Rahul Soni Email & Phone Number

Mumbai, Mh, In

Mumbai, Maharashtra, India

- Identify strategy to integrate, converge, standardise the forecasting tools as well as the process on business and capital planning forecasting models ensuring consistency leading to reduce forecast production time for CCAR, Plan and Outook- Partner with Finance teams to manage end to end model development process (Design, Build, Validate)- Establish strong partnership with Citi’s Model Risk Management organization, to ensure successful model validation and support all risk management processes serving as a key contact point for multiple parties - Project and Stakeholder management to ensure seamless workflow execution and timely delivery of business requirements

Mumbai, Maharashtra, India

Mumbai, Maharashtra

- Responsible for providing Monthly analysis and review of all IRR (Interest Rate Risk) exposure;- Quarterly IRR Attestation, Stress Test and IRRBB reporting across both Asia Pacific and EMEA;- Engaging with members of Treasury, Independent Market Risk and FP&A to discuss drivers of variances in interest rate risk measures (Banking Book);- Evaluate and validate interest rate risk exposure including validation of cash flows to explain risk drivers, analysis of deposit modeling behavior and Transfer Pricing;- Providing analysis and commentary for presentation of the consolidated accrual interest rate risk metrics at ALCO- Preparing and presenting Limit Utilization and Regional Dashboard to senior Management

Mumbai, Maharashtra, India

Rates & Credit Derivatives - Independent Price Verification:- Liaise with Finance Directors and Book Runners to ensure book and population completeness-Investigate pricing / model uncertainty /market data uncertainty in methodology and parameters used in pricing and recommend appropriate reserves required-Use Deutsche Bank propriety pricing platform to price vanilla and exotic products like complex credit, Bonds, CDS etc. -Conduct portfolio review and explain portfolio risk drivers and provide meaningful insights into business performance-Discuss price testing results, fair value and model reserves, general modeling issues/ uncertainties with Front Office and reporting on suitability for specific products / markets-Prepare MIS pack presentation and report the same to senior GVG Management, Front Office, Risk Management and Finance-Develop strong relationships with product control, risk management and quantitative departments on valuation and modeling issues

Mumbai Area, India

• Valuation Review of structured trades executed globally by the Credit, Rates, FX, Commodities and Cross Asset trading desks.• Constructing Payoff diagram and Cash Flow diagrams.• Valuing the trades and reconciling them against the accounting system and substantiating any differences in the MTM.• Calculating reserve numbers and gauging effect of post-trade date amendments on payoff for exotic derivatives trades along with their hedges.• Calculating Present Value of trades. • Covered products include credit default swap, credit linked note, credit default obligation, callable corridor, straddle, barrier option, cross currency swap, interest rate swap, commodity swap, equity linked note.

Mumbai Area, India

• Pricing & Validating OTC derivatives instruments of all asset classes, viz. Equity, Interest rates, FX, Credit, etc. for international Hedge Fund Clients• Primary products handled are Credit Default Swaps, Equity Swaps, Interest Rate Swaps, Equity Options, FX Options, TRS & Other derivative Products• Analyzing Volatility surface of FX Option currency pair & Swaption volatility surface• Performing independent validation and analysis of Month End values and prices using proprietary curves, Volatility Surfaces & Pricing data sheets• Extensive usage of third party vendor application like Bloomberg & Reuters to validate or cross check valuation• Liaising with the Trade Capture and Settlements team to resolve booking and cash flow settlement issues respectively for varied OTC products• Active coordination with Fund accounting team to release accurate Weekly/monthly NAV to clients

Pgdm, Finance, A+

Ncfm - Capital Markets (Dealer Module), A

Ica +, Taxation, Export-Import, Budgeting, Ms Office, Accountancy & Labour Laws, B+

Bachelors Of Commerce, Accounts And Audit, Accounting And Business/Management, A

Education record