Malay Bose , Frm Email and Phone Number
Malay Bose , Frm personal email
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Seasoned professional in the area of banking and financial services with special emphasis on large scale digital transformation/morndernization programs in the area of risk management and accounting.20 years of experience in investment banking IT set up.Core area of expertise :Strong hands on experience in setting up risk management and accouting IT set up for large US and European business entities for both principal and agency (brokerage) scope.End to end program management from conceptualization to implementaion.Fully conversant with concepts as well as good implementation experience on RWA calculation , FRTB , Liquidity ,EEPE , CVA (credit value adjustment) , IRC (Incremental risk charge) , pricing of derivatives by Monte carlo methods , VAR , CVAR calculations , Initial margin ISDA SIMM , US and European mortgage banking.Moderate knowledge on machine learning / data science subjects.Solid fundamentals on linear/multivariate regression , probability , hypothesis testing , time series analysis , linear algebra , PCA and selected areas in deep learning.Managed the successful completion of over 10 software development projects (in the range of € 1 Million to € 10 Million) in last 5 years with complete ownership in complex areas like EEPE , CVA , Liquidity , Accounting. At peak span of control was 60.Strong passion for skill development program. Love to mentor, coach people, conduct sessions on banking, financial risk management, data science and application of machine learning in banking and finance.
Societe Generale Global Solution Centre
View- Website:
- socgensolutions.com
- Employees:
- 4490
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Vice President - Business Analysis And Functional ArchitectureSociete Generale Global Solution Centre May 2018 - PresentBengaluru, Karnataka, India- Spearheaded the architecture for calculating credit risks for prime brokerages/agency business and aligned pricing processes as per ECB recommendations. - Led the general ledger migration from legacy to target for a large European business entity, Managed budget, planning, and implementation. Oversaw a team of 60 people globally and handled stakeholder communications, operational committee, and steering committee, resulting in an annual cost savings of EURO 1.5 million for the bank. - Implemented FRTB risk charge calculation by standardized approach method for interest rates and credit perimeter (MAR 21). - Executed the implementation of the ISDA SIMM calculation process end-to-end for the calculation of initial margin. - Managed a large-scale digital transformation project for automating product control functions using supervised machine learning techniques. The project, with a budget of approximately EURO 10 million, was delivered from offshore. - Founded and led a credit risk calculation team from inception, fostering autonomy in developing a feeding platform. -
Principal ConsultantSociete Generale Global Solution Centre Feb 2014 - Apr 2018 -
Senior ManagerSociete Generale Global Solution Centre Feb 2009 - Jan 2014 -
Business AnalystPatni Computer Systems Ltd Jul 2006 - Feb 2009Amsterdam, North Holland, NetherlandsWorked as a consultant for ABN AMRO (Netherlands) and was engaged in development of multiple projects and responding to RFI and RFP for Patni Computer Systems. Was responsible for functional guidance and over all quality of the output. Coordinated with several vendors mainly Indian IT services companies for development and quality control -
Business AnalystHewitt Associates Llc Dec 2004 - Jul 2006IndiaWorked as a business analyst and was responsible for requirement gathering regarding the development of an automatic requirement gathering tool.This tool was responsible for generating automatic questions on defined benefits and contribution domain based on user responses. The application was a core tool for Hewitt Associates to implement defined benefits and contributions plans for its clients across North America. -
Business AnalystOcwen Financial Solutions Pvt. Ltd. - Apac Oct 2003 - Dec 2004Bengaluru, Karnataka, IndiaWorked as a business analyst in the US mortgage analytics department. Was responsible for providing analytical solutions on loan resolution, foreclosure, forbearance and Real Estate Owned processes. The analytics department used to build predictive models for mortgage delinquency rates, conditional prepayments rates and others analytic solutions demanded by bank analysts and investors mainly for subprime sectors.
Malay Bose , Frm Skills
Malay Bose , Frm Education Details
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Operations Research And Systems
Frequently Asked Questions about Malay Bose , Frm
What company does Malay Bose , Frm work for?
Malay Bose , Frm works for Societe Generale Global Solution Centre
What is Malay Bose , Frm's role at the current company?
Malay Bose , Frm's current role is VP ( Leadership level) , Credit and market risk expert , large scale transformation, program management.
What is Malay Bose , Frm's email address?
Malay Bose , Frm's email address is bk****@****ail.com
What schools did Malay Bose , Frm attend?
Malay Bose , Frm attended University Of Calcutta.
What skills is Malay Bose , Frm known for?
Malay Bose , Frm has skills like Business Modeling, Business Analysis, Risk Management, Banking, Credit Risk, Requirements Analysis, Requirements Gathering, Credit, Business Requirements, User Acceptance Testing, Business Intelligence, Sdlc.
Who are Malay Bose , Frm's colleagues?
Malay Bose , Frm's colleagues are Hari Prasad Tirumalaraju, Rajat Roy, Mihaela Popa, Guruprasad Avuti, Khushboo Purohit, Deepika Bharath Cdcs® , Csm®, Shikha Bharalawala.
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