Vasantha Kumar D N Email & Phone Number

Bengaluru, Ka, In

Bengaluru, Karnataka, India

Bengaluru, Karnataka, India

Bengaluru, Karnataka, India

Bengaluru Area, India

- Working as a techno-functional lead for driving any changes taking place in Risk Management System and act as an SME and support group to the business. - Successfully implemented Tableau for Market risk validation process and completed RnN to GMI trade migration. - Provide inputs into developing and modifying systems to meet client needs and develop business specifications to support these modifications. - Implemented exceptions dashboard for high aged exceptions, risk decomposition for various market risk extraction profiles, automation of manual reconciliations using Sledge and other back tools. - Walkthroughs and conference meetings with the stake holders and traders to understand their business needs and document them. - Supervise Risk and T+1 P&L reports for the trading desks including analysis of flash numbers versus actual PnL numbers, explain any deviations to the desk with the help of attributions.- Review all P&L adjustments and own their resolution, helping on issues with re-attributions and commentaries.- Supervising issue resolution tool (IRT) for process efficiency/automation.

Pune Area, India

- Worked in Credit Risk Analytics and Reporting department on Strategic Risk Program and Front Office Sourcing projects. Handled production BAU activities. - Exposure in capturing the requirements, preparation of BRD and scope in Insight system and submit to the credit risk officer and other stakeholders.- Impact Analysis of different Credit exposure movements – Potential Exposure, VAR Exposure, DLE Exposure, MTM Exposure, Notional Exposures.- Understanding of Basel regulations, validation of PD, EAD and LGD during the testing from functional side.- Analysis and validation of Trades, Netting Agreements, Collateral and Sensitivities between UAT and PROD, submission of the analysis to the Credit Analytics and CRM to get the sign off. - Understanding and providing the business logics to the control and accounts teams for their reconciliation. - Preparation of Feed specification documents and handling the BAU issues raised by different teams.

Bengaluru Area, India

- Worked for an US client BlackRock, led the team of 10 professionals to support for client’s advisory services and risk management reporting.- Primary Responsible for clean Portfolio Risk report generated and published to the portfolio managers with the comments on significant movements. - Validation of NAV and Prices for various Fixed Income, derivative and Equity portfolios and production of the performance attribution report on daily basis. - Quality checking of risk analytics for the fixed income securities and verifying them by looking into their credit ratings, interest rate changes and price fluctuations.- Investigation of corporate actions on the securities and taking actions on price and positions accordingly.- Extensive experience on identifying and resolving of Production inefficiencies. Worked automation of the processes and reports, successfully implemented the Prod qc and Programmatic qc into the daily production. - Providing the deadline driven summary of the significant changes in NAV of the portfolios, and their risk analytics (duration, spreads, yield), Beta changes, Tracking Error (active risk) and Value At Risk (VaR) to the portfolio managers before the start of next day’s trading.- Worked on monthly and quarterly rebalancing of the indexed portfolios.- Transitioning of new process/packages, resolving production inefficiencies, automating the covers process.- Implement action plans for team, leave management and individual performance improvement.- Generating monthly MIS report & Updating the documents (SOPs) with process updates on regular basis.- Coordinating and Attending soft skill training programs since am the part of Training and Development team and Training the new hires.

Master Of Business Administration (Mba)

Bachelor Of Commerce (B.Com.)