Sumesh Lund Email & Phone Number

Copenhagen, Dk

Copenhagen, Capital Region Of Denmark, Denmark

Leading a team, of market risk experts, providing data and analytics support to Group Financial Risk Management at Nordea.

Copenhagen, Capital Region, Denmark

• Responsible for the trading book market risk mainly on Equity and Commodity desks.• Subject matter expert for implementation of FRTB SA and Economic model to prepare Nordea for theupcoming CRR 3.• Automated the data gathering and reporting for the EBA supervisory benchmarking exercise for market risk for internal models and FRTB SA using Python.• Implemented a python library to query the ActiveViam risk aggregation cube using the REST API.

Frankfurt Am Main, Hesse, Germany

Teaching programming and data analysis using Python for the Career Service at the Goethe University. Also participating in the job shadowing program as a mentor to provide professional guidance to students.

Frankfurt Am Main Area, Germany

• Worked as a Business Expert to assist with the FRTB SA implementation for Commerzbank• Liaised with risk managers to define the FRTB SA scope, suggested model changes to comply with CRR II regulations, and performed impact calculations• Identified gaps, per CRR II specifications, in the legacy sensitivities calculation for Equity and Commodity portfolios• Single point of contact for the EBA supervisory benchmarking exercise for Commerzbank• Created a python framework to test Commerzbank implementation of FRTB aggregation engine as part of ISDA's FRTB benchmarking exercise• Performed a POC for Atoti (python data science library from ActiveViam) as a testing and requirements tool• Designed a data quality framework for the new Market Risk IT Infrastructure of Commerzbank• Established an automated process for the risk control of the Equity Flow Derivatives trading desk• Automated the global reporting of FRTB relevant IR Sensitivities using Python and SQL• Automated P&L monitoring for Barrier options for the equities trading desk

Paris Area, France

▹Project Work◃• Conceptualized and led the development of consolidated P&L reporting for all Prime Services business to bring consistency and accuracy in the reporting format across all trading desks• Developed ad hoc tools for creation and analysis of various KPIs for the Prime Services Sales desk• Assisted in integrating the NewEdge (brokerage firm acquired by SocGen) IT Infrastructure with internal Soc Gen IT tools▹Financial Analysis◃• Assessed the financial performance and performed P&L attribution for the prime services desks using ActivePivot based P&L tool• Liaised with various departments to understand the unusual P&L movements• Performed MoM and YoY Analysis on Profitability of the European Clients for Global Execution Services Business▹Risk Management◃• Performed backtesting and stress testing to analyze performance of various VaR models• Improved the accuracy of VaR calculations (Monte Carlo) by variance reduction techniques• Produced and analyzed daily changes in VaR and Sensitivities• Analyzed and resolved exceptions in the calibration of implied volatility surfaces, yield curves and other time series

Cergy, France

Appointed as the International Student Ambassador for the Grand Ecole Masters in Management Programme to promote the school activities and to assist incoming students.

Mumbai Area, India

• Worked on enhancements and maintenance of a Fixed Income Deal Capture System using VC++ and Python• Contributed to the creation and design of an Automated Testing Framework in Python to reduce the manual testing effort by more than 40% and the testing time by a significant 90%• Enhanced the derivate products workflow for trades feeding from/to external systems such as MarkitSERV MarkitWire, Bloomberg and MUREX (part of the STP project)• Contributed to the development and design of Client Clearing Workflows• Spearheaded the trade processing for Default Management Process Fire-Drills at LCH and CME (Basel III Implementation) which has participation from over 50 international banks• Involved in the Graduate Recruitment and Training

Mumbai Area, India

• Went through extensive training on Software Testing including the use of test tools for automation such as HP Quick Test Professional 9.5, HP LoadRunner and IBM Rational Functional Tester)• Graduate coordinator for over 30 graduates looking for project opportunities and skill development within the organization.

Mumbai Area, India

• Trained a group of selected students on Engineering Designs and Robotics solutions.• Coached a team to implement ‘X-sight (Intelligent Game of air Hockey for Blind)’ which won the ‘Indian Robot Olympiad’ in October 2011.

Master'S In Management, Financial Markets

Activities and Societies: ESSEC IndiaMasters in Management(MiM) at ESSEC Business School with a specialization in financial markets. ESSEC.

Bachelor Of Engineering (B.E.), Computer Engineering, First Class

Activities and Societies: IEEE-TSECCompleted Computer Engineering with First Class from Thadomal Shahani Engineering College, Bandra.