Bikram Kumar Email & Phone Number

Mumbai, Maharashtra, India

Mumbai Area, India

• Periodic valuation of Fixed Income Derivatives, Cross Currency Swaps, Currency Options, G-Sec, CP /CD and the various Treasury Products as allowed by RBI• Validating the market data / derived market data and positions on an ongoing basis• Analyzing the variance between estimated P&L and actual P&L and attributing the variance to Multi factor model. Supporting the daily Treasury PnL with PnL Explanation• Monitoring the various Risk Limit for Interest Rate & FX products and… Show more • Periodic valuation of Fixed Income Derivatives, Cross Currency Swaps, Currency Options, G-Sec, CP /CD and the various Treasury Products as allowed by RBI• Validating the market data / derived market data and positions on an ongoing basis• Analyzing the variance between estimated P&L and actual P&L and attributing the variance to Multi factor model. Supporting the daily Treasury PnL with PnL Explanation• Monitoring the various Risk Limit for Interest Rate & FX products and reporting it to senior management and regulators- VaR, PV01, Stress limit, Net Open Position etc• Providing Bank’s clients and client’s auditors with MTM valuation of the various treasury contracts undertaken with the bank and helping them with the valuation process • Coordinating with various regulatory bodies (RBI, Auditor, and Statutory Audit) and answering to their queries. Keep abreast with various RBI circulars and guidelines• Responsible for RBS submission related to market risk data to RBI Show less

Mumbai Area, India

• Periodic valuation and testing of existing and new Financial Products• Independent Price Verification of trading portfolios• Measuring, monitoring and reporting daily dealer wise PnL• Reconciliation between front office spreadsheets and the back office P&L systems• Analyse, explain and validate P&L according to market moves, new trades and other influences• Submit Clean & Hypo P&L for back-testing• Periodic review of Policies, FM Mandates and Market Risk… Show more • Periodic valuation and testing of existing and new Financial Products• Independent Price Verification of trading portfolios• Measuring, monitoring and reporting daily dealer wise PnL• Reconciliation between front office spreadsheets and the back office P&L systems• Analyse, explain and validate P&L according to market moves, new trades and other influences• Submit Clean & Hypo P&L for back-testing• Periodic review of Policies, FM Mandates and Market Risk Limits• Maintain and monitor trader mandate and stop loss threshold limits• Validation and review of market data used for market risk measurement• Provision of key weekly & monthly MIS to senior management• Measuring and reporting of Market risk capital charge and RWA for Market Risk as per RBI Basel II & III guidelines Show less

Mumbai

• Reporting to Head Operational Risk management and assisting in developing and implementing a comprehensive Operational Risk Management framework across the Bank• Effective management of Operational risk profile of different business unit of the Bank through timely identification, assessment and mitigation of various operational risks using various risk management tools such as Risk and Control Self Assessment (RCSA), Risk Registers, Key Risk Indicators (KRI), etc• Identification and… Show more • Reporting to Head Operational Risk management and assisting in developing and implementing a comprehensive Operational Risk Management framework across the Bank• Effective management of Operational risk profile of different business unit of the Bank through timely identification, assessment and mitigation of various operational risks using various risk management tools such as Risk and Control Self Assessment (RCSA), Risk Registers, Key Risk Indicators (KRI), etc• Identification and monitoring of key risk indicators for the Bank and drafting necessary mitigation plans when the indicators tend to breach acceptable threshold limits• Conducting Risk and Control Self assessment(R&CSA) workshop with the different stakeholders and providing independent risk assessment reports and reporting action plans for the same• Providing information to the senior management on the Bank’s Operational risk profile through Non-Financial Risk Dashboard • Developing and promulgating ORM tools, KRIs, Control Risk Self Assessments questionnaire etc, and guiding different business units in their effective application• Development of Risk register for the different units of the Bank to assess the inherent and managed risk level• Providing periodic ORM training and promoting an effective risk awareness culture across the company Show less

• Providing Executive-level dashboard and reports detailing visibility into the risk analysis, highlighting key risk metrics and policy compliance.• Conducting Clean desk policy(CDP),Building Evacuation drill across the different units of the Bank• Annual review and amendment to Operational Risk governance policy• Performing quality check and review of the evidences which demonstrated the maturity of implementation of Operational risk management framework in the Bank