Business Analyst
CurrentBusiness AnalysisProject 1: Credit Risk - OTC PFE (Potential Future Exposure) Add-on Calculations (April 2016 – till date) - Leverage Ratio for a Multinational Investment Bank Development of BRDs for migration of Add-on Calculations (Using Current Exposure Method) from Tactical tool to Strategic tool for - OTC products, Guarantees and Commitments, SFT Collateral Shortfall for multiple Regulators Development of Test cases Conduction of Functional TestingProject 2: Credit Risk - ETD CAPITAL Calculations - Leverage Ratio for a Multinational Investment Bank Identification of golden data source between Bank’s Finance data and Risk Data for Capital Calculations for ETD Understanding the entire System hierarchy and analyzing Data Lineage Reconciliation between Finance data & Risk data Engagement with Bank’s various teams to resolve data issues related to calculation of leverage exposureProject 3: Traceability Matrix preparation – Leverage Ratio (BCBS 270) Built to ensure completeness of BCBS 270 for Regulators FINMA, IHC and PRAProject 4: Multi Regulator MIS Summary Report for all Product Categories (OBIEE) – Leverage Exposure BRD preparation, Test cases preparation, Functional Testing