"In theory, theory and practice are the same. In practice, they are not." A.E.


(green when available)
 

ILIYA ILIEV

Financial Risk, Technology and Process

Toronto, Canada Area | Financial Services
 

Over the years I have enjoyed working with a number of great companies in Germany, US and Canada. Some of them are listed below.
After completing the initial engagement, many of these companies have offered me additional work, which I have accepted whenever possible.
 
   
     
 


TOOLS AND PROCESS:

Business Analysis: International Institute of Business Analysis (IIBA) process, Structured (Waterfall), Agile/Scrum process, Requirements gathering, documentation, estimation and planning, change management. MS Office, Visio, Requirements Management Plan (RMP), High level / Detailed level business requirements (HLRD, BRD/DRS), supporting design, data model and data inventory documents, Technical specifications and Mapping documents (TSD, SRS).

Regulatory Frameworks AND LOBs: Basel, CCAR, BCBS 239/Risk Data Aggregation(RDA), Fundamental review of the trading book (FRTB). Retail/Commercial Loans, Credit Cards, Mortgages, Capital Markets Fixed Income, Equity, Foreign Exchange, Derivative products. Risk concepts - Credit, Counterparty, Market, Credit parameters (PD, LGD, EAD), Regulatory & Economic Capital for AIRB, Allowances, Value at Risk (VaR), Counterparty Credit Risk, Regulatory Stress Testing requirements.

Data Analysis: SQL, SAS, ETL, Business Intelligence, Tableau, Business Objects, Oracle, PL/SQL, Teradata, DB2, Netezza, Cloudera/Hadoop, Hive, Impala, supporting technologies, Java, Unix, Shell scripts

Data modeling: 3NF, Relational and dimensional models, Data Warehousing concepts, Kimball, Star Schema, ERDs

Enterprise Architecture: Zachman, TOGAF, UML, Sparx Enterprise Architect, Business Process Modeling, Use Cases, ERD, Data, Object Models

Data Governance: Metadata and Master Data Management, Data Quality tools and practices, IBM InfoSphere and Information Governance Catalog (IGC)