Charbel Feghaly

An investment management professional and financial consultant with 5+ years' experience advising both public and private sector clients. Proven experience with delivering Technology and Digital strategies, Business and Technology operating models, customer journeys, digital maturity assessments, among others. Excels at handling ambiguous and challenging projects, working with teams with diverse backgrounds, and designing and delivering mission-driven work.

Valoores

Senior Financial Analyst

Nov 2020 – Present

Asset Liability Management:

Managed the entire project, led a team of IT and finance experts, and created the vision.

Launched market risk (VaR: Parametric, Historical, Monte Carlo Simulation, Liquidity-Adjusted, and Backtesting VaR).

Launched credit risk (Credit VaR, CVA, DVA, Loan beta...) and discussed the key factors with junior team members

Designed liquidity risk (Liquidity at Risk, Liquidity Duration, Spread Risk Factor).

Designed operational risk (operational capital requirements, BI approach, standardized approach, advanced measurement

approach...).

Organized ratios (Liquidity, Leverage, Efficiency, Profitability, and DuPont Analysis) and CAMELS.

Developed gap analysis (repricing, maturity, duration, duration with swap, duration with swap, and convexity...).

Completed the actual calculations in excel using the actual balance sheet, before inputting them into Python and executing

them on screen.

Led stakeholder engagement with clients and business experts.

Nominated from a pool of 50+ consultants to train employees on the ALM vision and conduct ALM workshops.

Collaborated with engineers and developers to pursue a dynamic ALM strategy and nurture a culture of innovation.

Designed the digital strategy of a bank enabling the launch of a transformation program to restructure its core banking

system, upgrade its mobile application and automate its business processes.

IFRS 17:

Led the team in finding the risk adjustment for non-financial risk using the cost of capital approach, the VaR method, and the

margins for adverse deviation.

Analyzed the bottom-up and top-down approaches for the discount rate.

Forecasting:

Developed forecasting tools for large banks.

Organized the project into basic (AR, MA, WMA, SES, HLT, and H-W) and customized forecasting models (SARIMAX,

VARIMAX, variance models, and PROPHET), done in excel, Python, and R.

Tested the forecasting errors (MAE, MSE, RMSE, MASE, MAPE, and SMAPE).

Used AIC and BIC to balance between a good fit and the over-complexity of the model. Used machine learning to grid search

for the optimal model.

Fraud:

Developed and launched a first-of-its-kind anti-money laundering sandbox enabling the regulatory authority to smartly

mitigate fraud in banking while nurturing and supporting a culture of innovation and entrepreneurship, in line with the

company vision. Integrated the big five personality traits into the behavioral analytics-based approach.

Leveraged machine learning techniques and data analytics in collecting and analyzing enterprise fraud management data.

Proposed and designed nudging strategies to attract clients to the solution.

Other projects: Defined various Proof of Concepts in the fields of FinTech, InsureTech, RegTech, e-learning, and government remote working to support a bank’s strategy and vision: created various business cases; estimated initiatives required budgets; engaged with high-level key stakeholders and ministers.

Financial Advisor: Defined the vision, oversaw budgetary control, conducted a risk assessment, and worked on long-term business plans and projects at Liban Village Cold Store, a family business co-founded by me and my brother. Aug 2015 – Nov 2020 University Lecturer: Teaches various courses in finance, psychology, and marketing such as behavioral finance, portfolio

management, risk management, and marketing of banking services.
CFA Content Developer: Creates Level 1, Level 2, and Level 3 CFA questions for Kaplan.

Education

Aug 2015 – Present Sep 2020 – Present

The George Washington University, Washington D.C., USA Master of Science in Finance

Jul 2013 – Aug 2015 • Qualifies as STEM: Focuses on risk management, financial engineering, banking, corporate finance, and portfolio analysis.

• Tuition Award Recipient: Two-year scholarship for academic excellence in every semester at GWU. La Sagesse University

Bachelor in Finance