Pune, Maharashtra, India
A Market Risk domain professional with expertise in Market Data, Value at Risk, Sensitivity Analysis, Fixed Income, FX and Credit Derivatives. Excellent knowledge in Investment banking domain and working experience in Market risk.Involved in analysing and verifying VAR results based on Taylor Series Approach under Historical Simulation method and Full Revaluation
Established and maintained program governance structures, including steering committees and governance boards, to ensure effective oversight and direction. Monitored and reported project progress, addressing risks, issues, assumptions, and dependencies as they arose to maintain project alignment with goals. Generated comprehensive project reports, including Project Status, Resource Utilization, Risk Management, Quality Assurance. Built strong relationships with clients and stakeholders, ensuring clear communication and alignment on project goals, leading to high client satisfaction and successful project delivery. Expertise in both Agile (Scrum, Kanban) and Waterfall methodologies, improving team performance and project outcomes through the implementation of best practices. Utilized project management tools such as Jira and Confluence to enhance project tracking and reporting.
Conducted meetings with multiple stakeholders to understand end to end business process flow of Client data required for Regulatory Reporting. Prepared Business Process Map using VISIO tool and ensured required controls in place for Data Quality checks. Involved in the review of Data Dictionary Template. Provided walkthrough and obtained Sign-off on Business Process Map from Process owner and other stakeholders. Ensured that the Business process Map is correctly implemented in CASEWISE tool.
Taking ownership of all aspects of the lifecycle of the project, from understanding business from Program to completion, including post release performance monitoring and quality control. Onboarded new businesses/products and evaluated their impact on finance application & reporting application. Involved in Business requirement gathering and translating them into BRD, passing the BRD to RF IT team and working closely with them in putting solution in place. Conducted meetings with multiple stakeholders like Product Control, Local reg reporting team, Liquidity management team, Basel reporting team to understand impact new business requirements. Experience in running working groups with diverse business stakeholders to ensure requirements and priorities are successfully met.
Lead team of 15 members for Client data migration project. This project includes Analysis of source data, migrating client data/SSI to target system/Region. Involved in the Setting up statics (Account/Asset) and follow-up with Investment Manager/ Broker for Automated Statement and Feed access for the same as part of new client on boarding / Transition of client. Overseeing quality of deliverables and ensuring completion of task within deadlines. Handling team Documents like SOP, Process Improvement Plans and taking care of overall team responsibilities. Verification of SSI with Investment Managers in case of any discrepancy.
Facilitated on-boarding of market and trade data onto a single risk management system MYRAID for market and credit risk calculations as per solutions for Risk Data Compliance under BCBS 239. Defined and delivered Controls/data quality checks/Enrichments, adjustments that are applied on data received from source system in new Risk data platform (MYRIAD). Performed review of data flows, systems outputs, gap analysis, regression testing & impact assessments from quality & consistency perspective. Worked on data validation by using SQL queries.
Involved on CDS multifactor projects wherein the requirement is to convert 1-factor regression into 2-factor regression model for CDS products which will be used in VAR calculations. Involved in the implementation of new model for the CLO positions which is related with the new time series for CLO positions and validated the VAR numbers. Collaborated with multiple stakeholders including Market Risk Models and Methodology, CRO Management, Risk CDO in the course of various phases of project management. Sourcing and validation of data for assets class like FX, Interest rate, Equity etc. Working closely with the Stakeholders in drafting the UAT test cases and formulating the testing strategy. Performing the UAT and sharing the test evidence with the stakeholders.
Gathered requirements from the business BA for Time series data application and created mock up design and business process flow diagram to describe the functionality of different modules which need to be implemented. Conducted meetings and evaluation sessions with the development team in order to identify action items and changes in different modules. Provided walkthrough of the FSD documents to the QA team to make them understand the requirement and help them in writing test scenarios/test cases. Involved with both technical /testing team for smother transition of the project in Production.
Brainstorming sessions with IT Business Analyst in understanding the system requirements. Prepared requirement tracebility matrix, Test Strategy, test scenarios and test cases and getting sign-off from client. Involved in monitoring and executing Functional and Regression Testing.