MUSTAPHA AZELMAD
Senior Financial Risk Manager
Salary / Daily rate
Ottawa, ON, Canada
Mobility: Casablanca, Paris, ...
Freelance, open to permanent contract
Can come onsite
Skills
Languages
About me
Intro
Expert/specialist in identifying, quantifying, and analyzing market (interest rate, exchange rate, liquidity, and capital adequacy) and credit risks in the banking and insurance industries. I have a strong expertise in Asset Liability Management: ALM models, risk and regulatory reporting, and advising on ALM investment strategies. I also have a solid experience in the valuation of financial instruments in public markets (stocks, fixed income, derivatives, FX, structured products) and private
Work experience
Financial Risk Management and Investment Analytics
Canada Mortgage and Housing Corporation (CMHC) Société canadienne d'hypothèques et de logement(SCHL)
Jul 2012 - Present
14 years 4 months
Ottawa, ON, Canada
* Identification, assessment and analysis of financial and market risks (interest rate, liquidity, credit, capital adequacy, prepayment) and reporting on these risks to different senior management committees. * Financial Instrument valuations (stocks, bonds, futures, options, swaps, real estate, private investments), determining financial positions, and advising on different portfolio strategies. * Due diligence - external investment managers. * Financial modeling for strategic and tactical asset allocation. * Market research and analysis to support and recommend strategic decisions to senior management.
Treasury and Risk Management
Alterna Savings
Sep 2008 - Jul 2012
3 years 11 months
Ottawa, Canada Area
* Assessment and analysis of interest rate and liquidity risks using advanced computer simulation techniques, as well as reporting to the Asset Liability Committee (ALCO) on these risks. * Built and maintained the financial models for regulatory ICAAP (Internal Capital Adequacy Assessment Process) and performed scenario and stress testing for the capital plans of the bank. * Performed complex quantitative analyses projecting the impact of various strategies on net interest margin initiatives and other ongoing projects and activities.
Financial Analysis
State Street
Jun 2007 - May 2008
1 year
Greater Boston Area
* Financial analysis and financial reviews of investment portfolio holdings. * Financial risk and investment performance assessment. * Stress testing, scenario analysis and simulations.
Education
Questrom School of Business, Boston University
Master of Business Administration (M.B.A.)
2005 - 2007
3 years
Al Akhawayn University
Bachelor of Business Administration (BBA), Finance and International Business
1997 - 2001
4 years
Grade: 4.00