Wednesday, January 23, 2008

Risk Management Consultant

GlobeRisk Areas of Experience in Investment Banks

Market Risk, ALM, Funding and Liquidity

assisted bank to manage down and subsequently sell a large Interest rate options book.
comprehensive review of financial, market risk and credit risk management models, techniques and policies at one of the world's top three global derivative organisations;
review and development of income recognition adjustments (PLA) for off balance sheet products at several major investment banking institutions;
design and development of credit derivatives models (based on Actuarial techniques) for new credit trading business;
valuation testing and specialist financial modelling advice to a range of top derivatives businesses
assisted several Treasury/Capital Markets operations to reengineer financial control activities;
Review and development of the use of Repo funding at Capital Markets trading house;
Design and Implementation of a new trading limts framework at a leading Nordic Investment Bank
article: "Myths and Legends of Value at Risk" (Futures & Options World Issue 324, May 1998)

Credit Technical Risk and Underwriting

development of netting and collateral management framework for major global capital markets bank;
development of credit exposure measurement and portfolio management methods for off balance sheet instruments at capital markets bank;
review and test of credit risk model for AAA Special Purpose Vehicle. This was used by the client to support negotiations with rating agencies;

Operational Risk

development of KPMG best practice controls requirements for trading businesses;
minimum controls portfolio for International investment bank;

Firmwide Risk Management

Review of firmwide approach to management of all risks across a leading financial trading organisation
Review of firmwide approach to management of all risks across a leading investment bank
development of Risk Adjusted performance models/framework at multinational development bank.

Regulatory, Compliance and Financial Controls

design of mark to market control environments for the derivatives books of several investment banks
article: "Off balance sheet valuation Adjustments" (Journal of Derivatives Trading & Regulation 1997, Netexposure 1998);


development of medium term and marketing strategy for derivatives trading and arbitrage organisation;
strategy development for Capital Markets business of major Nordic retail/commercial bank;


selection of market risk management system for UK capital markets/derivatives bank;
review and modification of the requirements for front, middle and back office systems at several clients;

GlobeRisk Ltd
GlobeRisk is based in Leatherhead, Surrey in the United Kingdom. Our location by Junction 9 of the M25 London Orbital Motorway offers excellent travel links to London, most parts of the UK and most parts of the world.

General Enquiries:
email :,
Phone: +44 (0)1372 817498
Fax: +44 (0)1372 817498

Andrew Smith, Managing Director
email :,
Phone: +44 (0)7979 703137


Subex Team said...
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James said...

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Thanks for the post