oussama benomar

• Member of the company’s risk management team with expertise in regulatory frameworks such as Basel III, CRR II, CRD V, MaRisk • Support in the Year-end- audit of an international investment bank with focus on risk management: ICAAP, Climate Risk, Credit Risk, Model Risk, and Market Risk . . . • Independent Price Verification by re-valuation

• Integration of climate risks in the ICAAP process, as well as long-run scenarios in capital and liquidity planning – Define underlying scenarios and determine time horizons for modeling – Include transitional as well as physical risks – Integrate considered risks derived from materiality assessment into the defined scenario – Define qualitative narrative and impact on risk indicators • Modelling the climate risk impact on the credit risk based on those scenarios.

Member of the iRADAR team in charge of the valuation of financial instruments, CVA/DVA analysis, fair value hierarchy. Led multiple projects for international clients (mainly UK, Netherlands and Banks) Performed quantitative analysis of financial instruments as well as the decomposition and valuation of financial instruments as well as the quantification of their risk. Supported on the improvement of internal valuation tools: the FX-options and the inflation swaps valuation tools.

Economics & Finance