Summer Intern
Treasury Management · Analyzed the impact of stress testing on the bank portfolio for liquidity and capital management· Revamped Asset Liability Committee pack by enhancing slides, reducing redundancies & data visualization· Interpreted liquidity and capital efficiency forecasts by collaborating with ALCO teams and timely data· Executed IRRBB research for ICAAP analyzing new lending, drawdowns, repayments & transaction impacts·… Show more Treasury Management · Analyzed the impact of stress testing on the bank portfolio for liquidity and capital management· Revamped Asset Liability Committee pack by enhancing slides, reducing redundancies & data visualization· Interpreted liquidity and capital efficiency forecasts by collaborating with ALCO teams and timely data· Executed IRRBB research for ICAAP analyzing new lending, drawdowns, repayments & transaction impacts· Researched about interest rates and economic indicators, comparing SONIA vs. SOFR and inflation trends· Assessed interest rate fluctuations by calculating the effects of -200 BPS, +200 BPS and steepner trades· Researched UK HQLA, analyzing asset classes, returns and risks like liquidity & credit risk via Bloomberg· Evaluated HQLA adequacy, compared with banks, reviewed LCR, proposed £1M strategy across L1,L2A,L2B· Investigated Maturity Transformation in ILAAP, identified risks & proposed effective mitigation strategies· Streamlined ALCO Reporting, refined ALCO Pack and shortened timeline from Work Day 11 to 9· Optimized HQLA strategy, maximizing liquidity and returns while ensuring full regulatory compliance Show less
