Dipesh Mishra Email & Phone Number

Mumbai, Maharashtra

Mumbai, Maharashtra, India

Mumbai Area, India

Risk and Pnl Control for Fixed Income Product, London Region

Bangalore

• Market Analysis and Risk Control - Fixed Income and Equity Derivative Markets in Asian Region- Supervise the daily P&L production and explanation based on Books’ Risks and control environment.- Substantiate New Business and Mark to Market (MTM) P&L and produce P&L explain through Market Risks factors.- Review of PnL and Risk control accounts, daily adjustments and audit trails.- Commentaries on large PnL swings, explaining in terms of book risk positions, PnL attributes and economic factor.- Liaise with Trading desk, Valuations, Front-office support, Operations and Global Reporting, to discuss and resolve ad-hoc issues concerning bookings, valuations, new business, strategy and other areas- Provide analysis and explanations on the P&L valuation upon understanding Front Office strategies and products.- Monitor the trading activity and positions, report to management in case of unusual activity.- Work to contain and reduce the risk of the business measured through multiple KPIs- Liaise with operations and middle office in month end and year end procedures.

Mumbai Area, India

• Derivative Analyst at the Equity Derivatives Trading Desk for a major Investment Bank: - Delivering Daily P&L break research and analysis, across various derivative and cash asset classes, required by Product Controller team for attribution.- Preparing trade books for Monthly Price Testing required by Product Controller team.- Fixing issues with Front Office Back Office trades reconciliation- Liaising with the Trading desk, Valuations team, and onsite front-office support, to discuss and resolve issues concerning bookings, valuations and fixings done in trade books across various systems.- Delivering of Risks Reports and Scenario Based Risks along with analysis for various risks numbers for various kinds of trade books across different systems.- Investigating trade books for unusable numbers(e.g. NaN, #Value and #NA), and that get generated during risks number generation- Resolving ad hoc queries from traders, risk management team and product controllers.- Monitoring of specific system error queues and break reports, which require investigation and resolution to ensure the trades flow downstream.- Automation of tasks and processes.

Worked as Analyst Working on Models related to Credit Risk and BASEL II.• Credit Risk Model Validation & Benchmarking based on BASEL II guidelines –- Performed tests for model discriminatory power, calibration assessment & benchmarking of the various Probability of Default models, ensuring that the model building process follows the regulatory requirements for Basel II compliance• Other Responsibilities:- Involved in research & designing of Analytical Models used in Credit Risk Management software e.g. Facility Reallocation, Collateral Sharing (based on Loan to Value) , Loss given Default and Risk Adjusted Return.- Involved in VBA coding for Backtesting of Value at Risk model and Risk Adjusted Return Model.

Project: Developing Financial Analytical tools for Rivermine-IR: Rivermine is a leading provider of automated solutions that enable organizations to gain visibility into, and control over, their telecom spend. Rivermine's market-leading Telecom Expense Management (TEM) solutions automate the entire telecom lifecycle including contract sourcing, procurement, provisioning, inventory management, and invoice processing/auditing.Responsibilities: Enhancements for Automation of Framework.Incorporating new Business and Auditing Rules in the Framework.Training new members in the team.

B.Tech, Electrical Engineering

Bachelor Of Technology - Btech, Electrical Engineering