

VP, Market Risk

Selected to oversee and regulate trading operations, handling web based systems conversion and establishing policies, procedures and management reporting.

I Managed and supervised end of day settled prices for Treasury Back Office and greatly reduced repeated audit issues

I Eliminated errors via staff training and saved time by creating new instruments and yield curves for traders.

I Created and oversaw investigations of daily amended trades and cancellation reports leading to over 80% in reduction of cancelled/amended trades by traders.

I Provided Quarterly Hot Spot reports for global Head Office reporting (Milan, Munich, London) which improved global pricing by 70%

I Enforced Daily Market Conformity by traders and trained staff on escalation procedures in anticipation on any breaches.

I reviewed and instructed the staff on how to update policy and procedure manuals by keeping them current and thereby reducing audit inquiries by 90%.

I Liaised with Auditors to address audit queries and thus, minimized their findings by more than 70%

I chaired daily conference calls with Front Office, Treasury Back Office, and Product Control on pricing issues to resolve end of day inquiries eradicating pricing errors by 100%

I Coordinated with Treasury Back Office, Front Office, Accounting, and Product Control on charts of Accounts mapping concerns.

I headed and supervised New Product committee and worked with Accounting and Legal department to streamline the process.

EDUCATION

Master of Business Administration, International Finance - Fordham University, New York, NY

Bachelor of Science in Accounting - Saint Joseph's University, Philadelphia, PA

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