Summary
Overview
Work History
Education
Skills
Timeline
Generic

John Vikkram

Risk Management - Market Risk
Chennai,TN

Summary

Dynamic market risk expert with a proven track record in Investment Banking and Energy Markets, adept in financial acumen and operational excellence. Spearheaded a team to enhance risk management processes, achieving significant improvements in efficiency and stakeholder satisfaction. Skilled in business analysis, reporting, and fostering teamwork, I bring a strategic approach to driving results and innovation.

Overview

16
16
years of professional experience

Work History

Senior Team Manager -Market Risk

Shell Business Operations
05.2020 - Current
  • Leading team of 10 direct reports.
  • Involved in Recruiting, coaching, and retaining a team to support Market Risk related activities.
  • Ensuring all trading activities remain within mandated exposure and risk limits.
  • Ensuring all exposures are properly recorded using established fair value methodologies.
  • Providing risk assurance to the Commercial Trading Risk managers
  • Stress testing on the portfolios on the new deals and perform pre-impact analysis.
  • Providing insightful commentaries are produced analyzing daily/monthly P&L performance.
  • Working closely with NA specific risk management teams to ensure trading risks and returns are fully understood, captured, and challenged where necessary.
  • Actively manage internal resources to optimize the efficient analysis of risk across the portfolio, manage change and priorities accordingly.
  • Maintain appropriate controls within Market Risk to ensure successful SOX and GRA attestation for activities.
  • Develop effective KPI’s for risk activities and communicate this back to the business.

Manager

HSBC Global Banking And Markets
05.2019 - 05.2020
  • Stress and Scenario calibration team mainly investigates the validity and legitimacy of the time series data which is used as an input factor for calculating Value at Risk. The time series changes are approved by the time series model long committee.
  • The team has the ownership of setting up new time series, validating the daily exceptions and if any corrections due to incorrect pricing the data is corrected based on the approvals.
  • Presenting the data changes and the VaR movements on a biweekly basis to the Risk managers associated with the respective asset class and getting approvals to publish the data.
  • Closely working with risk transformation team to implement new changes in the system and periodical improvements.

Risk Manager -Market Risk Middle Office

Genpact
03.2016 - 05.2019
  • Setting and mapping time series data from the upstream systems and monitor the feed daily.
  • Conducted regular audits of existing policies and procedures, ensuring their continued effectiveness in addressing organizational goals related to mitigating risks.
  • Improved company''s risk profile with comprehensive risk assessments and reporting mechanisms.
  • Validate the data with the third-party systems like Bloomberg and cleaning outliers, check for corporate actions and affirmation of the data in the internal systems.
  • Capturing daily changes in the prices and monitoring the PnL changes and preparing high level report for the client and reporting the changes
  • Generating VaR on instrument and portfolio level and performing periodic back testing and analyze impact on a portfolio and trade level.
  • Preparing monthly dashboards and KPI for clients to report the operational matrix and deliverables.
  • Managing & performing Regulatory reports for REMIT and Dodd Frank and implementing the rules in the process to ensure the process is compliant.
  • Managing the automation procedure of sourcing and calculation of data by co-coordinating with team members and IT in raising JIRA’s, reviewing business requirements and functional specifications with test cases.
  • Liaising with Market Risk controls & IT teams in specifying system improvements and participate in the testing of new functionalities and making them live in Production.
  • Ensure all the process SLAs are met by the team members, track outstanding issues and maintain process documentation for audit and compliance as required
  • Encouraged stakeholders to approach assessments analytically and offer unique insights to bring new understanding to risk management programs.

Market Risk Analyst

Credit Suisse Analytics India Private Limited
09.2014 - 03.2016

Mumbai Market Data Analysis operations are delegated responsibility for the daily data sourcing and validation, collation of groups of data into data sets prior to publishing, and production of granular reporting to support analysis. Responsible for ensuring that all procedures and processes are followed to ensure that the data set is complete and accurate prior to going to the London team for analysis, prior to the publication of a version.


  • Perform daily market data update process, clearing Exceptions, altering Rules and source mappings as necessary.
  • Identify areas of weakness in processes/systems and ensure that these are captured in the change management system.
  • Liaise with Market Data Analysis IT and Risk Systems to specify and test system improvements.
  • Analyze quality and suitability of existing source data, mappings, Instrument Type categorizations and associated Rules (including benching decisions)
  • Undertake projects to incorporate bulk new Instruments or Instrument Types, including analyzing the quality and availability of new data
  • Liaise with source data providers (e.g. MDS, Front Office Analysts) as necessary to ensure continued provision of quality data, and arrange support for new market data
  • Liaise with London counterparts to identify work items and analysis work required
  • Perform analysis using the VaR engine (MaRS) to quantify impacts of versioned updates to the market data set and project release

Senior Risk Analyst

Nomura Services India Private Limited
03.2011 - 08.2014
  • Performed the role of managing Fixed Income securities, FX and Equities portfolio as a part of the team
  • Generating the VaR reports based on the different region’s investment portfolios.
  • Validate the movements daily and maintaining the time series used for calculating VaR.
  • Increased transparency around risk exposures by developing clear communication channels between departments.
  • Optimized risk models to better align with changing market conditions, ensuring more accurate forecasts and improved strategic planning.
  • Enhanced risk management processes by conducting thorough analyses and providing actionable recommendations.
  • Arriving at the volatility of the product under each asset class on a weekly basis which is ultimately sent to the region wise risk managers as a Draft VaR report.
  • Have involved in producing and identifying the proxy reports which helps to capture the VaR when a proxy time series is used.
  • Involved in developing tools for internal use among the project and designed methodology for some of fixed income products.

Senior Process Associate -Market Risk

Tata Consultancy Services
08.2008 - 03.2011
  • Performed the role of managing Fixed Income securities, FX and Equities portfolio as a part of the team
  • Performed the role of managing Specific Interest rates and Foreign Exchange portfolio as a part of the team.
  • Verifying the market data of various financial products that the bank had invested in daily.
  • Validate the movements daily with external financial data providers like Bloomberg, Reuters and supporting the movements of a security with the market events pertaining to their asset classifications.
  • Arriving at the volatility of the product under each asset class on a biweekly basis which is ultimately sent to the stake holders in the form of volatility comparison report.
  • Value at risk calculations is performed asset class wise, based on the volatility comparison report which then undergoes a Stress Testing wherein the maximum loss estimated by the bank is made to undergo various adverse market scenarios to estimate the loss in a worst-case scenario.

Education

MBA - Finance, India

Anna University
Chennai
04.2001 -

Bachelor of Science - Computer Science

Hindusthan College of Arts And Science
Coimbatore, India
04.2001 -

Skills

  • Financial Acumen
  • Operational Excellence
  • Stakeholder Management
  • Teamwork and Collaboration
  • Problem-Solving
  • Team building
  • Documentation And Reporting
  • Managing Operations and Efficiency
  • Business Analysis and Reporting
  • Process Improvement
  • Technical Proficiency

Timeline

Senior Team Manager -Market Risk

Shell Business Operations
05.2020 - Current

Manager

HSBC Global Banking And Markets
05.2019 - 05.2020

Risk Manager -Market Risk Middle Office

Genpact
03.2016 - 05.2019

Market Risk Analyst

Credit Suisse Analytics India Private Limited
09.2014 - 03.2016

Senior Risk Analyst

Nomura Services India Private Limited
03.2011 - 08.2014

Senior Process Associate -Market Risk

Tata Consultancy Services
08.2008 - 03.2011

MBA - Finance, India

Anna University
04.2001 -

Bachelor of Science - Computer Science

Hindusthan College of Arts And Science
04.2001 -
John VikkramRisk Management - Market Risk