After its distal closure, the phallic cylinder is stabilized with a vaginal stent (inflatable silicone prosthesis-ColoplastTM) and placed inside the cavity. Surgical complications were the stratified in 6 main groups: genital region, urinary tract, gastrointestinal events, wound healing disorders and unspecific events. Mental health care may need to be continued after gender reassignment surgery. . Gender reassignment surgery is performed to change primary and/or secondary sex characteristics. Gender identity disorder: A review of the past 10 years. Burns School of Medicine, university of Hawaii recommended that physicians do not perform surgery on children until they are old enough to give informed consent, assign such infants in the gender to which they will probably best adjust, and refrain from adding shame, stigma and. Important note: This page contains graphic visual material and other medical information that might shock or be very disturbing to some readers. "We figured that's his way of making a living; more power to him says Linda martinez, 54, a lifelong patient of Biber's. Standards of Care for the health of Transsexual, Transgender, and Gender Nonconforming people.
provided a credit risk study on commercial real estate lending and loan guarantees. recommended global risk capital transfer to shift income to lower tax jurisdictions. evaluate and report on client risk management infrastructure the in areas of quantitative models and risk systems. Education and certifications, chartered Financial Analyst,. In Finance, rochester Institute of Technology, 1998. In Finance, rochester Institute of Technology, 1997. Keywords: risk management, market risk management, risk exposure, value at risk, var, exposure analysis, trend analysis, gap analysis, vega, gamma, mortgage backed securities, mbs tba.
analyze daily var and write commentary on significant changes for senior market risk managers. manage the bank's exposure to market risk to ensure it remained within limits. monitor credit spread, vega, gamma, and prepayment sensitivity. recommend actions to management based on trends. research new methods to determine and measure market risk. Deloitte touche, new York,. Worked with a team of professionals with various backgrounds to provide consulting services to large global banks and securities firms. measure and quantify market, liquidity, credit, and operational risk assumed in global trading.
I am currently, market
advise on modeling of complex trades. manage market risk across asset classes including interest rates and rates derivatives, equity and equity derivatives, credit products, and securities financing. implemented a new risk model, Credit event var, to measure issuer risk for traded credit portfolio. successfully closed a business unit and prevented significant credit losses before the credit market crisis in summer 2007. monitor adherence to risk limits for all trading activities using quantitative measures, including Value at Risk (VaR) and stress tests. alert trading desks and senior management of potential risk changes after significant events.
monitor credit limits, and work with trading desks and credit analysts to resolve credit limit breaches. report to senior management on counterparty and issuer risk. identify and resolve collateral quality issues to prevent potential loss. model portfolio asset and liability cash flow gaps. Deutsche bank, new York,. Associate vice President, purple market Risk and Capital Management. run regional and global var daily on multiple products such as money market funds, interest rate derivatives, mbs and cdo.
Project management and strong report writing skills. Experience in stakeholder and client management. Ability to drive business development and contribute to the growth of the ey market solutions. To qualify for the role you must have. Relevant experience in Financial Services, either as part of an institution; in an advisory or business. Cameron Lutin 215 Crescent.
Queens, ny, driven risk manager with a great eye for detail, strong analytical skills and a true understanding of financial markets. Professional experience, goldman Sachs, new York, ny 2003 - present. Vice President of Market Risk. Market risk manager playing a key role in the risk/reward decision making process of the firmwide risk committee. verify and approve pricing models. report market risk exposure internally and to federal regulatory agencies.
Resume, objective for Business
Modelling background, including hippie experience in model development and model validation of Derivative pricing, market Risk and cva models and experience of standard techniques used. Experience in any of the following software development environments: vba /java /C / sql/R/Matlab/.NET. What we look for we are interested to hear from people with the right attitude for the job! Thats naturally entrepreneurial people that feed on the energy of a thriving global team. Youll need a balance of technical and analytical skills, a creative approach to work and strong communication skills. If youve got big ideas on how we can do better, as well as the confidence to voice them, this role is for you. Fundamental review of the Trading book (frtb) is a key focus area for the quantitative advisory services practice and a strategic value proposition and part of the broader Corporate and Investment Banking Transformation Solutions. Skills and attributes for success, confident and credible communicator with good technical knowledge and commercial understanding.
Ey has been an early mover on frtb and has been extensively helping our clients mobilise strategic change and regulatory compliance programmes across business and technology. Do you think you have what it takes to develop into a market leading expert in a fast evolving and exciting growth area? Skills and attributes for success Confident and credible communicator with good technical knowledge and commercial understanding Project management and strong report writing skills Experience in stakeholder and client management Ability to drive business development and contribute to the quotation growth of the ey market solutions. Consulting capacity to such organisations or in the regulation of such institutions. Strong academic background including a bachelor's degree (Computational Finance, mathematics. Engineering, Statistics, or Physics preferred) or equivalent. Good understanding of Derivative pricing, market and cva methodologies used for the trading, risk management and ideally experience in frtb and crdiv or calculation of regulatory capital requirements.
- risk management consulting Hardware developement Engineer at mkb compas (Moscow, russia) 2008 to 2011 - development of control systems, gps/glonass. Quantitative advisory/senior consultant (market risk) ". Ey is looking for a quantitative advisory services Senior Consultants to join the market Risk team in our Canary Wharf offices. This is a rapidly growing area supported by an increased focus across the industry. That makes this a great time to join a high-profile team where youll be surrounded by some of the most interesting and knowledgeable colleagues around. The opportunity fundamental review of the Trading book (frtb) is a key focus area for the quantitative advisory services practice and a strategic value proposition and part of the broader Corporate and Investment Banking Transformation Solutions. Frtb regulations have a significant impact on the front to back market risk management capabilities and technology landscape of global investment banks.
Working knowledge of, bloomberg Terminal and Bloomberg Professional Service, knowledge of statistics and its application to risk management. Strong analytical and problem solving skills, current: Financial Risk manager at finam (Moscow, russia) 2014 to present — portfolio risk Analysis (fx, equities, fixed-income and derivatives portfolios) - var, expected Shortfall, Stress testing. Performance and risk analysis of active trading strategies. — operations control (confirmations, daily margin requirements, reconciliations, collateral management, otc settlements). — analysis and reporting of the var results. — implementation and adjustment of it-solutions for write Risk management. — development and testing of risk valuation models and tools (options, mixed nonlinear portfolios, structured products).
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