Client Quantitative Sr Analyst, Business Banking and Global Commercial Banking

European Reporting Data Ops Team Manager overseeing Capital Reports including Leverage Ratio, Market Risk, COREP, Monthly Financial Statements and the European Reporting Data mart.Lead the group to enhance and maintain current reporting projects and developments based on European Regulatory requirements and BBVA holding initiatives.Developed and supported several ad hoc reporting and analytical requirementsImplemented and Maintained Data governance standards, policies and… Show more European Reporting Data Ops Team Manager overseeing Capital Reports including Leverage Ratio, Market Risk, COREP, Monthly Financial Statements and the European Reporting Data mart.Lead the group to enhance and maintain current reporting projects and developments based on European Regulatory requirements and BBVA holding initiatives.Developed and supported several ad hoc reporting and analytical requirementsImplemented and Maintained Data governance standards, policies and Procedures Show less

• Assisted in Building Stress Testing Framework for Banks in India & GCC countries• Studied and compared Stress Testing Regimes around the world to develop a Robust Stress Testing Framework• Wrote Scripts in R to automate Data Collection for Macroeconomic Variables and NPA figures.• Built a GNPA model to predict Gross Non-Performing Asset figures for each Bank

• Trading in the inter bank money market- CBLO, Repo, Call, etc• Funds Management and maintenance of CRR/SLR on the basis of NDTL on fortnightly basis• Managing intraday liquidity and understanding asset liability requirements• Taking arbitrage opportunities to generate additional income. Gathering and updating market information and suggesting stratigies to enhance overall profitability• Taking care of margins, securities to be given to Clearing houses for settlement guarantee… Show more • Trading in the inter bank money market- CBLO, Repo, Call, etc• Funds Management and maintenance of CRR/SLR on the basis of NDTL on fortnightly basis• Managing intraday liquidity and understanding asset liability requirements• Taking arbitrage opportunities to generate additional income. Gathering and updating market information and suggesting stratigies to enhance overall profitability• Taking care of margins, securities to be given to Clearing houses for settlement guarantee fund/ Repo, etc• Forecasting rates and trends to identify and leverage opportunities, thereby ensuring maximum profitability for the bank• Generating MIS reports and providing information on market activity to the management Show less

• Dealing in Currency Spot Trading,Currency Futures,Spreads and cross currency.• Effective client relationship management to originate business and optimum utilization of sanctioned limits.• Quoting prices and covering merchant deals in spot and forwards for both USD/INR and cross-currency deals.• Nostro Accounts fund management • Effectively coordinating with treasury middle office and back office for timely and proper settlement of interbank deals and merchant forward… Show more • Dealing in Currency Spot Trading,Currency Futures,Spreads and cross currency.• Effective client relationship management to originate business and optimum utilization of sanctioned limits.• Quoting prices and covering merchant deals in spot and forwards for both USD/INR and cross-currency deals.• Nostro Accounts fund management • Effectively coordinating with treasury middle office and back office for timely and proper settlement of interbank deals and merchant forward contracts.• Exploring arbitrage opportunities for the bank between domestic and forex markets by successfully concluding interbank swap deals in the cash and tom markets.• Adhering to interbank exposure limits sanctioned by the management and undertaking and successfully completing annual review of daylight and overnight limits with counterparty. Show less