Global FX and Rates Market Risk Management- Deep dives on FX and Rates Markets business covering products like FX Spot & Forwards, FX vanilla and exotic options, Vanilla Swaps, Swaptions, Caps & Floors, etc.- Sound understanding related to Valuations of various derivatives products and their payoffs in different scenarios.- Daily Risk and VaR, SVaR Signoffs- Risk Framework including Limits & Flags setting.- VaR Backtesting Analysis.- Weekly Market Risk report presentation to Global Fixed Income MD.Daily Interactions with Global Market Risk Heads

Portfolio Market Risk Analysis -- DB group level VaR, SVaR validation, analysis and signoff.- Products covered under all asset classes like Rates, FX, Credit and Equities- What if analysis- DB group VaR backtesting analysis.- Internal group wide stress testing.- Weekly portfolio risk reports and commentary

• Using risk sensitivities-based analytics and valuation tools to calculate Risk weighted Liquidity and Concentration Charges in terms of Risk based factors like Greeks, etc.• Running Market scenarios for new trades to estimate incremental and standalone reserves along with stress reserves.• Accomplished tasks like OCC regulatory reporting, Scoring & Back testing of IPV Models, Fair Value hierarchy levelling, Concentration threshold estimations, providing new requirements for tool enhancements, Barrier bending impact/exceptions analysis & reporting to senior management.• Communication and managing all global stake holders like Trading desk, QR, Middle Office, Executive director to continuously monitor the various valuation risks of the business and implement appropriate adjustments on daily basis.

• Designed Flexible investment systems for both Momentum & Mean-Reversion strategies using Futures & Options. High accuracy in forecasting volatility index movements and creating long/short Vega portfolios.• Designed Proprietary Strategies using supervised Machine Learning algorithms.• Developed Features with Statistical significance using quantitative techniques for Machine Learning Models.• Well aware of the global & domestic macro-economic news flow around the market along with its possible impact & taking actions accordingly. • Multi-faceted approach to risk, assessing a wide range of factors.• Handled Investor Relations and all the day to day operations.

Worked in Coalition division, where I was involved in Building & maintenance of Models to estimate the Risk & Wallet of top global 4000 Corporates across various industries, on Global Market & Transaction Banking Products like FX Derivatives, Interest Rate Derivatives, Commodities, Equity Derivatives, Cash Management, Trade services, etc.VaR calculations & Valuation of derivatives products like Equity Futures & Options, Bonds, Bond options, Interest rate swaps, Interest rate futures, Caps & floor, Interest swap options, Currency forwards & Options, Currency swaps & exotic options coupled with experience of building Black Scholes Merton Model, Binomial Trees, Black’s Model, Stochastic process, Monte Carlo simulation, Variance Gamma Model, Vasicek short rate Model, Stochastic models in Python & Excel to estimate the hedging requirements and the spending for Global markets IB clients.Calculation & Validation of VaR for Corporate Derivative books. Conducting Primary & secondary research on drivers like Debt issuances, Equity issuances, Buybacks, M&A, Cost drivers. Income drivers, Market share of banks, Asset & Liability figures of Corporates.Estimated YoY trends for Global Markets & Transaction Banking Products regionally.Successfully led my business division from the front by driving the IP and Research ideas to handling a team size of 10 subordinates resulting in sharp increase in revenues for the product.Managing the top 15 IB Clients – JPM, CITI, HSBC, BAML, SocGen, BNPP, Santander, etc. through VC’s and Mails. Always among the top 1 percentile of employees in terms of performance (received 2 back to back employee of the month awards).Visited the head-quarters in London for leading the project delivery & also was leading the Daily Calls with the global teams in London, New York and Hongkong.