Seniority
Manager
Department
Other
Location
Amsterdam
Industry
Banking
Company size
49K
Contact information
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g•••••••@rabobank.com
Phone
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Background
About Gunes Sari
FI projects: Credit Risk Modeling and validation Machine Learning MRM and validation Market Risk Modeling and validation IFRS 9 impairment modeling and validation Stress testing and economic capital modelling ICAAP Framework development and implementation Corporate Treasury Projects: Foreign Currency, interest rate and commodity price risk management Cash and Liquidity Risk management CFaR and VaR models, stress testing Hedge Program designing together with forward, future, swap, option and exotic options Financial Risk Reporting Framework, hedge performance indicators, etc. ERM development and implementation
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