Said Mohajeri
Senior Risk Manager | Counterparty Credit Risk
Salary / Daily rate
Paris, France
Freelance
Languages
About me
Intro
Risk Manager with 20+ years of expertise in Market risk and counterparty credit risk and regulatory compliance across top-tier banks. Proven track record managing ECB reviews, implementing internal models, and leading cross-functional teams at ING, Natixis, and Credit Suisse. Specialized in CCR frameworks, regulatory reporting, and quantitative risk modeling to ensure audit compliance and regulatory excellence.
Work experience
Senior Risk Analyst – Trading Risk Management
INGFreelance
Feb 2024 - Present
2 years 9 months
Amsterdam, Netherlands
Within the team responsible for Counterparty Credit Risk (CCR) measurement of ING’s global derivatives and securities financing portfolio, both for internal as well as external (i.e. regulatory) purposes, contributing to the maintenance and enhancements of counterparty credit risk Models and measures within ING internally developed systems for ING’s global derivatives portfolio and ING’s global securities financing portfolio. This includes the translation of regulations and ING internal policies into functional specifications, supporting IT developers to implement these specifications (refinement, testing, etc), coordination with stakeholders, documenting related models and operating procedures, presenting analyses and results to stakeholders and senior management. And always ensuring models and processes meet internal audit and model validation standards.
Project Manager
Natixis Corporate & Investment Banking
Sep 2021 - Jan 2024
2 years 5 months
Paris, France
Managing Credit Counterparty risk projects linked to the IMM including extension of the internal model to new asset classes and exotic trades and projects related to the improvement of the overall CCR framework. Coordinating and managing the project from business requirements to budget allocation and effective delivery. This includes reporting to senior management through Steering Committees, working in close interaction with Market risk management, model developers, IT, Model risk management and Audit. Involvement in the ECB onsite model review. Preparation and review of the documentation (models, governance, validation, operational policies) and being the point of contact for the ECB review team
Credit Suisse
Dec 2014 - Oct 2021
6 years 11 months
Zürich Area, Switzerland
Regulatory Risk Management
Sep 2017 - Oct 2021
4 years 2 months
Zürich Area, Switzerland
Manage regulatory visits and requests for information (RFIs) relating to risk management topics. Provide specialist interpretation on all rules impacting CRO. Implement self-assessments for CRO, and deliver all internal and external reporting. Swiss and UK regulators (FINMA&PRA), risk management topics regarding Market risk and Counterparty Credit Risk (VaR, IRC, IMM, FCCM, Collateral management and Repo VaR)
Quantitative risk modeller
Dec 2014 - Aug 2017
2 years 9 months
Région de Zürich, Suisse
Head of a backtesting team within the Credit Analytics. FCCM own estimated haircuts backtesting BSBS IOSCO initial margin backtesting Counterparty exposure backtesting
Credit Counterparty risk modeller
Natixis
Mar 2012 - Dec 2014
2 years 10 months
Paris, France
Counterparty risk modelling - Design and implementation of the backtesting framework - counterparty exposure stress-testing - project management
Consultant
Axis Alternatives
Feb 2006 - Mar 2012
6 years 2 months
Paris, France
Investment banking consultant
Consultant
Phirst Vanilla
Jan 2003 - Mar 2006
3 years 3 months
Région de Paris, France
Investment banking consultant
Financial engineer
ATSM
Jan 2001 - Jul 2002
1 year 7 months
92300 Levallois-Perret, France
Fixed income pricing library implementation
Education
Université Paris VI
DEA
1999 - 2000
2 years
ISUP
Actuariat
1996 - 1999
4 years
Lycée Chaptal
Prépa
1995 - 1996
2 years