Portfolio Risk Manager resume

Certified FRM (GARP FRM Program) // FSFR Qualification Certificate Series 1.0 and 5.0 (The Central Bank of the Russian Federation) // Financial Engineering and Risk Management P1 and P2 (Coursera) // Risk Management - Advanced Training (Institute of Stock Market and Management, ISMM) // Econometrics Certificate (National Open University INTUIT)

  • Proficiency in Financial Risk Management - market, credit and operational risk.
  • Knowledge of Portfolio Risk Manager resume techniques, including risk measures, hedging strategies and optimization
  • Advanced Excel and VBA skills. Proficiency in Microsoft Access
  • Proficiency in writing basic database programming. Basics of using SQL and OLAP
  • Programming skills: VBA, basics of С++. Strong knowledge of HTML/CSS, basics of php & javascript
  • Working knowledge of Bloomberg Terminal and Bloomberg Professional Service
  • Knowledge of statistics and its application to risk management
  • Strong analytical and problem solving skills

Financial Risk Manager at FINAM (Moscow, Russia) 2014 to present

  • Portfolio Risk Analysis (FX, equities, fixed-income and derivatives portfolios) - VaR, Expected Shortfall, Stress testing. Performance and risk analysis of active trading strategies
  • Operations control (confirmations, daily margin requirements, reconciliations, collateral management, OTC settlements)
  • Analysis and reporting of the VaR results
  • Implementation and adjustment of IT-solutions for Risk Management
  • Development and testing of risk valuation models and tools (options, mixed nonlinear portfolios, structured products)
  • New products implementation experience and impacts to reporting infrastructure
  • Counterparty risk estimation and monitoring