Rohan Fernandes

Role
Director, Risk Management at ICE
Location
Chicago, IL, US
LinkedIn followers
500 followers
Finance & AccountingView LinkedIn profile

About Rohan Fernandes

I’m a results-driven risk management and risk systems senior executive with deep…

Experience

  1. Director, Risk Management

    ICE

    Sep 2011 — Present · Chicago, IL, US

    Responsible for development and implementation of quantitative Risk Management Models, efficiently overseeing Margin Assets, ensuring compliance with regulatory standards and improving risk management processes.Successfully obtained regulatory approvals with the Commodities and Futures Trading Commission (CFTC), Securities and Exchange Commission (SEC), and Federal Reserve Board (FRB) for proprietary Risk Management Models, incorporating stringent governance and compliance processes.Responsible for client relationship management and business development, through technical leadership and effective communication.Designed and tested robust enterprise-scale risk management systems, achieving highly streamlined and efficient daily processing of Fixed Income and Credit Derivatives portfolios.Facilitated industry-wide peer reviews, consensus building and audit/compliance/regulatory reviews of Risk Management frameworks, including stress testing, back-testing, liquidity resource management and sensitivity analysis.Actively managed daily market risk, successfully navigating highly challenging and volatile markets periods, such the COVID-19 pandemic.

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Rohan Fernandes — Director, Risk Management at ICE in Chicago, IL, US | Unifers