Major responsibilities:-Implementation of advanced approached of capital computation(FIRB/AIRB)for regulatory reporting purpose-Stress testing different asset class for annual Internal Capital Adequacy Assessment Process ICAAP -Portfolio level risk assessment through metrics such as risk density, concentration, capital consumption; portfolio performance measurement using risk return analysis and capital allocation-Modeling of risk estimates(PD/LGD) for Corporate, Bank and FI,SME and Specialised lending portfolio-Enhancement in credit risk rating model via assessment of significant parameters in default prediction using statistical techniques in SAS

Proprietary Trader in Eurozone and US fixed income derivatives with experience in trading interest rate curve,credit spreads,bond yields and spreads.Specialties: Interest Rate Yield curve trading,Credit spreads,Momentum trading,Bonds yield spreads.Market Analysis on Bloomberg,FutureSource,Reuters.