Ilham Raslan
Vice President @Goldman Sachs
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WORK HISTORY
Vice President @Goldman Sachs
London, GB
Engineer in FICC Portfolio Analytics - G10 Rates• Real-time pricing and risk computation, including Greek sensitivities across rates and FX instruments• Intraday PnL attribution by market drivers (e.g. swap rates, FX, cross-currency basis)• End-of-day PnL reporting for controller commentary• Scenario analysis of potential market conditions to inform hedging decisions
EDUCATION
HELP University
CIE A-Levels
UCL
Master of Engineering - MEng, Mechanical Engineering
ABOUT ILHAM RASLAN
Engineer specialising in real-time portfolio pricing and quantitative risk analytics systems for interest-rate derivatives on the Goldman Sachs trading floor.Building production systems across EMEA G10 rates desks — covering bonds, swaps, volatility, and exotics — including multicurve pricing (OIS discounting with IBOR forwarding), linear and nonlinear first- and second-order Greeks (Delta, Gamma, Vega, Vanna), and Taylor-based PnL and risk attribution used in fast intraday portfolio analytics.Skilled in Java, Python, Slang, and distributed systems.First-class MEng in Mechanical Engineering from UCL.
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