Team lead for Private Wealth Management Asia credit risk within FRM. Successfully setup a new credit team in 2020 and currently managing team including, AVP, Associates and Analysts. Additionally, co-managing a team of IT developers for building innovative risk system enhancements and lead strategic business projects.Key responsibilities include the following: • Supervise and guide the underwriting team which performs credit limit review of ultra HNI clients, perform collateral… Show more Team lead for Private Wealth Management Asia credit risk within FRM. Successfully setup a new credit team in 2020 and currently managing team including, AVP, Associates and Analysts. Additionally, co-managing a team of IT developers for building innovative risk system enhancements and lead strategic business projects.Key responsibilities include the following: • Supervise and guide the underwriting team which performs credit limit review of ultra HNI clients, perform collateral evaluation (Loan to Value analysis) for Equities, Bonds, FX, and Structured products as well ensure appropriate stress-based margining on derivatives.• Lead strategic projects responsible for core risk system enhancements using agile framework (sprint planning, deep dive sessions, testing and production release), collaborate and drive working groups with 1LOD, Technology, Operations and business groups• Key projects delivered include computation of Issuer JTD risk (jump to default), implemented dynamic LTV framework adjusting for portfolio concentration, built pre trade analytical web-based tool i.e. whatif simulation enabling proactive risk management and improved credit decision making• Focus on generating efficiency via automations, built data warehouse along with IT to carve out interactive powerbi dashboards, as well as remediate DQ issues.• Close interaction with APAC CRO, senior credit officers and conduct senior management presentations for timely updates Show less

Internal Mobility as a Team lead for Private Wealth Management Asia Credit risk within FRM Mumbai.

Department: Institutional Equity Division - Portfolio Analytics Team• Lead the OTC products valuation team, perform independent price verification by conducting analysis across vendors such as Bloomberg, Markit partners, report stress test scenarios as per regulatory guidelines for hedge funds.• Prepare fund return performance attribution and exposure analysis for hedge fund clients.• Built a web-based application by collaborating with IT and integrated the platform with… Show more Department: Institutional Equity Division - Portfolio Analytics Team• Lead the OTC products valuation team, perform independent price verification by conducting analysis across vendors such as Bloomberg, Markit partners, report stress test scenarios as per regulatory guidelines for hedge funds.• Prepare fund return performance attribution and exposure analysis for hedge fund clients.• Built a web-based application by collaborating with IT and integrated the platform with external vendors like Super D, Markit, Bloomberg to price client’s portfolio dynamically with flexible snap times.• Automated hedge fund client’s investor reporting by creating customized excel template solution which generated the report automatically and delivered to clients via web application. Show less

Duration: Feb'12 to Aug’15 {Feb- April 2012(Internship) & May’12 to August’15 (Full-Time)}Title: Senior AnalystDepartment: Global Valuations TeamA) Dodd Frank/EMIR MTM resolutions & Independent Price Verification:1) Setup a new team focusing on investigation of MTM breaks as per regulatory threshold2) Validating the marks of Nomura with external sources like Bloomberg, MarkIT, Totem etc.B) Global Structured Deal Review:1) Reviewing & understanding the… Show more Duration: Feb'12 to Aug’15 {Feb- April 2012(Internship) & May’12 to August’15 (Full-Time)}Title: Senior AnalystDepartment: Global Valuations TeamA) Dodd Frank/EMIR MTM resolutions & Independent Price Verification:1) Setup a new team focusing on investigation of MTM breaks as per regulatory threshold2) Validating the marks of Nomura with external sources like Bloomberg, MarkIT, Totem etc.B) Global Structured Deal Review:1) Reviewing & understanding the Structure of trades along with model appropriateness check2) Validating booking of trades in Front Office System (contractual & non contractual parameters) Show less