Mushfig Jabiyev

* Analysis of derivatives and funding transactions’ exposure to ensure to have risk controls in place against defaults and potential losses using CECL (IFRS 9) models
* Conducting in-depth single-name credit exposure due diligence for the distressed and stressed portfolio for senior management and internal stakeholders
* CCAR and internal Stress Testing scenarios' recalibration process and impact analysis of market variables on Equity, Interest Rate, Commodity, FX and Credit portfolio
* Design of Credit Exposure explaining dashboards and key performance indicator tools (mainly SQL, Excel VBA, Power BI) in partnership with Technology team
* Analyses of global industrial, geopolitical, and financial events, ad hoc scenario designs based on the insights and forecasts, and impact analysis on the counterparty credit portfolio
* Regular supervision of counterparties with credit exposure limit excess for effective credit risk and limit management

* Preparation of Audit package (P&L and Balance sheet reconciliation, calculation of statutory adjustments) based on financial principles
* Monthly/quarterly/yearly financial reporting in accordance with accounting standards

* Valuation of collaterals of all types using, with a specialized focus on real estate, "cost", "expense" and "DCF" methods
* Conducting financial analysis (Balance Sheet, P&L and Cash Flow) and determination of main risks related to collaterals based on the insights
* Preparation of collateral risk assessment reports based on the market research