Umesh Bankatti, PSPO®'s Linkedin Analytics

Umesh is currently working at Crédit Agricole CIB as a Senior Business analyst/Project manager in the market risk delivery department, where he works on the development and implementation in market risk Projects 1) BCBS 261 (Basel Committee on Banking Supervision ) computing Standard initial margin (SIMM) for uncleared OTC derivatives for the bank 2) Basel lV framework targeting FRTB regulations which primarily consist of market risk related capital requirements for banks. Technical Expertise - Calypso, Murex, Sophis, Orchestrade, T24 Core etc Prior to Credit Agricole CIB, Umesh was working at BNP PARIBAS CIB as Assistant Manager (Senior BA) in the Risk & Valuation team under ALM (Asset & Liability management) IT department. As a Senior BA Umesh was responsible for implementation of IRRBB based on BIS guidelines. Specialized in liquidity risk management, Stress testing and Scenario analysis and Currency (FX) risk management. In the past, Umesh has worked as a business analyst (consultant) at Oracle Corp for ~2 years for client Blackrock. Part of the GPP (global package production) Aladdin Risk analytics team for the Risk reporting department. In Blackrock, Main responsibilities were Model validation and Analysis of portfolios, benchmarks to identify aggregate risk exposures .Majorly worked on ALADDIN and T24 platform Talking about Umesh's educational background, He has completed his Master's from Middlesex University in the discipline of Investment Management. At the University, he was exposed to different areas such as Credit Risk, Market Risk, Derivative Pricing, Bond Pricing, Corporate finance, Advance Econometrics, Statistical analysis, Financial Modelling etc. Umesh is currently Pursuing Financial risk manager (Level 1) - FRM from Global Association of risk professional community. He is Certified Product Owner. ( PSPO) He is Active contributor in various risk management article in LinkedIn and considered as TOP RISK MANAGEMENT VOICE. Field of expertise: Market risk Management || Fixed Income || Credit Risk Management || Derivatives Pricing || Equities || Asset Liability Management (ALM) || FX Products || AGILE || Trade life cycle || Model validation || Stress testing || Business Analysis|| Monte Carlo Simulations || Portfolio Management || FRTB (Fundamental Review of Trading Book) || Trading Strategies || Scenario Analysis || IRRBB (Interest rate risk in Banking book) || Product Management || SCRUM|| TECHNICAL SKILLS: SQL || MS EXCEL || PYTHON || POWER BI || ALADDIN || BLOOMBERG