Amey Prabhudesai

• Validated and reported daily P&L using internal and external tools such as Equity Console, Thomson Reuters, and Global1.
• Executed risk controls prior to final reporting in UBS ledger to ensure data accuracy.
• Analyzed day-on-day and monthly movements in P&L and balance sheet.
• Provided detailed commentary by identifying movement drivers—distinguishing between data quality issues and genuine market shifts.
• Traced data flow from risk management systems to UBS ledger; reconciled and analyzed data using Excel and Power BI.
• Developed automation solutions for manual processes, including Excel macro that streamlined workflow, saving 30 minutes daily for business division.
• Facilitated ad-hoc stakeholder requests by extracting data and optimizing processes for middle office and trading desks.

Exposure & Limit Monitoring

• Tracked daily credit limit utilization and counterparty exposures across global financial institutions, hedge funds, and corporate entities.
• Monitored key credit risk metrics including Potential Future Exposure (PFE), Expected Positive Exposure (EPE), and Current Exposure (CE) for OTC derivatives and Securities Financing Transactions (SFTs).
• Identified concentration risks and Wrong-Way Risk (WWR) profiles within the trading portfolio to mitigate sudden credit deterioration.
• Validated front-to-back risk data to ensure accurate implementation of netting rules, collateral agreements (CSAs), and clearing mandates.

Breach Management & Resolution

• Executed the end-to-end exception workflow, investigating all intra-day and end-of-day credit limit breaches immediately.
• Analyzed root causes of limit excesses, isolating drivers such as market volatility, collateral valuation haircuts, or trade booking errors.
• Escalated critical over-limits to Senior Credit Officers with detailed risk assessments to secure formal sign-offs or remediation plans.
• Evaluated temporary limit increase requests from trading desks by executing pre-trade exposure simulations and stress testing.

Data Governance & Reporting

• Engineered daily and weekly MIS risk reports for Senior Management and Risk Committees detailing portfolio utilization trends and breach metrics.
• Audited risk data lineage between front-office booking systems and core risk engines to comply with BCBS 239 data integrity standards.
• Maintained system credit parameters, updating counterparty ratings, parental guarantees, and internal risk limits within the risk database.

Cross-Functional Collaboration

• Advised Front Office traders and Sales teams on available credit capacity to streamline trade execution and client onboarding.
• Partnered with Collateral Management and Legal to review how margin discrepancies and ISDA/CSA terms impacted net credit exposures.

• Identified factors influencing counterparty exposure movement daily and provided detailed commentary for informed decision-making.
• Liaised with front office, upstream data providers, trade analysts, system controls, and IT teams to resolve production issues and implement strategic amendments in data feeds and risk valuation methodologies.
• Analyzed data quality for credit risk exposure calculations to support regulatory reporting and enhance internal credit officer limit monitoring.
• Reviewed data quality controls regularly to ensure accuracy across various product clusters., triggered for different batches across different product clusters and different system on a daily and monthly basis.

• Investigated high-value trade and portfolio threshold limits to mitigate risk and enhance oversight.
• Reviewed subordinate trades for accuracy and quality, ensuring compliance with internal standards.
• Resolved un-reconciled cash breaks through research and coordination with custodian banks and clients.

• Investigated high-value trade and portfolio threshold limits to mitigate risks.
• Resolved cash breaks through collaboration with various custodian banks, enhancing operational efficiency.
• Reviewed subordinate trades for accuracy and quality, ensuring compliance with standards.