Andre Beraha
Executive Director - Risk Reporting @ J.P. Morgan
About
- Credit Risk Modeling: Probability of Default, Rating / Score, Exposure at Default, Loss Given Default and Economic Capital Models. - Credit Portfolio Management and MIS. - Market Risk Modeling and Control. - Treasury Product Control. - Operational Risk Modeling. Specialties: Risk Management and Modeling.
Brazil
São Paulo
Banking
Basel II, Market Risk, Credit Risk, Derivatives, Financial Risk, Operational Risk, Credit, Risk Management, Portfolio Management, Loans, Capital Markets, Banking, Fixed Income, Treasury, Counterparty Risk, Operational Risk Management, VAR, FX Options, Options, Swaps
Experience
Executive Director - Risk Reporting
J.P. Morgan
São Paulo, São Paulo, Brasil
Responsible for Market, Credit, Liquidity, Country, Principal, Model and Reputation Risk Reporting
Executive Director - Latin America / Asia Pacific Legal Entity Risk Reporting
J.P. Morgan
São Paulo e Região, Brasil
Responsible for Market and Credit Risk Reporting
Head of Risk Modeling
Banco Pine
São Paulo Area, Brazil
Responsible for Credit Risk Modeling
Credit Risk Modeling Manager
Itau BBA
Responsible for modeling PD, LGD, EAD and Credit Scoring for Corporates, FI's and Sovereigns.
Credit Risk Senior Manager
Citi
Control and reporting of credit portfolio metrics, forecast of cost of credit, coordination of the implementation of Basel II requirements for the Credit Wholesale portfolio, implementation of stress test exercises for credit and country risk, control of cross border risk and coordination of portfolio risk mitigation strategies.
Operational Risk Manager
ABN AMRO Bank N.V.
Implementation of quantitative and qualitative methodologies of Operational Risk Management as risk self-assessment, key risk indicators and economic capital.
Counterparty Risk Manager
Dresdner Bank AG
Monitoring, controlling and modeling counterparty risk of Trading Portfolio; also in charge of implementing locally the Dresdner´s global counterparty risk systems.
Senior Market Risk Analyst
Dresdner Bank AG
Calculation of P&L and gap positions by risk factor of several Treasury products as private and public bonds, options, swaps, futures, FX-forwards and FX-Spot, market risk modeling for new products and reporting of market risk metrics (DV01, stress test, VaR etc), implementation of market risk systems.
Senior Credit Risk Analyst
Citi
Reporting of wholesale credit risk portfolio (concentration per customer and per industry, calculation of portfolio risk-rating and of cost of credit estimates)
Market Risk Analyst
Banco Sudameris
Calculation of P&L and gap positions by risk factor of several Treasury products as private and public bonds, options, swaps, futures, FX-forwards and FX-Spot, market risk modeling for new products and reporting of market risk metrics (DV01, stress test, VaR etc)
Product Control Analyst
Banco Noroeste
Calculation of P&L and gap positions by risk factor of several Treasury products as private and public bonds, options, swaps, futures, FX-forwards and FX-Spot.
Education
USP - Universidade de São Paulo
Mathematical Modeling Applied to Finance
Master’s Thesis: Neural Networks Applied to Operational Risk: Discriminant Analysis of Labor Losses
Ibmec
Finance
USP - Universidade de São Paulo
Business Management
Andre Beraha's Contact Information
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