Treasury and Global Markets Trainee
National Bank of Commerce
Mar 2021 - Mar 2022 (1 year 1 month)
• Quantitative Analysis and Risk Management: • Managed a $170 million portfolio, optimizing cash allocation and income generation via bond and money market investments to achieve returns 23.5% above the Short-Term Planning (STP) benchmark. • Conducted liquidity forecasts, created yield curves, monitored spreads (PV01), and risk assessments (LRA, etc.) for optimal risk management. • Utilized SQL & VBA to automate reports & analytics (LCR, NSFR, FELE, LEX, FTP curves). • Capital Management and Modeling: • Analyzed data for capital plan optimization & advised on metrics like Tier 1 CAR and Total CAR. • Monitored capital ratios, performed stress testing, and managed Single Borrower Limits (SBLs). • Devised approach to improve RoRWA by m