Aditya Goyal
Market Risk Analyst
Bangalore
Summary
Distinguish Financial professional experienced in Risk management, interpreting financial statements as well as performing various analysis. Demonstrated high ability to leverage analytical skills to gather and review financial data used in derivative valuation and fundamental review of trading books for banks.
Overview
7
7
years of professional experience
17
17
years of post-secondary education
Work History
Manager (Market Risk)
HSBC
10.2024 - Current
- Conducted stress tests and scenario analyses to simulate the impact of extreme market events on the portfolio for all the asset classes like FX, IR, Rates, Commodities and Equities.
- Prepare and analyze firm-wide Illiquidity and concentrated risk P&L for all the asset classes.
- Prepare and analyze key differences between the P&L generated from Sensi based vs Full reval approach for some sites.
- Prepare VAR, SVAR and trading activities report across the Volcker desks for Volcker reporting to US Fed.
- Assist in preparation and analysis of the banks trading book hypothetical portfolio exercise to report VAR and SVAR.
- Prepare NFA report for US and EMEA.
- Prepare monthly market risk packs for the senior management.
Senior Analyst (Project Management – OTC Pricing)
HSBC
06.2022 - 10.2024
- Setting up of instruments like FX, Equities, Interest rate, futures and bonds for Product control and market risk team.
- Monitoring yield curves created for predicting and discounting the cash flows/valuations.
- Support Market risk and Product control on P&L Breaks, identify reasons for the breaks and remediation.
- Monitoring the data feeds and alerts to ensure data accuracy across all the products.
- Work on ad hoc projects like Libor discontinuation, onboarding new sites, Market data Product development.
- Support IT team for continuous improvement in existing system like Asset control.
- Strengthen existing controls and propose new controls for the asset classes like Fx, Interest rate curves, futures etc.
- Collaborate with different teams to ensure compliance with the new Data policy and implementation of Risk based control framework.
Senior Analyst (Market data – Portfolio valuation)
S&P Global
03.2019 - 05.2022
- Responsible for maintaining high quality of data across different asset classes like rates, equities, FX, commodity etc.
- Monitoring reference and data feeds/alerts and resolve data issues to ensure the accuracy of data.
- Analyzing and fixing bad data sets, rates and prices across various asset classes like rates, FX, equities etc.
- Meeting hourly deadlines of yield curves used in predicting and discounting the cash flows.
- Setting up of asset classes like single stocks, indices, futures, ETF etc. in database.
- Establishing volatility coverage for various options trading.
- Performing root cause analysis and impact analysis for the various type of trades like swap, futures, forwards etc.
Assistant Manager (Budgeting and Planning)
Au Small finance bank
02.2018 - 02.2019
- Preparation of Sales, Income and Expense Budget.
- Preparation of branch wise profitability.
- Involved in the fund transfer policy of bank.
- Preparation of Budget vs Actual on quarterly basis.
- Conducting Industry and Portfolio research.
Education
CFA - level 3 Appeared
CFA Institute
06.2015 - Current
Qualified Company Secretary - undefined
Institute of Company Secretaries
04.2011 - 12.2014
Bachelors of Commerce - undefined
SS Jain Subodh PG College
04.2011 - 12.2014
Skills
- Financial Modelling
- Advance Excel
- VBA
- SQL
- Python
Honors & Awards
Risk Champion - Jul 2024
Star Performer - Jul 2023
Rising Star - Oct 2022
Timeline
Manager (Market Risk)
HSBC
10.2024 - Current
Senior Analyst (Project Management – OTC Pricing)
HSBC
06.2022 - 10.2024
Senior Analyst (Market data – Portfolio valuation)
S&P Global
03.2019 - 05.2022
Assistant Manager (Budgeting and Planning)
Au Small finance bank
02.2018 - 02.2019
CFA - level 3 Appeared
CFA Institute
06.2015 - Current
Qualified Company Secretary - undefined
Institute of Company Secretaries
04.2011 - 12.2014
Bachelors of Commerce - undefined
SS Jain Subodh PG College
04.2011 - 12.2014
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