Business Analysis & StrategyData Analytics & ReportingProject ManagementStakeholder ManagementProcess Improvement

Working as part of the Market Risk Reporting and Controls (MRRC) team responsible for overall reporting, monitoring market risk and ensuring strong risk control procedures. Responsible for issuance of risk reports for RBS UK and its ABN AMRO & NatWest UK subsidiaries with respect to VAR/SVAR/ Risk Sensitivities, their DoD change, any limits excesses and answering to specific requests from other risk teams. Responsible for the day-to-day/weekly reporting/monitoring of the Bank's current liquidity position and managing other treasury reporting i.e. Repo/Reverse Repo, collateral and Term funding, etc.

Implementation of Basel III Norms -BFI Reconciliation/Exposure enrichment and Extracts Worked as a part of MRF (Market Risk Feeds) team for transforming Risk and Finance systems to implement Basel III calculations throughout financial and risk systems. Market Risk Reporting - QAR (Quality Analytics and Review) Lead a team of two analysts for overall review and deep dive Analysis of Risk Reports data quality which included analysis of the Value at Risk (VaR) figures, risk/sensitivities and analysis of the figures.Basel 2.5 –BIPRU Capital Adequacy Directives 2 Coordinated with SRM, FO-IT and CRO-IT team at various global locations for implementing changes in market risk system. Analyzed effect of new risk on the VaR numbers and reported resolution for efficient risk management.

 Provided Business Process Consultation for OTC Derivatives (mainly IRS) reconciliation process between Finance and Risk. Proactively examining and studying the Interest Rate Swap Trades in order to indentify the type of trade so that they can be categorized for further reconciliation. Continuously improving/automating the custom build reconciling tools in order to improve the overall process.  Coordinating along with the finance and Technology teams to drive the resolutions on defects, change requests or new functionality/products.