Sumit Chakraborty Email and Phone Number

Responsible for the production of JPMC's and JPMCB's Regulatory Operational Risk Capital and RWA.Perform Stress Loss projections for CCAR/DFAST/Risk Appetite.Operational Risk team focus on to develop a forward looking approach in measuring Operational Risk.

SME for Pillar 3 reporting including preparation of disclosure templates of UK entities. End to end management of the new Pillar 3 requirements including a robust governance, controls and operating model and onboarded a vendor’s reporting software (Wdesk).Presentation to Senior Management, EMEA Controller and EMEA CRO for signoff and publication in JPM website.Enhance the controls in current balance sheet reconciliation process between financial and capital reporting of UK significant subsidiaries.Strong communication skills to establish relationships with internal stakeholders, including Treasury, HR, Risk, Legal, OTS, LEC) and agreeing on the SLA.

Preparation of regulatory and time sensitive reports for Citi Private Bank (CPB) users and senior management.Working closely with business & senior management on Loan to Value ratio computation and portfolio monitoring.Exposure computation of committed and un-committed facilities for different asset class.Coordinate with investment finance transactor on accuracy of portfolio/collateral information of various credit facilities.

Preparation and execution of counterparty credit risk, credit valuation adjustments (CVA), large exposure capital requirements as per UK PRA for UK entities.Computation of leverage ratio for UK entities.Analysis and commentary on MoM and QoQ variances in capital positions.Credit risk RWA analysis using FIRB approach models and standardised approach.Monthly presentation to stakeholders and sign off of capital position.

Preparing statutory returns, net demand & time liabilities, CRR and SLR requirements as per RBI guidelines.Credit risk and market risk capital charge computation as per Basel II & III.Stress testing of the trading (AFS+HFT) portfolio using appropriate stress periods for different assets class.Preparing quarterly RWA composition and capital adequacy ratios for RBI audit and investors presentation.Liaising with Treasury mid office for analysis and reposting.Monthly presentation in ALCO and MRMC meetings and respond question from senior management in taking decesions.