Ousman Asadullah

❖ Responsible for the development of the internal risk management system, involving the complete migration of data and reports from VBA to Python, as well as the development of the SQL Server database.

❖ Responsible for creating APIs to extract data from external sources such as Bloomberg and Reuters, in addition to managing technical projects and various requests from traders and risk management teams.

❖ Design of risk models for calculating and measuring VaR, providing quantitative assessment and in-depth analysis of stress-test scenarios.

❖ Close collaboration with traders and the CRO to accurately represent transactions and adapt reporting capabilities according to the needs of different user groups.

❖ Development of daily risk reports for the risk function and front office teams, conducting data analysis on PnL and trading positions, and complete management of post-execution transaction flows, including daily reconciliation of trades and fees between executing traders, clearing brokers, and administrators.

❖ Commodities Trading (energy and environmental), financial derivatives (futures, futures on options, and vanilla options), Greeks, and VaR.

❖ Development, in Python, of the gas price pricing model for various sources and destinations worldwide for the FO LNG (Liquefied Natural Gas) desk. Additionally, a front-office database was established to support this model.

❖ Development of stress testing models using the Monte Carlo method to calculate losses resulting from the time required to execute trades and close positions in illiquid markets. VBA, Python, and R programming languages were used to develop these models.

❖ Calculation and validation of PnL for various desks, pricing of structured products and non-vanilla options (swings, spread options), monitoring of market risk indicators (Greeks, VaR), and correlation analysis on illiquid contracts.

❖ Development and automation of internal tools/libraries, pricing models, and database management (VBA, Python Scripting & OOP, Jupyter Notebook, Anaconda, Matlab, SQL, Oracle, SQL Server, Power BI, Qlik Sense, Jira).

❖ Commodities Trading (energy and environmental), financial derivatives (futures, futures on options, and vanilla options, forward), Greeks, and VaR.

❖ Responsible for the automation, improvement, and design of RMRS (Risk Management Reporting System - market risk, credit risk, liquidity risk, and operational risk).

❖ Development of visualization tools using VBA, Power BI, Excel GUI, SQL, Access.

❖ Responsible for migrating risk tools to new technologies and new databases (Python, R, MySQL, Oracle, SQL Server).

❖ Development of risk models/tools: MI pack, KRI, reporting, analysis tools, position portfolio, market risk indicator reporting (e.g., VaR calculation and production), and IFRS9 models.

❖ Technical support for anomalies related to VBA macros, Python modules, SQL queries, and internal database management (Access and MySQL).

❖ Maintain and produce reports related to credit risk and position reconciliation.

❖ Provide detailed information on exposures to risk teams and operational teams.

❖ Investigate, analyze, and report all anomalies (booking errors, limit management, incorrect risk transfer…) to Portfolio Managers, Front Office, Analysts, and Head Office in Bahrain.

❖ Asset class: Bonds, Repo, Money Market, Equity, Forex, Market Securities.