Credit Suisse

Part of a team of 50 people supporting the strategic Risk management system (RMS). The RMS has a global footprint with thousands of users from Trading , Product control and Risk managers across EMEA, APAC and US. Some of the main responsibilities include
- Overseeing project delivery across many different areas (including Regulatory initiatives, Front office demand, Technical improvements) 
- Responsible for all aspects of the project lifecycle from requirements gathering through analysis and design, overseeing development, UAT and production rollout
- Working with a large number of stakeholders across the bank
- Designing solutions in conjunction with users, change teams, quants and developers
- Apart from the BAU requests, some of the key projects I have been involved in are - FRTB / Initial Margin / RBPL and Full Reval VaR

Vice President

CRISIL Global Research & Analytics

Lead Analyst

1. Providing support to the Front office equity exotics derivatives desk in areas like pricing, booking of new trades and explaining the differences in valuation/risk numbers obtained from two sources.

2. Involved in stress testing for different scenarios based on extreme movement of spot price, volatility and other parameters as part of the Risk management system. 

3. Valued the derivative products using the pricing templates by identifying the trade and market data that goes into the valuation of the products. Products include Asianoption, Barrieroption, Rainbows, Lookbacks, Himalayans, Cliquet and TriggerRedeemable products.

4. Migrating trades from one risk management book to another and across Risk management systems also coordinating with production IT, Trading, PC and SRM for smooth and timely transfer.

5. Automated various tasks using knowledge of XML, XSL, excel, VBA and addins developed by the Client Quant team.
         a. Developed a tool to modify the LIVE trades across regions for the client.
         b. Designed and developed a tool to read data from SQL database using excel and VB forms.
         c. Developed a resource management tool for the client.

Senior Research Analyst

Research Analyst

Cognizant Technology Solutions

Worked for the Fixed income application of JPMorgan Chase application. Responsibilities included - Debugging and fixing of bugs in the system. 

Was awarded with Star performance award for Q1-2009.

Programmer Analyst

Dedicated, Goal oriented and FRM certified individual with around 15 years of experience working within investment banks. I have worked in areas like supporting Trading with any issues with pricing tools,  trade booking reviews, migrating various Risk systems to strategic RMS and currently I am the product manager of the strategic RMS for the bank.

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Sanjay Kumar, FRM

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Sanjay Kumar, FRM's Linkedin Analytics