Harish
My blogs
| Gender | Male |
|---|---|
| Occupation | Financial Risk Management Consultant |
| Location | Amsterdam |
| Introduction | I am specialist on financial risk space and evolving regulatory agenda. My current focus is on Basel III implementation including Fundamental Review of Trading Book, Stress Testing, Economic Capital Modelling, Regulatory Capital, Prudent Valuation Adjustments, CVA, Leverage Ratio, Countercyclical Capital Buffer, Liquidity Ratios and modelling behavioral liabilites in the banking book. I have over 11 years of hands-on experience in Risk Management, ALM, Capital, Treasury, Regulations and Model Validation. Specialized Risk Management Research Masters from Duisenberg School of Finance. Specialties: team player, high integrity, effective self-management, principle-driven and people-centered. Ability to deliver high quality results under stress situations. Quantitative analyst with skills which include mathematical modeling, optimization, Monte Carlo simulation. Proficient at advanced level with C# ,C++, SQL, Matlab, R, Excel/VBA, Ox Programming and MS Access and Oracle Databases. |
| Interests | Financial Risk Management, Market Risk, Credit Risk, Basel III, Fundamental Review of Trading Book, Stress Testing, Economic and Regulatory Capital Modelling, Solvency II, Portfolio Optimisation, Valuation of Complex Derivatives, Financial Risk Modelling, Model Validation |