• Preparing Macro-economic trade ideas, Relative values ideas, Axe based ideas for clients. Ideas targeted for clients including Hedgefunds, Realmoney among others.• In depth market analysis to find out opportunities in FX and Fixed income markets. Respond to client’s enquiries on markets. • Relative Value/Rich Cheap analysis reports for outright,switches and flies of bond, linkers, swaps and options(swaptions, cap & floor).• Fair value analysis of new issuances and previews of upcoming govies and linkers auctions.• Analyzing bank’s flows data and provide insights on client flows.• Build & Maintain Pricers and Monitors for vanilla and derivative products. Develop excel and python based Analytical tools to do backtesting and scenario analysis.

• Provide exposure analysis on pre and live-trades across all markets(FX,Rates,Equities,Credit,Commodities) to Front Office, Credit Officers and other stake holders. The exposure is used to determine Credit charges and to assess the impact of new trades on regulatory capital. • Pricing of different financial products like OTC derivatives, Repos and Securities Financing Transactions.• Analysis using Monte Carlo simulations, Historical simulation and Collateral modeling for both unstressed/stressed scenarios • Analysis of Non-credit bearing trades which are essentially zero risk structure. • Development and review of exposure override methodology for trades which are priced incorrectly by system.• Timely publication of Indicatives (IR/FX/Equity/Credit/Com) for Front Office and periodic tactical review

• Stress-testing - Stress Testing for all risks including Market Risk, Credit Risk, Liquidity Risk & Operational Risk; Aggregation of results. Backtesting VaR model used to gauge market risk.• Credit Portfolio Strategy- Monitoring credit portfolio risk on various parameters like client segments/ rating distributions/other portfolio quality parameters and presenting Portfolio Analysis report to Senior Management & Board• Provisioning requirements for Un-hedged Foreign Currency Exposures and Risk Based Pricing calculations

• Analysis of yield on advances and deposits at product/account level on exception basis.• Tracking of exceptional P&L movements and averages on daily basis to compute daily yield for entire Bank’s interest yielding assets and interest expending liabilities to estimate budget and track actual revenue.