Teymur Wacker

- Managed exposure risk for a portfolio with $100M+ notional value, reducing hedge costs by 15%. - Analyzed the 100+ assets portfolio performance based on volume, effective spread, and overnight fees to ensure a consistently profitable book. - Optimized risk and KPI using Power BI in collaboration with the BI team, streamlining 10+ critical reports. - Achieved a 30% increase in operational KPIs by developing automated tools to monitor client trading behavior.

- Developed a Python-based VaR calculation tool for a 50+ asset portfolio using the Monte Carlo method, improving risk assessment. - Researched and evaluated trading data quality and infrastructure solutions to maintain best execution standards for clients. - Built a tool using Python, integrating IPapi and SQL to detect unauthorized account access, reducing cybersecurity risks. - Oversaw MiFID II / MiFIR and EMIR reporting activities through Polaris Platform