Khalid Munawer

Analysis of derivatives portfolio and creation of reports for Asset Liability Committee using R, VBA, and SQL Pricing of interest rate, inflation, and exotic derivatives Profit and loss explanation for the derivatives and asset portfolio based on market risk factors Collaboration in larger projects with derivatives

Pricing of interest rate and inflation derivatives Analysis of derivatives portfolio and creation of reports for Asset Liability Committee using R, VBA, and SQL Collaboration in larger projects with derivatives

Trading execution support for the structured products (risk management, IT support, and reporting). Development and optimization of ETF’s risk reporting process using VBA. Pricing analysis of equity, OTC derivatives, and fixed income products.

Developed and back tested quantitative investment strategies using MATLAB and VBA (multi-asset and portfolio optimizations). Performance attribution analysis of quantitative investment strategies. Creation of rule based investment strategies description.

Financial modelling (P&L, balance sheet forecasts, and competitor analysis). Macroeconomic analysis (forecasting and risk analysis). Fortnightly reporting to the investment committee.

Macroeconomics in Open Economy, Financial Markets and Macroeconomy, Monetary Theory and Policy, Foreign Exchange Economics, etc

Computational Finance, Mathematical Finance, Pricing in Derivatives Markets, Risk Management, Econometrics for Financial Markets, etc

Corporate Finance, Financial Analysis, Management Accounting, Financial Time Series Analysis, etc