Nencho Georgiev FRM

Configuration and customization of the Front Arena system. Quantitative modelling of financial isntrument valuation and market risk. Solutions for Basel III compliance.

Designing and implementing solutions for compliance with Solvency II and Basel III/CRD IV. Quantitative modelling of market risk (VaR, stressed VaR) and counterparty risk (EPE, PFE, CVA, etc.) Responsibility for negotiations with clients during the discovery phase of projects, designing solutions and providing functional specifications to IT-engineers and developers. Experience with communication and coordination of tasks in multinational teams across the world.

Audit and consulting on the compliance of the trading and risk management processes of major German banks to risk management regulations (Basel II, MaRisk) as well as on accounting topics (IFRS, HGB, BilMoG). Special focus on the valuation of securities and derivatives positions. Participation in critical discussion with clients and decision making support. Responsibility for the year-end audit activities for the New York branch of a major German bank. Successful projects in Frankfurt, London and New York

Quantitative analysis of the financial plan calculations of closed-ended investment funds as an input for fund ratings. Developed a Monte Carlo simulation methodology to examine and evaluate risks.

Finance, Statistics, Macroeconomics

Economics, International Relations