Non Technical Operations

Order management - SAP SD

. Validation of market movement in interest rates, FX, CDS, and analysis for that particular movement, along with performing the root cause analysis investigation and analysis of exceptions and data integrity.. Estimation of Market risk in terms of VaR. Sourcing and validation of data for assets class like FX, Interest rate, Fixed Income and Equity and of other different derivatives products. . Preparing time series for calculation of VaR and stress, Assessment of trends, volatility and correlation with the suitable object are also my responsibility.. Calculations of back-test manually other than regular confidence level based on client request.. Analysis and reporting of market risk calculations and sensitivities to traders, risk managers and regulators. . Stress scenario calibration for market and deliver stress.. VaR & stress test risk analytic simulation runs on portfolio (1year one day of back and 3 year 1day of stress simulations based on different scenario)Need to validate NPV’s for products like Equity, FX and Fixed income. Approach the same with Fund Accounting team to confirm.. We will calculate the VaR in the Historical and the Parametric Model to know the risk levels of the portfolio in the normal conditions.. Need to Calculate VaR, Stress Test, Back Test, Greeks to find out the maximum permissible loss that the portfolio can get and to fulfill regulatory requirements of European Union and SEC.. Generate the daily reports including stress, backtest and VaR moments, Exposures and provide those to the clients in the US region to file Form PF regulatory.. Designed and conducted training session of new joiners regarding the process of Market Risk.