Experienced business analyst, with 10+ years of experience in the banking sector with specific focus on automation of various risk related solutions across retail and corporate portfolios. Currently, as part of HSBC Basel III Programme, he is responsible for implementation of Firm Wide Initial Margin requirement on non-centrally cleared derivatives (BCBS 499 rules) across EMEA, APAC & US.As part of his previous assignments with Crisil, he was responsible for implementation & support of an RBI BASEL III Capital Adequacy Framework compliant Credit Risk and Market Risk RWA calculation risk engines, across multiple clients across APAC & EMEA regions. He was also involved in the development and implementation of other risk regulatory automation solutions for APAC & EMEA regions.In his other roles, he has been instrumental in the development of Basel III compliant Credit risk and Market risk RWA calculator and the Risk Based Supervision tranches for DBS Bank, India. The responsibilities also included automation of other key high frequency regulatory reports that are still in use in the bank. He has received GARP FRM certification, with good scores in Credit risk module.