Khattar Torbey

Liquidity Management | Capital Reporting | Sensitivity Analysis |

Data wrangling and analytics.

• Ran and improved daily, weekly, monthly, quarterly, and yearly liquidity forecasting, capital reporting, and stress testing / simulation processes.
• Using Python, automated most processes in which I was involved.
• Created improved Python versions of several Excel /VBA, and SAS tools on Windows and Unix that included interacting with different local and remote databases using SQL and stored procedures.

Taught several graduate courses and workshops in the Masters of Finance Program, including:

• Financial Modeling and Econometrics. Financial Time Series Modeling and Analysis. Materials include Random Walk, ARIMA, Seasonality, Stationarity, Cointegration, Granger Causality, VAR, VECM, ARDL, GARCH. Applications in R & EVIEWS.
• Python for Finance. Materials include Portfolio Optimization; Multivariate Regressions; CAPM; Black-Scholes; Implied Volatility; Binomial & Trinomial Trees; Monte Carlo Simulation; Value at Risk and Expected Shortfall; Bond Valuation; DCF Valuation.
• Comparative Financial Market Regulation and Development. Materials include International Trade, International Business Transactions, International Arbitration, Blockchain, Cryptocurrency, ICO, and SEC Regulations.

Conducted Economic and Econometric Research and Modeling.

Course Taught: Financial Management