Manoj Kumar Email & Phone Number

United Kingdom

Trivandrum

Currently Leading Process Transformation project for a Major Bank in USLed Hedge Effectiveness Testing Team for MENA Region.Led an Engagement for developing an automated solution to perform relative valuation of Private Equity (PE) firms for Luxembourg client. Led IFRS-9 Credit Risk Model validation engagements for a Major Banks which includes including ECL replication, back testing, sensitivity testing and independent testing of clients codes for Corporate and Retail banks and has performed model performance tests like PSI, KS test, AUC and ROC in SAS and Excel. Led the functional team in developing and validating Value at Risk (VaR) Models for Major Banks.Led an offshore team in the validation of credit risk models (balances/losses) for a major bank in the US as part of CCAR-DFAST validation

Munich Area, Germany

Performing Risk-Analytics (VAR, duration & convexity, Delta & Gamma and various other sensitivities) on portfolios.Develping,Reviewing and analyzing Quantitative Risk Reports provided by the OE’s and carrying out Risk capital movement analysis and do the clean P&L analysis based on new market data and sensitivities on a quarterly basis.Supporting Replicating Portfolio team in Portfolio Replication AnalysisSupporting Market Risk Reporting Team in Model Development and Validation.Preparing Quarterly market reports /Fact sheets shared with all the OE’s.

Trivandrum

Providing functional support to software development team in developing Financial Risk Management and Econometric Tools.Developing internal control policies, procedures and process flow maps for Banks.Providing support in development of questionnaires, Risk and Control Matrix (RACM), issue summary and audit reports for financial Institutions.Data Analysis using Excel, VB and SPSS.Building Financial Risk and Econometric Models using Excel, Visual Basics, GRETL and SPSS.Building Financial models (Feasibility and Valuation Models) using Excel and incorporate sensitivity analysis and interpret appropriate discount rates, returns and ratios for financial institutions.

Master Of Business Administration (M.B.A.), Finance, General

Bachelor'S Degree, Economics

High School