Aysel Aktas
Interest Rate And Liquidity Risk Senior Analyst
Doha
Summary
As an Interest Rate and Liquidity Risk Manager and FRM candidate with over 9 years of experience working in Banking sector, had a strong foundation in Financial Risk Management. Experience in 'Valuation Of Derivatives' and 'ALM Behavioral Modelling' projects as project analyst. Hands on experience on SQL, MS Excel, Bloomberg, R, Python. Interested in Behavioral Modelling (Core Deposit, Prepayment and Early Cancellation), Econometric Modelling.
Overview
10
10
years of professional experience
4
4
Certifications
Work History
Interest Rate and Liquidity Risk Senior Analyst
Akbank
09.2022 - Current
- Calculating Liquidity Stress Test Analysis on daily basis and liquidity gap analysis on weekly basis
- Monthly NSFR calculation and analysis, both solo and combined, and submission to the regulator
- Performing IRRBB analysis on weekly basis and following the national/international regulation on IRRBB process and integrating updates into the risk software
- Periodic analysis of Duration Gap and Repricing Gap Analysis
- Managing Behavioral Modelling Project for ALM (Core Deposit Model for Non-Maturing Deposit, Deposit Melting & Weighted Average Life Analysis for Time Deposits and Prepayment Model for Mortgages) as a project analyst. Performed UAT in data preparing phase, identified model parameters in modelling step and integrated validated model results to risk software.
- Performing interest rate and liquidity risk analysis to Senior Management Risk Committee
- Implementation of new products to the risk management processes/tools of bank
- Validating results and performing quality assurance to assess accuracy of data
- Strengthened internal control mechanisms by working closely with audit teams to identify and rectify gaps in the market risk management framework.
- Mentoring junior analysts, fostering professional development while enhancing overall team performance
Market Risk Senior Analyst
Alternatif Bank
01.2019 - 09.2022
- Monitoring and reporting risk metrics (Value-at-Risk, Stressed-Value-at-Risk, Expected Shortfall, Greeks Sensitivities, DV01) daily to Senior Management
- Interacting regularly with the front office traders to ensure that the market risks arising from day-to-day trading positions are fully understood and managed appropriately within the limit framework
- Calculation of “Loan to Deposit”, "Liquidity” and “Credit” ratios on a daily basis in accordance with banking regulation and reporting to the main shareholder institution
- Periodic analysis of Structural Interest Rate Risk such as Net Present Value (EVE), Net Interest Income at Risk (NII) and Duration Analysis for weekly ALCO meetings
- Preparing monthly stress tests and scenario analysis for Structural Interest Rate Risk and presenting to the Management Risk Committee and Board Risk Committee
- Involved in 'Valuation of Derivative Products' project for Balance Sheet as a project analyst. Performed UAT tests in data preparing phase, identified model parameters in modelling step and integrated validated model results to risk software.
- Involved in 'ALM Behavioral Modelling' project as a project analyst.
- Following the national/international regulation on IRRBB and FRTB processes and integrating the updates into the business processes
- Strengthened internal control mechanisms by working closely with audit teams to identify and rectify gaps in the market risk management framework.
- Assisted junior team members in developing their market risk analysis skills, mentoring them through challenging projects and providing guidance on best practices.
Market Risk Analyst
Aktif Investment Bank
07.2017 - 01.2019
- Performing market risk measurements (VaR, Stress VaR, DV01) and reporting to Board of Directors periodically
- Preparing legal reports (market risk and counterparty credit risk) and reporting to BRSA
- Performing stress tests and scenario analyzes and reporting the results
- Taking part in the coordination of ICAAP and supporting the process within the scope of Risk Management calculations
- Meeting the demands of the Board of Directors / Audit Committee regarding market risk, preparing the necessary analyses and supporting the improvements
- Following the regulation and making updates in the business processes in line with the changes
- Supported new product development initiatives by conducting thorough risk assessments, ensuring alignment with corporate risk appetite and regulatory requirements.
- Reduced market risk exposure by implementing advanced analytics and scenario-based stress testing.
- Implemented financial risk management policies, limits and strategies that complied with standards and strategic imperatives of organization.
- Completed statistical reviews to uncover trends, patterns and variations.
Risk Management Analyst
Nurol Investment Bank
04.2015 - 07.2017
- Monitoring market and credit risk metrics on a daily basis and reporting to Senior Management
- Contribute to the regulatory reporting process
- Performing stress tests and scenario analyses and reporting the results to Senior Management
- Working with the Treasury Team to ensure that the market risks are managed appropriately within the limit framework
- Enhanced risk management strategies with the implementation of advanced analytical tools and techniques.
Credit Analyst
Is Leasing
09.2014 - 03.2015
- Evaluation of loan demands of firms in terms of industry, project and collateral structure,
- Preparation of Intelligence and Financial Analysis Report within the scope of Commercial Segment on behalf of companies which demand credit,
- Ensured financial and procedural control at every stage of credit transaction,
- Ensured financial and administrative integrity of credit files behalf of companies.
Education
Bachelor of Science - Public Finance
Istanbul University
Istanbul, Turkey 09.2014 - 06.2014
Skills
Python Programming
Certification
Istanbul Technical University (ITU) - Big Data And Business Analytics Certificate Program
Timeline
Interest Rate and Liquidity Risk Senior Analyst
Akbank
09.2022 - Current
Istanbul Technical University (ITU) - Big Data And Business Analytics Certificate Program
10-2019
Market Risk Senior Analyst
Alternatif Bank
01.2019 - 09.2022
Market Risk Analyst
Aktif Investment Bank
07.2017 - 01.2019
Risk Management Analyst
Nurol Investment Bank
04.2015 - 07.2017
Credit Analyst
Is Leasing
09.2014 - 03.2015
Bachelor of Science - Public Finance
Istanbul University
09.2014 - 06.2014