David Torcal Gómez
Risk Validator Manager (Alm, Liquidity and Economic Capital) @Barclays
London, GB
EMAILS
MOBILE NUMBERS
+91 *********19
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WORK HISTORY
Apr 2022 — Present
Risk Validator Manager (Alm, Liquidity and Economic Capital) @Barclays
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Working in the Non-traded risk area, I perform end to end validations mainly focusing in Economic Capital models but also performing ALM (both IRRBB and liquidity) model validations.
SKILLS
Market RisMicrosoft ExcelMatlabCredit RiskBusiness AnalysisMonte CarloInvestment BankingBondsMicrosoft OfficeTeam LeadershipBlack-ScholesRisk AssessmentWindowsSwapsBasel IiFinancial RiskDerivativesC++Risk ManagementGroup WorkHedge FundsFortranCommunicationConflict ResolutionOriginAlmHtmlCounterparty RiskUbuntuOperational Risk ManagementLatexExtreme Value TheoryMarket RiskBasel Iii
ABOUT DAVID TORCAL GÓMEZ
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