Yash Patni Email and Phone Number

I work with Credit Suise / UBS Pune

•Working in Market risk Infrastructure team to provide Support in daily BAU T+1 sign off process for different models such as VAR, FRTB and IRC •Analyzing of data and assisting Risk Managers (RM) in overriding data where necessary as part of Adjustments/overrides.• Produce weekly and monthly Management updates & key metrics/ packs for Senior Management•Preparation of feed reconciliation report between different risk management system to identify breaks and then working towards resolution of breaks.•Implement data quality processes around all data inputs and outputs to and from RiskManagement systems.

•Working in Market risk team to provide support in various control and governance activity impacting VAR, ERC & IRC•Analyzed Regression & adjustments data extracted from Risk data source using PLSQL & MS access DB on a monthly basis to prepare those metrics on service receivers level thus provide commentary on those breaching threshold to upload them in risk tool for further analysis by other team/ stakeholders •Prepare operational dashboard of Market risk team on a monthly basis to send it to senior management for review • Performed risk and finance data reciliation on a quarterly basis for APAC and EMEA region to seek confirmation from cluster leads for breaks exceeding threshold •Involved in Known issue revalidation process to seek confirmation and business justification for the issue in order to present it to market risk managers

•Worked in BASEL Measurement and reporting team to provide support in Credit risk reporting. •Performed FINMA Parent reporting on weekly, monthly and quarterly basis to provide comments on counterparty and exposure category level By analyzing PD, EAD & LGD numbers • Extraction of data from Oracle Business intelligence tool for analysis.• Analysis of data to ensure accuracy of counterparty credit risk, exposure at default and RWA numbers for various types of loan products.•Analysis of large amount of data in excel using pivots, formulas and basic macros.•Worked on month end checks such as net negative, risk weight methodology and IC/ THP check for FINMA regulator.•Support BMR team to implement regulatory changes and perform UAT to ensure correctness of the deployment.