Sarah Aldakhil
Riyadh,Saudi Arabia
Summary
Senior Risk Management Officer with 5 years of international experience across the MENA and European regions within the financial sector. Specialized in Financial Risk, Investment Analysis, and Quantitative Research. Proven track record in building complex quantitative models, navigating regulatory frameworks, and implementing risk governance to align with global best practices.
Overview
5
5
years of professional experience
1
1
Certification
Work history
Senior Risk Management Officer
Derayah Financial
Riyadh, SA
2025.04 - Current
- Market & Credit Risk Modeling: Build and validate complex quantitative models, including Value at Risk (VaR), utilizing diverse methodologies to ensure portfolio resilience.
- Margin Product Risk Assessment: Develop Discounted Cash Flow (DCF) models for multiple companies to evaluate creditworthiness and support margin product approvals.
- Model Validation: Implement backtesting for newly introduced financial products to ensure model accuracy and regulatory alignment.
Consultant
Deloitte
Riyadh, SA
2023.03 - 2025.01
- Basel III implementation and review across multiple banks: Calculated Delta, Vega, and Curvature for vanilla options and profit rate swaps, while validating complex Interest Rate Swap (IRS) valuations.
- Scenario and Stress Testing: Developed +10 stress testing models tailored to various industries, including but not limited to the telecommunication and technology sectors.
- M&A and Market Research: - Developed a binomial tree model in R to price "Option to Acquire" strategies for a major bank, significantly increasing the accuracy and efficiency of complex valuations.
- Hedging: Developed a hedging framework for one of the largest publicly listed companies.
Actuarial Specialist
UCA
Jeddah, SA
2021.03 - 2022.03
- Calculated loss ratios for insurance policies to help maintain an appropriate ratio.
- Analyzed duration gaps between assets and liabilities, and developed strategies to reduce mismatches, ensuring effective risk mitigation.
Education
Bachelor of Science - Financial and Actuarial Mathematics
King Saud Univeristy
RiyadhSkills
Quantitative modeling, R Programming, Economic and Financial Analysis, Market Research, Big Data analysis, Leadership, Project Management
Certification
CME1 - The Financial Academy
Timeline
Senior Risk Management Officer
Derayah Financial
2025.04 - Current
Consultant
Deloitte
2023.03 - 2025.01
Actuarial Specialist
UCA
2021.03 - 2022.03
Bachelor of Science - Financial and Actuarial Mathematics
King Saud Univeristy