Abhi Shah

• Founding member of the India-based CDO Reporting Hub, played a pivotal role in establishing scalable and standardized reporting frameworks to support global CLO clients and ensure high-quality deliverables.
• Prepared and published monthly and quarterly CLO reports, including compliance tests and waterfall payment reports; on payment dates independently validated waterfall allocations and coordinated timely payment instructions to the internal payments team for accurate distribution to noteholders.
• Partnered with 10+ global clients and successfully delivered 100+ CLO deal reports with a flawless 100% on-time reporting record, directly contributing to client confidence and retention.
• Performed detailed reconciliations of daily cash flows, asset holdings, recovery rates, ratings, and maturity schedules across trustee, manager, and rating agency data, ensuring complete data integrity in regulatory and investor reporting.
• Calculated and monitored OC/IC ratios, collateral quality tests, and concentration limitations, aligning all calculations with indenture-defined methodologies.
• Led investigations into rating discrepancies by applying rating agency conventions, notching rules, and credit watch adjustments; ensured accurate compliance test outcomes and adherence to deal documentation.
• Developed and deployed VBA macros (built with AI-assisted techniques) to automate test reconciliations, rating investigations, and notching logic, significantly reducing manual effort while enhancing accuracy and efficiency.
• Acted as a primary contact for clients and onshore stakeholders, resolving breaks, addressing ad-hoc queries, and delivering seamless reporting under tight deadlines; consistently recognized by senior management for exceptional client responsiveness and ownership.

Prior Experience – CLO First Reports Team (First 6 Months)
• Supported the onboarding of new CLO deals by performing portfolio data scrubbing, ratings mapping, compliance test setup, and waterfall modeling in trustee systems.
• Assisted in compliance test analysis and ratings validation, ensuring smooth integration and readiness of new deals for reporting and investor distributions.

• • Contributed to regulatory policy development projects for Asset Management Companies (AMCs) and Portfolio Management Services (PMS).
  • Built quantitative models for back-testing proposed frameworks and analyzing market impact of regulatory changes.
  • Researched and prepared policy inputs on swing pricing mechanisms for passive funds during market dislocations, including valuation at Bid/Ask as ADT.
  • Worked on scenario-based standardization of PMS fee structures to enhance investor transparency and comparability.
  • Explored the introduction of CDS as synthetic bonds in Mutual Funds and analyzed the expansion of derivative usage, including index option writing and revision of market-wide position limits.
  • Drafted analytical notes and policy recommendations reviewed by senior SEBI officials, influencing internal policy discussions.

• Received a Letter of Appreciation from SEBI Whole Time Member Shri S.K. Mohanty for professional conduct and commendable contributions on Swing Pricing, PMS Fees, and Derivatives in Mutual Funds.