Ivan Y. - Credit Risk Controller

Warsaw, Poland

Experience

Jul 2024 - Present

1 year 5 months

Warsaw, Poland

Analyse and interpret data related to fixed-income instruments on the asset side of the bank's balance sheet, providing insight into portfolio exposures, credit quality, and risk trends.
Manage all aspects of quarterly and monthly credit risk report production for EU regulatory agencies, ensuring model alignment and data accuracy against complex legal frameworks.
Developed internal award-winning automated solutions using Alteryx and other software to improve the quality and timeliness of investments, regulatory information and performance analytics for fixed income products, saving 350 hours of manual work annually.
Selected and participated in J.P. Morgan global "Alpha Community" to test, evaluate, and provide critical feedback on new digital and AI product releases based on prior engagement with firm-wide technology tools.
Represented the team on strategic Innovation Group calls with senior management, advocating for and contributing to the firm's forward-looking technology adoption strategy.
Supported and collaborated with the trading desk at the London Victoria Embankment office, contributing to workflow improvements and gaining hands-on exposure by working closely with traders and portfolio managers.

Jun 2023 - Jun 2024

1 year 1 month

Warsaw, Poland

Modelled and analysed complex securities and derivatives, including equities, fixed income, FX, OTC derivatives (non-deliverable forwards and CDS), to assess daily portfolio exposure and performance drivers.
Acted as the primary analytical liaison between the front office, risk management, and operations in facilitating the launch and onboarding of new investment products for hedge fund and mutual fund managers.
Managed accurate capture of capital markets transactions to provide financial data necessary for NAV calculation and portfolio valuation.
Performed critical analysis interpreting the financial characteristics and risk structure of new instruments to ensure accurate valuation modelling and performance reporting could be established, directly supporting the firm's expansion of its investment offerings.
Identified and resolved trade data discrepancies to ensure model output quality and identified valuation errors, providing direct guidance to trading desks and risk management teams.
Developed and presented Management Information System (MIS) reports to senior leadership, focusing on KPIs and operational risk metrics tied to trading activities.

Jan 2022 - Aug 2022

8 months

Brno, Czech Republic

Provided analytical support for the firm's short-term assets evaluation (for example accounts receivables) directly impacting the balance sheet.
Modelled and managed credit risk exposures across the Nordic region by performing counterparty credit quality assessments and analysing payment patterns to project short-term liquidity trends.
Developed cash flow projections from receivables used by finance teams to determine funding needs and optimise short-term liquidity.
Performed variance analysis to refine expense models and forecasted cash flows related to supply chain operations.