Bouchaib Horma

Manager - Financial Services Risk Management Advisory @EY

Montreal, QC, CA

In my role, I assist our clients in conducting valuations of both plain vanilla and exotic derivatives, focusing on underlying assets such as interest rates, foreign exchange rates, inflation, and credit. I also help our clients review valuation and model risks for Canadian and US banks, assessing the conceptual soundness, implementation, and validation quality of their models to identify potential control failures. My work includes reviewing hedging relationships as part of hedge accounting assessments to support internal audit teams and evaluate hedging strategies for large consulting clients, validating the valuations of hedging instruments and hedged items. Furthermore, I assist our clients in valuing complex accounting estimates, such as Debt Valuation Adjustment (DVA) and Credit Valuation Adjustment (CVA) for financial reporting to ensure accurate financial disclosures.

Mohammed V University in Rabat

Master, Mathématiques Financières

HEC Montréal

Diplôme d'études supérieures spécialisées, Finance

Mohammed V University in Rabat

Licence, Mathématiques et informatique