Dany Risdianto
Vice President at Cimb Niaga
Based in Banten, Indonesia
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Seniority
Vp
Department
General Business & Management
Location
Banten
Industry
Banking
Company size
15K
Contact information
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d•••••••@cimbniaga.co.id
Phone
5 credits+62 ••• •••• ••••
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Background
About Dany Risdianto
Market Risk Management role since 2008 Expert on : Treasury Product Valuation: Money Market FX Fwd/swaps Fixed Income Securities/Repo - Reverse Repo IRS,CCS,OIS Futures Options Risk Quantitatives: Yield curve construction n bootstrapping Vols and implied vols calculation Add-on - Counterparty Credit Risk DV01/ PV01 Greeks RWA Calculation Fundamental Review of the Trading Book - FRTB VaR : Historical simulation Variance-Covariance / Parametric Method Monte Carlo Simulation - with Python Report Automation: VBA Macro programming Python programming Data analytics and Machine Learning for Banking
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