Hai Tran Minh
Counterparty Credit Stress Testing & Portfolio Risk Associate (London Aligned) @Morgan Stanley
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WORK HISTORY
Counterparty Credit Stress Testing & Portfolio Risk Associate (London Aligned) @Morgan Stanley
Responsibilities• Team Lead• Macro scenario design and analysis• Managing credit risks in clients’ trade portfolios and movements in underlying market risk factors (across all asset classes under PRA/CCAR/IFRS9)• Economic and regulatory capital calculation under ICAAP• Identify potential vulnerabilities and risk concentrations Expertise• (Stress) Counterparty Credit risk methodology and basic concepts: EAD/PD/LGD, ISDA/CSA agreement, SFT/OTC collateral, netting/grossing, CVA and Wrong-Way risk• Financial investment products: stocks, bonds, repos, HFI/HFS loans, listed and OTC derivatives• Large data analysis, Process Automation and building reports and tools for analysis
EDUCATION
Erasmus University Rotterdam
Bachelor of Science (BSc)
SKILLS
ABOUT HAI TRAN MINH
Entrepreneurial, logical and rational, have empathy for others, able to adapt and never…
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