Measuring and Monitoring risk based on Firmwide Risk Appetite and reporting risk via statistical measures (VaR), Sensitivities, Correlations, and Economic Capital.Variance Analysis and Risk Attribution based on trade positions and Derivative Sensitivities.Conduct User Acceptance Testing, go through requirements, create test plans based on phases, raise defects, support dev team and bring bugs/defects to closure.Knowledge of Internal Risk Policy & Governance, Financial… Show more Measuring and Monitoring risk based on Firmwide Risk Appetite and reporting risk via statistical measures (VaR), Sensitivities, Correlations, and Economic Capital.Variance Analysis and Risk Attribution based on trade positions and Derivative Sensitivities.Conduct User Acceptance Testing, go through requirements, create test plans based on phases, raise defects, support dev team and bring bugs/defects to closure.Knowledge of Internal Risk Policy & Governance, Financial regulations viz BCBS 239; D-FAST, Volcker and RENTD; EBA Stress Testing; IIROC Capital Requirement.AchievementsData cleaning of 6000 market risk limits using domain knowledge of asset classes and risk metrics.Migrated 5 reports to Excel engine instead of individual tools, reducing operational risk.VBA based tool which analyzes trade data and automatically suggests exclusion criteria, reducing user time from 30 min to 5 min. Show less

Summarized responsibilities of Chief Data Officer in complying with credit risk related regulations in Australia.Assessment to determine the suitability of using existing consulting packages across geographies.Comparative analysis of risk data regulations between BCBS 239 and Australian PRA

Quality Assurance, go through requirements, create test plans based on phases, raise defects, support dev team and bring bugs/defects to closure.Issuing a common test plan dashboard across multiple QA teams like Front End test, Data-Base test and Jobs testPlan and execute testing phases based on Software Testing Life Cycle