Ayan Paul Email & Phone Number

Bengaluru, Karnataka, India

• Analyzed requirements for Default Risk Charge (DRC) calculation under FRTB Standardized Approach III
• Created Proof-of-concept files (POC) and Behavior Driven Development (BDD) feature files using Gherkin plugin to be used by developers for automated testing of various scenarios
• Worked on adding enrichments to Non-Securitized (Equity and Credit) portfolios and Securitized Non-correlation Trading portfolios for adding more transparency to DRC calculation in Accelerator tool by Activiam vendor
• Lead analysis for look-through calculation of bank’s exposure to mutual funds and indexes internal to Societe Generale bank, which lead to multi-million Euro reduction in DRC per month
• Trained Risk Office analysts on how to use the DRC Cube and Accelerator, as well as the GUI that was built in-house
• Assisted in trial runs for moving from monthly frequency to weekly runs of DRC certification process

Bengaluru, Karnataka, India

• Worked as the lead BA in migration of RA metrics to cutting-edge Metrics Platform that uses Java, Big data, Spark jobs and is hosted on Azure cloud, that helps trading desks in monitoring the bank’s exposure to market.
• Deployed RA metrics having daily row count greater than 500 million: Equity Dividend, FX Exposure, Credit Delta, Credit Spread, Interest Rate Vega
• Analyzed the existing metrics on legacy systems, identified potential areas of improvement, and co-wrote Jira user stories and Confluence documents with the Product Owner for implementing them in new metrics platform
• Supported and trained Risk Office analysts across Asia, Europe and North America during metrics migration
• Performed functional testing and load testing of new features before handing over to end-users for UAT
• Managed project delivery for 3 years as the Scrum Master using Scrum Guide 2020 principles, and delivered critical metrics within hard deadlines set by regulators (European Central Bank (ECB))

Chennai Area, India

• Functioned in the capacity of Associate Manager in the Private Banking vertical
• Worked independently as SPOC for Investment Advisory Portal to be used by relationship managers
• Took up the role of lead BA for Private Banking’s web portal for initiating and approving credit line for HNI clients
• SPOC for Credit Review application for handling total loan book in excess of USD 6 billon
• Designed solution approach for Loan-to-Value Engine to be used by the Credit origination team for automating LTV calculation of Equity, Fixed Income, Mutual funds, ETF and Real Estate instruments
• Helped the UX team in designing the UI layout of the LTV engine after seeking feedback from Credit origination team

Chennai, Tamil Nadu, India

Pursued Post-Graduate Programme in Management (PGPM) with specialization in Operations and IT

Kolkata Area, India

• Elicited requirements from stakeholders for preparing Business Requirement Documents (BRD)
• Assisted in analyzing high-level BRDs by leveraging domain knowledge in Payment Cards
• Interacted with client for requirement gathering, managing risk plan and drafting use case scenarios
• Prepared various monthly reports for business stakeholders using SQL, and Excel
• Prepared process & quality documents and change management documents for senior management
• Headed development of critical project for integrating functions across multiple third parties and reducing lead time

Kolkata Area, India

• Developed backend functionality of merchant boarding tools for a global Payment Solutions client
• Developed PL/SQL code and shell scripts and optimized existing queries as per business requirement
• Prepared Functional Specification Documents (FSD) for capabilities identified in BRDs and user requirements
• Addressed defects raised during unit testing, peer testing, UAT testing or any other testing phase
• Researched incidents, monitored critical BAU jobs and provided production support during Go-live implementations
• Highlighted potential risks to Project Manager and sought inputs to resolve identified issues

Post Graduate Programme In Management, Operations & It

Bachelor Of Technology - Btech, Computer Science And Engineering

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