Project Description

Head of Quantitative and Modeling Analytics Desk in the Reserve Management Department in Central Bank of Egypt (CBE).
She has almost 15 years of experience. She joined CBE in 2006 as a senior risk analyst to play an influential role in building the foundation of the Reserves Management Department and developing the Quant team.
She is responsible for the development of the Strategic Asset Allocation (SAA) of foreign exchange reserves using yield curve modeling and several econometric techniques. She has been deeply involved in setting up the process of benchmark selection, currency allocation, and portfolio risk budgeting.
In addition, she developed a new mandate for the desk where she is carrying an external sector assessment of the Egyptian economy, a framework that is internationally used by IMF for other peer countries to assess current accounts, exchange rates, external balance sheet positions, capital flows, and international reserves.
She is also carrying an External debt sustainability framework assessing the current situation of the Egyptian economy’s external debt and identifying key vulnerabilities in the debt structure in response to macroeconomic shocks.
Currently, She is part of the economic reform program team and leads the negotiations with the IMF.