Prashant Singh Email & Phone Number

Utrecht, Netherlands

Utrecht Area, Netherlands

Currently working as a senior business analyst in Asset and liability management (ALM - Treasury) department of Rabobank.As a senior business analyst, I am responsible for end to end delivery of projects including pre-ready analysis of change requirements, assessing the fitment of solution in the current IT landscape, converting the business requirement into IT language using features and PBIs (using Microsoft Azure boards), functional testing, co-ordinate the go lives and after care support . Have In depth understanding of Interest rate risk in the banking book (IRRBB) regulatory requirement including interest rate risk measures like BPV, EVE, NII, Optionality risk, basis risk, GAP analysis, liquidity risk, IRRBB capital requirements. I also lead data onboarding, delivery and migration projects for the department.

Mumbai Area, India

Worked as functional consultant in TCS' financial risk management CoE (Center of Excellence). As a functional consultant, I was responsible for analysis of new regulatory changes (FRTB, SACCR, BCBS239..), identification of new use cases for latest digital technology in risk area, liaising with various technology groups to develop PoCs of the use case, and analyzing and preparing requirement specification document for new changes for the financial clients of TCS.

Mumbai Area, India

1. I was on long term secondment from TCS for CCIL (a center counterparty clearing house in Indian Financial Markets). As a business analyst of Risk Management, clearing and settlement module for FOREX, Derivatives and fixed income products, I was responsible for requirement gathering, creation of functional requirement specification document, development, system testing, liaising with business users for UAT and deployment of the system to production. 2. Developed Integrated Risk Monitoring system (iRMS) for the client which provides consolidated view of all the risk measures and real time liquidity status across whole product portfolio (Derivatives, FOREX and Fixed Income) of the client. The system also provides margin calculator and expected margin requirement projection based on current portfolio status and projected trading pattern. 3. Responsible for change management for the system whose main functions include lifecycle management of collateralized lending and borrowing activities of traders, novation, netting, clearing, settlement of the fixed income trades by DvP (Delivery vs Payment) mechanism, creation of settlement instructions using net obligations of trading members, sending the settlement instructions to settlement agencies, capturing the fund transfer confirmations, fund shortfall management, maintaining collateral and margin ledgers and generating coupon payment instructions for securities which has been deposited as collateral, , trade repository, portfolio compression, reporting and corporate actions.

Masters Of International Business, International Business

Bachelor Of Technology - Btech, Electrical, Electronics And Communications Engineering