Rohit Shrivastava

Rohit Shrivastava Email and Phone Number

VP- Counterparty Portfolio Management - FICC, Bank of America @ Bank of America
Rohit Shrivastava's Location
Edison, New Jersey, United States, United States
Rohit Shrivastava's Contact Details
About Rohit Shrivastava

Hardworking, motivated, accomplished technology leader with 20+ years of experience in the development and delivery of advanced software solutions, with particular expertise in financial services. Management skills with hands-on technical expertise with experience and knowledge of an integrated valuation framework of CVA, FVA, SIMM, MVA and Capital (CCR, CVA RWA, Leverage Exposure) and other financial instruments such as fixed income products.• Built xVA Pricing Tool for CPM Desk and good understanding of CVA, KVA (B3A/SLE, CVA VaR), MVA calculation, Good understanding in SIMM Methodology and Risk calculation. • 20+ years of hands on experience in information technology (financial background) as development Manager, Technical lead, Senior developer & Architect. • 5+ years of experience in Python (Quartz- BOA proprietary) programming• Extensive Object oriented and multi threading experience using C#, other language.• Have a comprehensive knowledge of C#, .NET server component using C#, WPF/WCF, Prism, Smart Client/Win Forms, ADO.NET/AJAX, XML, Web Services using Oracle and SQL Server database, Visual Basic, ASP, Business works, TIBCO i-process, TIBCO EMS, Grid computing / AMPS. Knowledge Hadoop/big data and Rest web service.

Rohit Shrivastava's Current Company Details
Bank of America

Bank Of America

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VP- Counterparty Portfolio Management - FICC, Bank of America
Rohit Shrivastava Work Experience Details
  • Bank Of America
    Vp, Counterparty Portfolio Management - Ficc
    Bank Of America Jul 2014 - Present
    Charlotte, Nc, Us
    • BOA Projects - Built xVA Pricing Tool for CPM and LOB traders. • Implemented Credit Valuation Adjustment (CVA), Funding Valuation Adjustment (FVA), Credit Valuation Adjustment (CVA) VAR based pricing, Advanced IMM CCR RWA (Basel 3Adavnace), Basel3 Standardized and Supplemental Leverage Exposure (Notional based pricing), Margin Valuation Adjustment (MVA) calculation.• Good understanding of all xVA measures including SIMM Methodology and Risk calculation• Specialization in CCR RWA, CVA VaR and MVA including SIMM Methodology• Reporting P&L based on Trade activity including events like New Trades, Unwinds, Restructurings, Rebooking, CSA Amendments, Trade Compression activities, Partial Unwinds, Clearing (CCP) activitiesTechnical environment: Quartz/Python, WPF, Grid computing, Map Reduce, Hadoop and other numerical computation, GDA(C++), Rest full service, AMPS
  • Bank Of America
    Vp- Risk Data Management
    Bank Of America Apr 2009 - Jun 2014
    Charlotte, Nc, Us
    BOA Projects– RDV Studio, Ozone Filter Governance workflow, Ozone Filter Manager, Generic workflow/FTP • Worked as Technical lead and hands on experience using Python (Quartz), C#.NET, WPF/WCF, CAB, .Net Project in RDM technology space. As an architect, design and development many components. • Leading the technology space in Risk Data Management group and Built and automated, delivered reusable, robust reconciliation framework using .Net Prism based WPF and SQL server. • Automated various complex reports and provide search capability for trades and positions in large volume data through application thereby providing clear and accurate visibility to Business partner.• Implemented the Workflow using TIBCO business works, Messaging & TIBCO i-process.• Implemented centralize Filter Repository which applies to downstream to many groups. Technical environment: Quartz/Python, Visual Studio 2013/2008, WPF, WCF, Prism, CAB, C#.NET, TIBCO Business works, TIBCO i-process, TIBCO Messaging, N-Cache, Enterprise library, CCR, multithreading, Web Service/WCF, SQL Server, UI Controls Infragistics / Exeed.
  • Ubs Investment Bank
    Consultant
    Ubs Investment Bank Oct 2007 - Apr 2009
    Zurich, Ch
    Responsibilities include understanding of Structured Credit System (SCS). SCS is a system which generates daily Risk and P&L numbers for credit traders for structured credit products like Collateralized Debt Obligations (CDO's), Credit Indexes (CDX, LCDX, and ITRAXX), Index Tranches and Bespokes. Involved, designed and developed various modules i.e Shock analysis, Feeds to downstream, Imports trade/portfolio information etc. Extensively used .NET Remoting, Web services and Analytical Engine in distribution and calculation of Risk/P&L numbers for Structure products
  • Ana-Data Consulting
    Systems Development Manager
    Ana-Data Consulting 2005 - Mar 2009
    Hoboken, Nj, Us
  • Merrill Lynch
    Consultant
    Merrill Lynch Nov 2005 - Sep 2007
    New York, Ny, Us
    •Worked as Sr. technical consultant. Designed, developed and delivered reusable frameworks to accommodate the reporting and navigation features using the configuration files for Merrill’s Business Intelligence projects•Implemented several UI and data access components.•Optimized performance of UI and business layer components.•Reduced application memory consumption.•Extensive development of stored procedures, triggers, functions, packages and scripts using PL/SQL•Designed and developed Database tables and Interfaces to other systems.•Developed Imports services to get the data from legacy systems interfacing with other applications Web Services.•Done business analysis for projects. •Worked with the business users to define requirements, analysis, create technical specifications and project timelines.
  • Metlife
    Senior System Analyst
    Metlife Aug 2004 - Oct 2005
    New York, Ny, Us
    Responsibilities include understanding the business process of 401k product Omni plus. Implemented business rules according to Plan Sponsors for the plan, Involved in Project management activities, Estimating & Planning offshore work, Coordination with Offshore team members, Supporting the application, Monitoring Production environment and provide resolution for production problems, Research on production issues and support tickets, validate and allocate defect to bug fix team. Role involved Designing, coding, coordinating, delivering and interaction with the business users.
  • Patni Computer Systems
    Sr. Software Specialist / Software Specialist
    Patni Computer Systems Sep 2002 - Oct 2005
    •Involved in various projects, performed various roles as Architect / Group lead / Tech Lead /Business analyst and onsite software coordinator during my tenor in Patni.•Developed reusable framework created in C# .NET (N-tier DNA) Architecture.•Designed and developed client projects using reusable framework.•Involved in designing / coding / reviewing of business components in various projects. •Involved in Project Management activities such as proposal writing, requirement gathering, estimation, reviews.•Lead team and provided guidance to team members •Worked as Business Analyst / Onsite Coordinator at the client side.
  • Network Programs
    Sr. Member Of Technica Staff
    Network Programs Jul 1999 - Aug 2002
    In
    •Worked as Tech Lead / Architect using Microsoft Technology •Designed/developed 1st e-commerce project in the NPI using N-Tier DNA Architecture. •Designed low level components using Rational Rose (UML methodology)•Developed COM+ components to provide the data flow between the distributed components using Visual Basic 6.0. (Multi-tier Component).•Created complex Stored Procedures and Database triggers in SQL Server 2000.•Involved in project management activities Estimation, tracking the project, feasibility study and client development using SEI CMM Levels Standard.•Worked onsite (USA / Israel) client (Telseon inc, Art-in) as Sr .developer and successfully delivered the assignment.
  • Enterprise Software Inc, Simi Valley, Ca
    Member Of Technical Staff
    Enterprise Software Inc, Simi Valley, Ca May 1997 - Jun 1999
    Enterprise Strategist™ Product Suite•Involved in high-level designing of the components in Four-tier DNA Architecture model, development and review. •Developed components in four-tier (DNA Architecture) architecture model.•Functional enhancements using the features provided by IIS•Prototyping of the various modules of Enterprise Strategist™•Database designing of various module of Enterprise Strategist™ product.

Rohit Shrivastava Skills

Web Services Requirements Analysis Microsoft Sql Server Oracle Databases Design Patterns Analysis

Rohit Shrivastava Education Details

  • Barkatullah Vishwavidyalaya
    Barkatullah Vishwavidyalaya
    Software Engineering
  • Awadhesh Pratap Singh Vishwavidyalaya
    Awadhesh Pratap Singh Vishwavidyalaya

Frequently Asked Questions about Rohit Shrivastava

What company does Rohit Shrivastava work for?

Rohit Shrivastava works for Bank Of America

What is Rohit Shrivastava's role at the current company?

Rohit Shrivastava's current role is VP- Counterparty Portfolio Management - FICC, Bank of America.

What is Rohit Shrivastava's email address?

Rohit Shrivastava's email address is sr****@****mum.net

What is Rohit Shrivastava's direct phone number?

Rohit Shrivastava's direct phone number is +173233*****

What schools did Rohit Shrivastava attend?

Rohit Shrivastava attended Barkatullah Vishwavidyalaya, Awadhesh Pratap Singh Vishwavidyalaya.

What skills is Rohit Shrivastava known for?

Rohit Shrivastava has skills like Web Services, Requirements Analysis, Microsoft Sql Server, Oracle, Databases, Design Patterns, Analysis.

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