Dipti Desai Email & Phone Number

New York City Metropolitan Area

New York, Ny, Us

New York, Ny, Us

London, Gb

• Model and reconcile priority of payments and collateral quality for 20+ CLO payment dates and transactions quarterly.• Independently review and analyze CLO structures, perform scenario analysis and calculate IRR for equity holders. • Create collateral stratification tables used for assessing loan pool characteristics for CLO payment dates and transactions.• Assessed CLO structures and legal documents, built cash flow and collateral eligibility models for 20+ on and off-cycle refinancing and reset deals under tight deadlines over the years.• Liaison frequently between clients (trustees, collateral managers, and bankers) of relevant CLOs addressing any concerns• Led teams 5-6 analysts to perform CLO effective date analysis verifying multiple attributes of collateral obligations utilizing various sources such as Bloomberg, Reuters, rating agencies, and credit agreements.• Provide extensive training for analysts involving one-on-one and group coaching, providing feedback and on the-job learning.• Create closing date cash flow models and reconcile cashflows to noteholders and equity holders across multiple scenarios• Utilize industry-standard cash flow modeling engines including Bloomberg, IntexCalc and Yieldbook to support independent fair value analysis on securitized products including RMBS, CMBS, Agency MBS, CDO and CLO

Tokyo, Jp

• Assess daily risk exposure of $90mm portfolio traded in FX futures, Options, IRS from G10 and Emerging markets• Analyze trading strategies liaising daily with Traders, Brokers, Risk team by reconciling complex transactions to assist senior management gauge desk’s overall profitability and hedged risk• Evaluate BRL Bond and Futures trades (DI curve positions) for P&L reporting, attribution and VAR purposes• Lead 2 member team and initiated cross training across counterparts as the GoTo member for end to end product/process knowledge • Lead regulatory efforts to bring FX team accounts in compliance with Basel’s BCBS239 risk integration requirements• Implement continuous enhancements and Macros in existing models for automation and reducing process risk from manual error

Boston, Ma, Us

• Provided front-line production assistance for trading systems partnering with Portfolio Managers and Traders• Drove certified solutions liaising with development teams in order to elicit, analyze and document requirements of the business for optimizing trading platforms

New York, New York, Us

• Formulated strategies to evaluate risk & process improvement plans for $3 trillion global treasury business• Performed statistical analysis to mitigate high risk factors enhancing business analysis for various lines of business• Managed 3rd Party Vendor risk assessments overseas for Asia Pacific consumer banking business• Co-Chair for Citi Asia Pacific Heritage Network, 2015 (800 members)

New York, New York, Us

• Performed strategic business reviews & I.T capital budgeting for Asia Desktop Optimization • Identified budget optimization opportunities driving $30million year over year saves for Retail banking APAC • Managed pilot budgeting and progress, client and field feedback and operational insights across initiatives• Prepared variance analysis reports on resource consumption drivers to optimize pricing on data usage

Masters Of Science, Mathematical Finance

Training, Financial Modeling And Valuation Training - 4 Week

Bachelor Of Engineering, Computer Science