• Performed model validation for financial products based on several macroeconomic and business parameters like interest rates and inflation• Analyzed and validated models for Interest Rate Risk in Banking Book (IRRBB) for different sites of the bank by leveraging tools such as QRM• Performed General Stress tests for different model use cases by creating different scenarios as a part of Comprehensive Capital Analysis Review (CCAR)• Performed sensitivity analysis for different models… Show more • Performed model validation for financial products based on several macroeconomic and business parameters like interest rates and inflation• Analyzed and validated models for Interest Rate Risk in Banking Book (IRRBB) for different sites of the bank by leveraging tools such as QRM• Performed General Stress tests for different model use cases by creating different scenarios as a part of Comprehensive Capital Analysis Review (CCAR)• Performed sensitivity analysis for different models and developed models using different statistical techniques Show less

• Performed hedge position analysis for positions taken in Futures by clients in different industries• Developed Prudential Valuation framework for derivatives positions for client covering products such as Inflation Swaps and Zero-Coupon Swaps• Performed Swap Valuations (CCY, commodity, IRS), derivative pricing (futures/options) and also evaluated the credit value and debit value adjustments• Validated Time Weighted Returns for our clients in AMC space and also part of a team… Show more • Performed hedge position analysis for positions taken in Futures by clients in different industries• Developed Prudential Valuation framework for derivatives positions for client covering products such as Inflation Swaps and Zero-Coupon Swaps• Performed Swap Valuations (CCY, commodity, IRS), derivative pricing (futures/options) and also evaluated the credit value and debit value adjustments• Validated Time Weighted Returns for our clients in AMC space and also part of a team to automate the calculation for the same Show less

• Analysed performance of Sales Partners by identifying patterns in performance by using clustering algorithms• Identified patterns formed in different cities and used them to draw insights and develop strategies for optimization

• Analysed Treasury Finance for the Automobile an Aerospace industries due to COVID impact• Built a Deep Learning model for cash flow forecasting

• Helped client in developing solutions to move from COSO Framework to COBIT Framework• Performed IT Application Control Testing for applications in several domains like Edit Checks, Interface etc

• Performed Financial Audit IT integration for firms spread across several industries like Consumer Products, Healthcare, Power and Energy across various geographies to attain IT Compliance under SOX 302 and SOX 404• Prepared and reviewed Service Organization Control Report (SOCR) for clients in the Consumer Product, Healthcare and IT Solution Provider domain by performing IT General Control Testing and Application Control Testing