Jonathan Phan

– Monitor the Bank risk exposure using Python by automating the computation of risk metrics on Fixed Income and Equity derivatives e.g Stress Tests, VaR, SVaR – Built trading volume monitoring system for corporate bonds to evaluate liquidity risk and support mark-to-market position decisions – Built monitoring tool via Bloomberg API, flagging intraday moves above 10% and cross-referencing desk positions for risk reporting to upper management – Contributed to the development of a crypto risk management tool automating stress tests, limit monitoring and risk sensitivity calculation to support trading and risk control operations

– Developed data processing pipelines handling large-scale datasets with Python, implementing efficient ETL workflows for market activities monitoring – Built automated REST API integrations for XML/JSON data extraction and processing, reducing manual data collection efforts – Created automated dashboards and reporting tools using Python for Initial Margin calculation and monitoring