Organized symposiums with topics such as The Risk of Economic Structures and Financial Markets, performed advanced data and statistical analysis in support of and the creation of statistical models
Monitored adherence to risk exposure for all trading activities using quantitative measures, which include Value at Risk (VaR), and Credit Valuation Adjustment (CVA)
Utilized the comprehensive suite of SAS tools to accurately quantify risk exposure, and monitored counterparty credit risk based on potential future exposure by running the transactions through a Monte Carlo simulation