Daniel Carrapa

Identified the major market risk core and emerging risk factors in the context of CCAR, using Market Risk metrics. Calibrated shocks for main risk factors in order to design multiple internal BHC scenarios for capital planning, using historical time series and through discussion with Front Office SME. Produced the P&L for Market Risk MTM using shocks for CCAR and internal scenarios through Taylor Series and Full Revaluation.

Producing, investigating and analyzing weekly Portfolio Stress Testing (PST) results for various lines of businesses. Estimating stressed losses to the bank in the event of several adverse scenarios of varying severities and provides a holistic overview of existing risk positions. Producing market-risk reports using key risk measures such as Greeks, VaR, SSVaR. Developing tools for historical analysis of the Bank's risks and trends.

Development of integrated solutions for different transportation areas. Elaboration of technical-commercial proposals. Client and supplier management and contact. Learning signalling systems and telecommunication applications in the transportation sector and techniques for risk management and quality control.

Telecommunications and Communication Systems