I trade futures and options independently, aligning higher-timeframe trends and structure with lower-timeframe entries and exits. I use defined risk per trade, position sizing, stop placement, and exposure limits to manage risk.
At Wells Fargo, I reconciled risk metrics between legacy and strategic systems and led impact analysis on sensitivities, VaR, Stressed VaR, and IRC during a risk application migration. I also increased delivery efficiency by 50% on a market risk data remediation program through prioritization, release planning, and proof-of-concept validation.
My market risk experience also includes Business Analyst roles at Credit Suisse and On Demand Agility / Coforge, and work as an Investment Banking Technology Professional at Societe Generale. I hold the Financial Risk Manager (FRM) certification and have worked with derivatives, risk metrics, and P&L attribution.
