Christine Pedersen

Member of Commercial Real Estate Group, CMBS Derivatives - Correlation Trading. Responsibilities included daily mark-to-market pricing, model updates and the automation thereof using distributed computing through Excel, DBAnalytics and Perl Scripting, and risk reports.

Member of the Model Risk group, responsibilities included design, implementation and automation of VaR , model validation and risk management Stress Test projects across different business areas. These projects were designed to help the individual risk manager for the specific business area manage the daily risk assessments. Managed direct report of Model Risk employees.