Anushree Krishana

Client: NatWest Group

Project: Quantexa Correspondent Banking AML Implementation

Role: Business Analyst/Data Analyst

• Worked on the requirement gathering process for the data feeds for AML tool used identify illicit transactions and generate alerts against Anti Money Laundering cases.
• Performed data validation using tools like Hadoop (Impala/Hive) to highlight data defects from multiple data sources to confirm accuracy before integration
• Wrote functional specifications for systems developers and completed regular updates to incorporate changes.
• Constant interaction with Product Owner to get the process sign-offs post in-depth analysis of the requirement.
• Designed operating model for the BAU team to be followed once the project has gone live

Client: HSBC Bank

Project: GEAR Risk 2025 transformation

Role: Business Analyst

• Worked on requirement gathering of US wholesale Market Risk reports from report owners and led comprehensive feasibility studies, evaluating potential initiatives for viability.
• Documented process flows and implemented requirements for functional improvements.
• Analysed business processes, systems and data to identify opportunities for enhancement and efficiency.
• Supported testing and development efforts of risk reports with IT team using Qliksense to bring the reports on an automated and a streamlined platform for risk reporting.

Client: Internal

Project: Chart of Accounts

Role: Data Science Consultant

• Created a Smart Diagnostic tool for the client which involves creating dashboards in Tableau to help Optimize the Chart of Accounts, analyze financial transactions and help in harmonizing and integration of data models.

• Validated Potential Exposure to measure Credit Risk for OTC derivative products for the counterparties
• Validated VAR and MTM for Business Areas under the counterparty and send the adjusted numbers to Chief Risk Managers
• Analyzed the collateral eligibility of the counterparty and make adjustments for Hard to Replace trades and Illiquid collateral
• Extract and organize data using tools like SQL and MS Access and perform data validation checks before sending to different credit line teams
• Post Adjustments and respond to queries on the validated numbers sent out to Credit Risk Managers for different Credit Line Types like Derivatives, Loans, Money Market, Repo etc.

• Completed daily and monthly level Risk Analysis for Hedge Funds and Managed Accounts
• VAR Analysis: Security Level VAR, VAR Contribution to Risk
• Sensitivity Analysis: Analysis of interest rate shocks (IR, DV01), equity shocks, FX shocks (FX01), Credit Spread shocks (CS01) at both the security and portfolio level
• Converting data provided by the fund administrators into format accepted by the proprietary tool of BNY Mellon.
• Modelled OTC securities like CDS, CDX, Currency Options, Currency Swap, IRS, Swaptions, CFD, FRA, etc in the proprietary tool of BNY Mellon before feeding into risk engine Axioma.
• Used Bloomberg Terminal for valuing Swaptions, FRA, and other structured products
• Analyzed corporate actions for securities in portfolio resulting in erroneous results