Ca. Arun Kumar Email & Phone Number

Mumbai, Mh, In

Mumbai, Maharashtra, India

Mumbai, Maharashtra, India

Mumbai Area, India

Mumbai

valuation of Treasury portfolio, computation of capital charge and risk weighted assets for market risk with respect to different product classes Calculating and analyzing Modified Duration, PV01 and VaR Calculating Aggregate Gap, Net overnight open position and VaR Implementation of Internal Models Approach for Market risk Computation of VaR and Stressed VaR using internal models Conducting Back testing and performing root cause analysis for results Defining… Show more valuation of Treasury portfolio, computation of capital charge and risk weighted assets for market risk with respect to different product classes Calculating and analyzing Modified Duration, PV01 and VaR Calculating Aggregate Gap, Net overnight open position and VaR Implementation of Internal Models Approach for Market risk Computation of VaR and Stressed VaR using internal models Conducting Back testing and performing root cause analysis for results Defining stress scenarios and stress testing methodologies Exceptions Monitoring of activities of Treasury dealing room Provide inputs/feedback/evaluation/selection/validation of solutions (software) for treasury functions from risk perspective covering credit, market, operational risk and ALM. Understanding and implementing advanced analysis like CVA, PFE, and current exposure etc Formulation and Periodic review of policies in tune with regulatory guidelines Preparation of BLR returns Responsible for Risk Based Supervision data submission to RBI Interactions with RBS and other auditors and rectification of different audit comments. Monitoring and reporting of operational risks in Treasury activities. Risk and Control Self-Assessment for Treasury Portfolio. Responsible for submission of Regulatory and internal daily and periodical data. Submission of ALCO/RMC/Board agenda and implementation of directions thereof. Vetting of new Treasury products/process. Support in Reporting and Implementation of Internal Financial Controls related to Treasury Automation of risk functions as part of Treasury software up-gradation project Preparation of MIS reports Show less

Mumbai Area, India

Ramagundam, Karim Nagar, Andhra Pradesh

 Maintenance Of General Ledger Control Over Account Receivables Fixed Assets Accounting Control Over Central Excise, AP VAT And CST Control Over Primary, Secondary Freight

Risk In Financial Services, Risk Management

Frm, Risk Management

Diploma In Treasury, Investment And Risk Management, Treasury, Investment And Risk Management

Certified Associate Of The Indian Institute Of Bankers, Banking And Financial Support Services

Depository Operations Certification Examination

Mutual Fund Distributors Certification Examination, Mutual Funds

Depository Operations Module

Chartered Accountant, First

Bachelor Of Commerce (B.Com.), Commerce, 1

Financial Accounting, Cost Accounting, Economics,Banking And Financial Systems, Income Tax, Business Correspondence.