Roumen Grozev
- Basel market and counterparty credit risk regulatory model requirements, including IMA, IMM, Initial Margin, FRTB. - Counterparty Credit... | Toronto, Ontario, Canada
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Roumen Grozev’s Emails ro****@os****.gc
Roumen Grozev’s Phone Numbers No phone number available.
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Roumen Grozev’s Location Toronto, Ontario, Canada
Roumen Grozev’s Expertise - Basel market and counterparty credit risk regulatory model requirements, including IMA, IMM, Initial Margin, FRTB. - Counterparty Credit Risk - Exposure and collateral simulations, margin requirements, directional way risk, and XVA (CVA, DVA, FVA, KVA). - Derivative pricing and risk management concepts - stochastic calculus, risk neutral valuation, Black-Scholes, greeks, Monte Carlo, VaR, greeks, P&L attribution, volatility modelling, stress testing. - Proficiency with Excel, Bloomberg, VBA, SQL, Unix, Perl.
Roumen Grozev’s Current Industry Ss And C Technologies
Roumen
Grozev’s Prior Industry
Rabar Market Research
|
Bmo Financial
|
Office Of The Superintendent Of Financial Institutions
|
Ss And C Algorithmics
|
Ss And C Technologies
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Work Experience
Ss And C Technologies
Lead Business Analyst
Sat Apr 01 2023 00:00:00 GMT+0000 (Coordinated Universal Time) — Present
Ss And C Algorithmics
Senior Business Analyst, Market and Counterparty Risk Analytics
Mon Apr 01 2019 00:00:00 GMT+0000 (Coordinated Universal Time) — Sat Apr 01 2023 00:00:00 GMT+0000 (Coordinated Universal Time)
Office Of The Superintendent Of Financial Institutions
Manager, Model Risk Division
Tue May 01 2018 00:00:00 GMT+0000 (Coordinated Universal Time) — Mon Apr 01 2019 00:00:00 GMT+0000 (Coordinated Universal Time)
Office Of The Superintendent Of Financial Institutions
Senior Supervisor, Model Risk Division
Wed Oct 01 2014 00:00:00 GMT+0000 (Coordinated Universal Time) — Tue May 01 2018 00:00:00 GMT+0000 (Coordinated Universal Time)
Bmo Financial
Associate, P&L Attribution Analysis
Thu Sep 01 2011 00:00:00 GMT+0000 (Coordinated Universal Time) — Wed Oct 01 2014 00:00:00 GMT+0000 (Coordinated Universal Time)
Bmo Financial
Sr. Application Software Developer
Tue Sep 01 2009 00:00:00 GMT+0000 (Coordinated Universal Time) — Thu Sep 01 2011 00:00:00 GMT+0000 (Coordinated Universal Time)
Rabar Market Research
Trading Operations Assistant
Tue Mar 01 2005 00:00:00 GMT+0000 (Coordinated Universal Time) — Tue Jul 01 2008 00:00:00 GMT+0000 (Coordinated Universal Time)Skills
Languages
Roumen Grozev Email Addresses
FAQ About Roumen Grozev
-
Roumen Grozev is located at
Toronto, Ontario, Canada -
Roumen Grozev is a
- Basel market and counterparty credit risk regulatory model requirements, including IMA, IMM, Initial Margin, FRTB. - Counterparty Credit Risk - Exposure and collateral simulations, margin requirements, directional way risk, and XVA (CVA, DVA, FVA, KVA). - Derivative pricing and risk management concepts - stochastic calculus, risk neutral valuation, Black-Scholes, greeks, Monte Carlo, VaR, greeks, P&L attribution, volatility modelling, stress testing. - Proficiency with Excel, Bloomberg, VBA, SQL, Unix, Perl. Ss And C Technologies -
Roumen Grozev currently works in the
Ss And C Technologies -
Roumen Grozev specializes in
- Basel market and counterparty credit risk regulatory model requirements, including IMA, IMM, Initial Margin, FRTB. - Counterparty Credit Risk - Exposure and collateral simulations, margin requirements, directional way risk, and XVA (CVA, DVA, FVA, KVA). - Derivative pricing and risk management concepts - stochastic calculus, risk neutral valuation, Black-Scholes, greeks, Monte Carlo, VaR, greeks, P&L attribution, volatility modelling, stress testing. - Proficiency with Excel, Bloomberg, VBA, SQL, Unix, Perl. -
Roumen Grozev speaks the following languages:
No languages available. -
Roumen Grozev has prior experience in the following industries:
Ss And C Algorithmics , Office Of The Superintendent Of Financial Institutions , Office Of The Superintendent Of Financial Institutions , Bmo Financial , Bmo Financial , Rabar Market Research -
Roumen Grozev has the following professional experience:
Ss And C Technologies , Ss And C Algorithmics , Office Of The Superintendent Of Financial Institutions , Office Of The Superintendent Of Financial Institutions , Bmo Financial , Bmo Financial , Rabar Market Research . -
You can view Roumen Grozev’s
LinkedIn profile at LinkedIn URL. -
Roumen Grozev’s work email addresses are
[email protected] . -
Roumen Grozev works at
Ss And C Technologies
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