• Product Owner of FRTB Internal Model Approach PnL Attribution Test & Risk Factor Eligibility Test.• Responsible for Banks FRTB Internal Model Approach Eligibility.• Building Next Generation Strategic Front Office Risk Management Valuation Engine.• Risk Data Visualisation & Prototype building in Python & Scala.

. Risk Data Governance.. Define Critical Data Elements as per BCBS-239 guidelines.. Perform Risk Data Governance and Data lineage

• Lead Business Analyst for Market Risk (Equities & Commodities)• Identify Modelable Risk Factors Class & it's corresponding Risk Factors Value.• Compute VAR, Stressed VAR & perform Scenario Analysis using the banks Risk Engine.

• Part of RAR (Risk Analyticss and Reporting) Group working closely with SRM (Strategic Risk Management) on a daily basis for risk reporting and analysis purposes.• Quantitative risk management:portfolio risk and risk attribution assessment using fat-tail distributions, VaR and ETL.• Participate in deep dives and ad-hoc analysis to identify pockets of risks (PnL event explain, creation of new historical scenarios, etc.)• Assigned in the Bank’s Credit Risk RPCM (Risk Process Change Management) team to implement any changes required by bank regulators in terms of credit risk exposure reporting.• Analyzes the end-to-end risk process and feeds data to ensure that these changes can be applied to the existing system, by utilizing Excel and SQL.• Reviews Business Requirement Documents and produces Functional Specifications documents for IT to implement new requirements and/or requirement changes in regulatory reporting.• Frequently communicates with the IT team as well as the Credit Analytics team to consolidate information and keep track of projects.• Writes test conditions and coordinates UAT and Regression Testing.

• Assist industry in Commodity and Energy trading & Risk Management (CTRM & ETRM) using Triple Point Commodity XL.• Providing Risk Management solutions by calculating Historical VAR, Delta normal VAR & Monte Carlo Simulation method of VAR. • Use and Application of Derivatives Instruments (Future, Forward, Options, FX options, Swaps) in different business scenarios by managing complex cash and derivative trading.• Commodity Trading & Risk Management (CTRM)• Energy Trading & Risk Management (ETRM)• Physical Operations & Management.• Supply Chain Management & Logistics.• Regulatory Change.

• Working Capital Management.• Financial Statement Analysis.• Ratio Analysis.• Cash Flow Statement Analysis.• Funds Flow Statement Analysis.