• Market Risk reporting of IRRBB (Interest Rate Risk), Stress Testing, and FX Risk. • Net Interest Income as well as Present Value reporting. • Model Validation • Improvement of market risk and bootstrapping models. • Developed a Cash Flow Engine for loan products and an internal risk database. • Strong emphasis on automatization. • Implementation of new regulatory requirements within market risk.

• Identified issues, analyzed information and provided solutions to problems. • Used critical thinking to break down problems, evaluate solutions and make decisions. • Participated in continuous improvement by generating suggestions, engaging in problem-solving activities to support teamwork. • Created adhoc applications in Python and VBA. • OIS implementation within Forex business. • Created quantitative market data quality evaluation techniques. • Performed business analysis in agile environment within database cluster with focus on SQL. • Created and maintained new processes for the team's needs. • Worked closely with Front Office. • Evaluated bank's Forex position on a daily basis. • Working with plain vanilla and complex FX products, as well as Fixed Income, Interest Rate, Commodity and Credit products.