Chaguanas, Trinidad and Tobago
Risk Professional with experience predominantly in the Banking Sector. Focus is Enterprise Risk Management, Risk Modeling and Analytics. MBA and BSc. in Financial Risk Management and Actuarial Science respectively, from Saint John's University.
CREDIT RISK MODELING & BUSINESS SUPPORT Design Credit Risk Scoring Model to facilitate pricing of Retail Loan Portfolios for three (3) Business Units across two (2) territories (Trinidad & Barbados) and to also support same during Group’s IFRS9 early adoption initiative; Emphasis on credit risk rating/pricing, expected loss and provisioning. Support Finance by providing guidance on assumptions used in the budgeting process ensuring inputs and financial targets are aligned to the business strategy and are also pragmatic given market factors. GOVERNANCE, OPERATIONAL RISK & PROCESS IMPROVEMENT Support Group Risk Manager in delivering Risk Management Workshops focused on identifying key business risks, the need for a common risk language across the Financial Services Business Unit (FSBU) and the importance of an ERM framework. Spearhead the development of a robust Risk Framework for the end-to-end Sales process of Massy Finance GFC Ltd; Credit and Fixed Deposits RISK & PERFORMANCE REPORTING Improved the analytics used in Asset-Liability Committee (ALCO) meetings and now lead the discussions providing more detailed and segmented business results to support Management decisions; identify areas of revenue leakage, solutions and monitoring measures which track budgeted versus actual year-to-date business performance
RISK REPORTING Accountable to Asset-Liability Committee (ALCO), Senior Management Team and Board for reporting on: (1) Liquidity, concentration and operational risks and provide guidance on the implementation of controls to reduce gaps in the risk management process. (2) Market risk: domestic and international (US, Euro, Asia) economic conditions covering the impact of monetary and fiscal policies on business viability RISK MODELING & STRESS-TESTING Design sensitivity/stress-testing models to simulate the impact of new business, funding levels, fixed deposit retention and interest rate movements on net interest income, interest rate gaps and cash flows
COMPLIANCE Monitored daily trading activity to ensure Investment Mandate Accounts (IMAs), Roytrin Mutual Funds and pension plans were in compliance with their respective Investment Policy Statements and external regulations Documented and reported non-compliance and risk limit breaches to Manager, Risk and followed up with relevant Portfolio Managers on the execution of advised corrective action within the stipulated time period CREDIT RISK ANALYSIS Conducted reviews of internal credit risk ratings for domestic, fixed-income exposures held within various Investment Funds and reported to Manager, Risk on the rating actions of CariCRIS, S&P, Moody’s and Fitch on domestic, regional and international entities and sovereigns relevant to company exposures