Pardha Viswanadha Email & Phone Number

Singapore

As the CRO at a fast-paced hedge fund, I am accountable for quantifying, controlling, and monitoring market, credit, and counterparty risks across multiple asset classes. My responsibilities included overseeing a wide variety of derivative instruments (ETD, Cleared, and OTC) and securities across asset classes, with a particular focus on Pan Asian markets.

Singapore

Drove the development process in the XVA, Counterparty Risk and Market Risk (FRTB) areas, both for Regulatory Capital computation as well a Risk Monitoring purposes.Counterparty Credit Risk- Standardised Approach to Counterparty Credit Risk (SA-CCR) has been successfully rolled out- Internal Models Method (IMM) - Monte Carlo simulations to generate Exposure Metrics (EPE, ENE, EE, EEE, PFE, EAD etc.) uses a flexible modeling (Arithmetic Brownian, Geometric Brownian, Mean… Show more Drove the development process in the XVA, Counterparty Risk and Market Risk (FRTB) areas, both for Regulatory Capital computation as well a Risk Monitoring purposes.Counterparty Credit Risk- Standardised Approach to Counterparty Credit Risk (SA-CCR) has been successfully rolled out- Internal Models Method (IMM) - Monte Carlo simulations to generate Exposure Metrics (EPE, ENE, EE, EEE, PFE, EAD etc.) uses a flexible modeling (Arithmetic Brownian, Geometric Brownian, Mean Reversion, Jump Diffusion etc.) framework- Linkage with Limits for Risk Control- Wrong Way Risk, Credit tagging features, Back testing, Collateral simulation, What-if and Stress tests analysis make it a complete Counterparty Risk systemMarket Risk - FRTB Standardised approach (sensitivity based, Delta, Vega, Curvature, DRC and RRC) has been successfully designed and developed- FRTB Internal Models Approach is being rolled out in stages- Expected Shortfall computations (Constrained and Unconstrained) for Modellable (ES) and Non-Modellable (SES) risk factors- Default Risk Charge (DRC), Back testing, PnL Attribution - CVA VaR (SA-CVA and Basic CVA)XVA- CVA, DVA, FVA using LMM Model, Real World Model and Analytical estimates- Incremental Measures for pricing and hedging purposes- Marginal measures for IFRS 9 reporting Show less

Singapore

Conducted workshops at various financial institutions on topics ranging from fixed income, derivative structuring and risk management.

Singapore

Credit Derivative Structuring and Structured Solutions Sales, responsible for SE Asia. - Moved from core credit structuring to Solution sales covering Regional Banks, Insurance companies, Asset Managers and Principal Trading desks.- Traded big ticket long dated structured Repos with Regional Banks- Traded Index Skew Notes, Hedged Bond Certificates, Basket CLNs, Local Market Access products with Institutional Investors- Restructured and traded 3rd party CSOs- Structured… Show more Credit Derivative Structuring and Structured Solutions Sales, responsible for SE Asia. - Moved from core credit structuring to Solution sales covering Regional Banks, Insurance companies, Asset Managers and Principal Trading desks.- Traded big ticket long dated structured Repos with Regional Banks- Traded Index Skew Notes, Hedged Bond Certificates, Basket CLNs, Local Market Access products with Institutional Investors- Restructured and traded 3rd party CSOs- Structured and sold managed CSOs through PB network Show less

Singapore

Taught Master's Course in Modeling Credit Portfolio Risk

Singapore

Credit Derivative Structuring- Responsible for generating structures that met the risk vs return needs of the HNI and UHNI segment- Structured and sold FTDs, AAA tranches of Synthetic CDOs and CDO Squares- Structured and sold Zero Coupon Equity Tranches of Synthetic CDOs looking for high leverage

Greater Chicago Area

Credit Analytics- Part of the Capital Markets Risk Management Group working on Counterparty Credit Risk on all traded products- Developed methodologies to compute exposures on Electricity Swaps addressing seasonality, Oil-NG Basis Swaps (using mean reversion), Physical Settled Swaptions (using Brownian Bridge) and various Interest Rate exotics that were popular at that time- Was responsible for the maintenance of Economic Capital and RAROC models that were used to establish the… Show more Credit Analytics- Part of the Capital Markets Risk Management Group working on Counterparty Credit Risk on all traded products- Developed methodologies to compute exposures on Electricity Swaps addressing seasonality, Oil-NG Basis Swaps (using mean reversion), Physical Settled Swaptions (using Brownian Bridge) and various Interest Rate exotics that were popular at that time- Was responsible for the maintenance of Economic Capital and RAROC models that were used to establish the profitability of the trades Show less

New Delhi / Singapore

Project & Export Finance- Responsible for execution of Export Finance transactions in Asia in Singapore and was responsible for origination of structured finance transactions in India- Successfully closed a USD 100 million Export Finance Loan for a Power Project in India- Successfully executed USD 300+ million JBIC backed loan to Romania that included hedging of residual credit risk through a CDS in a nascent market- Successfully executed USD 100+million Export Finance loan for… Show more Project & Export Finance- Responsible for execution of Export Finance transactions in Asia in Singapore and was responsible for origination of structured finance transactions in India- Successfully closed a USD 100 million Export Finance Loan for a Power Project in India- Successfully executed USD 300+ million JBIC backed loan to Romania that included hedging of residual credit risk through a CDS in a nascent market- Successfully executed USD 100+million Export Finance loan for a Chinese Steel company Show less

Mumbai Area, India

Responsible for originating and executing financial advisory transactions in the Project finance space- Actively advised Ministry of Finance on Counter guaranteed power projects- Advised Haryana State Electricity Board on the commercial and financial implications of the Power Purchase Agreement for a specific project- Advised a handful of private power developers on financial structuring aspects of their projects, including inputs in PPAs, FSAs, FTAs, OEM, EPC etc.

Mscf, Financial Engineering

Master Of Business Administration (Mba)

B Tech, Chemical Engineering