Tarek Hizan

Senior Manager - Investment Risk (Quantitative Research) @Charles Schwab

Chicago, IL, US

Specialist in market risk. Currently focused on fixed income portfolios, strategic and tactical asset allocation, portfolio optimization, liquidity risk, as well as the stressed markets protocol. • Managing strategic research projects and developing and improving models for the risk management of Schwab products including ETFs, Mutual Funds, Money Market Funds, Separately Managed Accounts (SMAs), and others. • Monitoring market risks including the use of metrics such as Value-at-Risk (VaR), Greeks, limits, sensitivity and scenario analysis. • Maintaining active dialogue with business units, risk management colleagues, and support groups regarding business activities. • Work with model developers and the stakeholders to review and approve models for actual use and monitor performance and risk measurement. • Leveraging third party platforms such as BarraOne, Axioma and BlackRock Aladdin to assess and monitor portfolio and idiosyncratic risks. • Building relationships with other teams supporting the investment and research process. • Monitoring portfolio risk exposures and escalating issues when risk levels may be inappropriate

Plekhanov Russian University of Economics

Bachelor's degree, Risk Management, 3.5

CFA Institute

Passed CFA Level III in Nov 2021, Passed CFA Level II in May 2021

University of Massachusetts Dartmouth

Master of Business Administration - MBA, Finance, 3.94