Dimitry M.

• Enterprise Risk Framework: Leading regulatory and internal stress testing (CCAR, ICAAP), delivering scenarios for Business, Treasury and CCR achieving timely scenarios delivery and key risk assessment.
• Quantitative Risk Expertise: Spearheaded quantitative tools development for risk capital, enhancing assessment accuracy
• Strategic Change Management: Proposed stress testing infrastructure improvements, reducing delivery time by 30%.

• Market & Credit Risk Leadership: Oversaw Market and Counterparty Credit Risk strategies for the Trading Book, enhancing risk assessment protocols and reporting standards.
• Team Development: Built and led a team to calibrate and monitor market and credit limits in line with updated regulatory requirements, improving regulatory alignment.
• Governance Innovation: Established risk appetite and governance frameworks for the Commodity Derivatives business, supporting new business lines and… Show more

• Market & Credit Risk Leadership: Oversaw Market and Counterparty Credit Risk strategies for the Trading Book, enhancing risk assessment protocols and reporting standards.
• Team Development: Built and led a team to calibrate and monitor market and credit limits in line with updated regulatory requirements, improving regulatory alignment.
• Governance Innovation: Established risk appetite and governance frameworks for the Commodity Derivatives business, supporting new business lines and optimizing market growth. Show less

• Cross-Functional Leadership: Directed a cross-functional team, managing Market and Credit Risk analytics for Clearing House and Treasury ensuring compliance with Central Bank, EMIR, and BoD standards.
• Innovative Methodological Development: Developed methodologies for Guarantee Fund contributions, Stress Testing, and cross-margining, elevating risk assessment and mitigation standards for Central Counterparty.
• Revenue Impact: Contributed to $150M in additional revenue through… Show more

• Cross-Functional Leadership: Directed a cross-functional team, managing Market and Credit Risk analytics for Clearing House and Treasury ensuring compliance with Central Bank, EMIR, and BoD standards.
• Innovative Methodological Development: Developed methodologies for Guarantee Fund contributions, Stress Testing, and cross-margining, elevating risk assessment and mitigation standards for Central Counterparty.
• Revenue Impact: Contributed to $150M in additional revenue through strategic enhancements in governance. Show less

• Academic Instruction: Taught comprehensive Risk Management course to university students, covering both theoretical frameworks and practical applications in derivatives pricing.

• Risk Policy Development: Designed comprehensive risk management policies, addressing Banking and Trading Book boundaries, IRRBB, contingency liquidity management, and fair value adjustments in preparation for Basel III.
• Liquidity and Market Risk Oversight: Architected and instituted robust risk policies and methodologies for Banking book (in anticipation of Basel III and IFRS requirements): Banking and Trading Books Boundary, IRRBB, Contingency Liquidity Management, Fund Transfer… Show more

• Risk Policy Development: Designed comprehensive risk management policies, addressing Banking and Trading Book boundaries, IRRBB, contingency liquidity management, and fair value adjustments in preparation for Basel III.
• Liquidity and Market Risk Oversight: Architected and instituted robust risk policies and methodologies for Banking book (in anticipation of Basel III and IFRS requirements): Banking and Trading Books Boundary, IRRBB, Contingency Liquidity Management, Fund Transfer Pricing, Fair Value, and Liquidity Stress Test, member of ALCO.
• New Product Development: Developed an enhanced valuation methodology for Top Up Retail Deposits. Show less

• Wealth Management Consultation: Provided expert guidance to High Net Worth individuals on investment products and bespoke investment strategies, aligning financial goals with market opportunities.
• Client Acquisition: Successfully expanded the client portfolio by strategically initiating two new accounts through targeted cold calling efforts.

• Market Risk Leadership: Directed a team of 4, overseeing Market Risk assessment, monitoring, and reporting.
• Enterprise Risk Tools Development: Developed an advanced tool for monitoring and reporting risk at desk and firm levels, improving transparency in risk exposure measurements.
• Policy Innovation: Introduced and implemented key risk management policies, including Value at Risk (VaR) and Stress Testing, significantly elevating institutional risk standards.
• Strategic Risk… Show more

• Market Risk Leadership: Directed a team of 4, overseeing Market Risk assessment, monitoring, and reporting.
• Enterprise Risk Tools Development: Developed an advanced tool for monitoring and reporting risk at desk and firm levels, improving transparency in risk exposure measurements.
• Policy Innovation: Introduced and implemented key risk management policies, including Value at Risk (VaR) and Stress Testing, significantly elevating institutional risk standards.
• Strategic Risk Mitigation: Averted potential financial losses of $300M through proactive risk management strategies for the Investment Management division. Show less

• Derivative Pricing and Model Risk: Conducted model risk assessments and price verification for Exotic Equity Derivatives, ensuring regulatory compliance and pricing accuracy.
• Quantitative Tool Enhancement: Developed quantitative tools in MATLAB and VBA, optimizing price testing processes and improving operational efficiency.

• Derivative Pricing: Performed price verification and model risk assessment for Exotic Equity Options Desk (Baskets, Quantos, Stochastic Volatility, Local Volatility models)