• Working on market risk and counterparty credit risk data models and their data controls, raising risk and valuation deficiencies liaising with senior risk counterparts• Part of a team engaged in managing financial risk for prime brokerage business of the bank• Engaged in testing the market risk system migrations and raising anomalies in risk data models

• Analysis of risk model restrictions breaches across asset classes and liaising with tech team for its timely resolution• Played a key role in onboarding stress testing controls for the bank and its exception analysis on a weekly basis• Handled daily treasury VaR reporting across countries