Gregory Marposon
- Role
- Market & Liquidity Risk i Stress Testing Associate Director Senior Quantitative Analyst at The Depository Trust & Clearing Corporation (DTCC)
- Location
- New York, NY, US
- LinkedIn followers
- 500 followers
Experience
Market & Liquidity Risk i Stress Testing Associate Director Senior Quantitative Analyst
The Depository Trust & Clearing Corporation (DTCC)
Jan 2022 — Present · Jersey City, NJ, US
Quantify Market and Liquidity Risk: equities, fixed income including MBS and Repo markets | Present to Enterprise Stress Testing Committee, respond to regulatory requests, evaluate stress testing model performance, and develop portfolio risk analysis | Research macroeconomic scenarios and market developments | Strategic risk identification and stress scenario design: Coordinate Risk Identification & Scenario Working Group | Strategic risk identification and stress scenario design.
Education
The London School of Economics and Political Science (LSE)
Master of Science (M.Sc.), Economics
Columbia University
Bachelor of Arts (B.A.), Economics
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