Johannesburg Metropolitan Area
Senior Banking Risk & Regulatory Consultant specializing in the intersection of market risk, credit risk, and complex regulatory frameworks. With over 7 years of experience in finance including a deep focus on market risk regulatory and investment reporting; help financial institutions navigate the evolving requirements of Basel III My expertise lies in translating complex quantitative metrics into actionable regulatory reporting. I specialize in the implementation of FRTB, managing the intricacies of the Standardized Approach (SBM, DRC, and RRAO). I have a robust technical understanding of derivative pricing and Greeks (Delta, Gamma, Vega) and how these sensitivities drive capital requirements. Beyond market risk, I bring a strong background in credit risk reporting and modeling: Regulatory Reporting: Extensive experience with BA200 and BA210 returns. Credit Risk Modeling: Proficient in IFRS 9 ECL staging, PD, PFE Capital Requirements: Skilled in calculating RC and optimizing RWA