Macquarie Group

Vice President

Assistant Vice President

Manager

HSBC

•	FSA045 & FSA004 Group reporting- Analysis and commentary of MoM, quarterly and annual Risk Weighted Assets (RWA), EAD, EL, PD, LGD movements at group level across CRR bands, exposure classes and global businesses for senior management review Proven skills in BASEL reporting pertaining to Pillar1(FSA004, FSA045) & Pillar3 reporting to PRA and internal stakeholders.
•	Reporting Credit risk, Counterparty Credit risk and Market risk arising out of  Banking and Trading book of the bank based on standardized or advanced modeling approach across exposure type like equity, fixed income and securitization etc.
•	Migrated annual planning & forecasting project which coordination with all the global businesses and regions with in HSBC.
•	Responsible for calculation of RoRWA(Return on Risk Weighted Assets) by group, regions & global businesses.

Bank of America

•	Accountable for handling production and delivering change across the Value at Risk Back-Testing (VBT) Program. 
•	Handles VBT controls and reporting at a granular level across the entire Global Markets Business across Bank of America and ensures flawless and timely delivery of P&L Attribution required for VBT for all trading businesses (Equities, Credit, Fixed Income, FX, Commodities, etc.) and analyzing VaR swings,VaR Overages and PnL explains.
•	Preparing daily VAR (Historical & Analytical) report across the entire Global Markets Business of Bank of America at different VAR Levels. 
•	Involved in Stress Testing for different scenarios based on extreme movements of spot price, volatility and other valuation parameters as a part of Risk management system.
•	Liaise with technology to oversee aspects of implementation include tactical solutions and strategic enhancements as additional requests are made by Middle Office Mgmt, Risk Regulators.
•	Partnering closely with Front Office, Middle Office, Finance, Risk and Technology to define business processes and implement related technology solutions.

Assistant Manager

CRISIL

•	Prepared risk reports for equity derivative portfolio (books from EMEA, APAC and US books) on giving shocks to various market related stochastic variables like asset price, volatility, Interest rate and exchange rate. This is done to analyze the risk sensitivities and is used in designing the portfolio hedging strategies.
•	Involved in Stress Testing for different scenarios based on extreme movements of spot price, volatility and other valuation parameters as a part of Risk management system.
•	Valued the derivative products using the pricing templates by identifying and capturing the trade and market data that go into the valuation of the product. Products include Asian Option, Callable Reverse Convertible, Barrier Option, Spread Option, Callable Reverse Convertible, Himalayan, Rainbow, Look back, CLIQUET and Variance swap.
•	Sound knowledge of various option trading strategies and the Greeks associated with them.Analyzed various option trading strategies based on historical data and using different trading strategies like Protective put, Covered call, Strangle and Straddle.
•	Understanding of pricing Interest rate SWAP(bond prices & FRAs method) & currency SWAP(bond prices & forward contracts), boot strapping method for building LIBOR/swap zero rate curve, interest rate CAPS & FLOORS, measurement of interest rate risk(full valuation & duration/convexity approach)  and sensitivity of callable and putable feature of bonds.
•	Automated few processes of book specific risk reports reconciliations out of Excel files using Excel VBA, handling large amount of data related to change management within investment bank.

Senior Research Analyst

IBM India Pvt.Ltd.

•	Worked on a support project of GE Money(IBM client) regarding their loan applications. The project responsibilities included interacting with client, resolving all run time problems of software(JAVA based), removing bugs in the existing software and month end closing of the loan accounts.

Software Developer

Specialties: Excellent exposure of VAR & Back testing program in investment banks, Stress testing, Regulatory Reporting, Sensitivity/Greeks analysis, various migration and change management aspects between two different risk management systems, Excel, VBA.

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