Dal Hai

Technical Consultant Quantitative Ba @HSBC

London, GB

Quant BA for the Equities FRTB Programme.Delivered automated testing solution for extremely large datasets (GCP) for verifying PL Attribution Tests (Hypothetical PL vs Risk-Theoretical PL), Expected Shortfall and Stressed Expected Shortfall Results.Performed Quantitative Analysis on the QIS runs using internal modelling methods and various dashboards for Impact Analysis.Market Data SME on Equities FRTB. Wrote requirements for T0 controls for FO Market Data. Built the initial prototype of controls for variance, staleness, and outlier detection. Delivered Analysis on the Risk Factors FRTB models, establishing the universe of Risk Factors based on introspection (pricing risk factors) and specification of the API used by the strategic time series and scenario generation system.

Simon Fraser University

B.Sc. Computing Science

University of Cambridge

Executive MBA

The London School of Economics and Political Science (LSE)

Part-time Executive MSc, Finance