Atmakuri Bhupathi Bhaskar Rao
Chennai
Summary
Detail-oriented Market Risk professional with 9+ years of experience in the energy sector. Expertise in risk assessment methodologies, including Value at Risk (VaR) modeling and stress testing. Proficient in advanced analytical tools such as SAS, Python, and VBA for data analysis and modeling. Strong understanding of energy market dynamics and regulatory compliance requirements.
Overview
12
12
years of professional experience
Work History
Senior Specialist - Middle Distillates Desk
Shell India Markets Pvt Ltd
Chennai
07.2019 - Current
- Daily analyses on trading operations to assist traders comprehend PnL movement and exposure portfolio spanning across the Middle Distillate products for Rotterdam and Middle east regions
- Analysis and support on Hedging, Speculation deals and understanding trading strategies to assist front desk in processing term and spot deals for Trading and Supply in Rotterdam and Middle east regions
- Develop, optimize, and maintain forward curves for Mark-to-Market valuation, encompassing the detection & examination of notable deviations in curves and rectify the errors in the ETRM system and supporting team with any adhoc queries
- Testing quantitative models like standard deviation and variance to analyze the relation between curves/prices
- Prepare metrics for trade book performance, market risk, and Return on Value at Risk (VaR), recommending optimizations for time-intensive processes, and conducting ad hoc system queries and flagging
- Function as the primary level of review for identifying deal rationale errors and deal entry error reports prior to their presentation to the risk committee.
- Monitor operations to ensure activities are carried out with safety awareness and are performed incompliance with external regulation, the Shell Control Framework, SOX, and Financial Reporting requirements and Shell Trading mandate and policies.
- Train and assist new joiners in PnL reporting, trading books and curve valuation.
- Coordinated with Market Data Upload Team and Trade Team to validate risk numbers accurately.
- Validate the Close of business prices are accurate in the system comparing them with broker quotes using models.
Asst Manager
HSBC Electronic Data Processing
Bengaluru
08.2018 - 06.2019
- Introducing Personal loan product in to the portfolio would change the existing infrastructure.
- Infrastructure change leads to creating new tables and adding new variables to the existing tables.
- Understanding complete personal loan concept and UAT testing new tables after the ETL team updates in the DB2.
- Project: Personal Loans as a new product
- Duration: 10 months (Aug 2018 – June 2019)
- Key Technologies: SAS/Base, SAS/SQL, Advance Excel
Senior Financial Analyst
MIAC Analytical Services Pvt. Limited
Bengaluru
04.2014 - 07.2018
- Implemented best execution models into the monthly loan delivery process considerably increasing profitability.
- Preparing the daily coverage and mark to market reports to ensure adherence to company objectives.
- Using and reporting Duration Hedging as a strategy to manage interest rate risk of portfolio which consists of loan in pipeline.
- Sensitivity analysis for portfolios based on different variables like interest rate, prepayment and fallout probability.
- Developing P/L reports for the clients signifying mandatory to best-efforts spread.
- Managed the daily pricing, hedging and allocation of mortgage products.
- Analysis of portfolio data and data validation.
- Best execution Analysis from lock date to allocation date to measure and manage Value at risk in the pipeline.
- Rendering assistance to the managers in hedging pipeline Market risk in forward market over the counter.
- Duration: 4.4 years (Apr 2014 – Jul 2018)
- Key Functional Areas: Administering various financial functions
Education
PGDM - Finance
Institute of Finance & International Management
Bengaluru05-2014
BE - Computer Science
RVR&JC College of Engineering
Guntur05-2012
Skills
- Data analysis and visualization
- Spreadsheet management (Excel)
- Database management (SQL)
- Programming languages (SAS and Python)
- Risk assessment and mitigation
Personal Information
Date of Birth: 17/09/1991
Languages
Telugu
First Language
English
Proficient (C2)
C2
Hindi
Upper Intermediate (B2)
B2
Timeline
Senior Specialist - Middle Distillates Desk
Shell India Markets Pvt Ltd
07.2019 - Current
Asst Manager
HSBC Electronic Data Processing
08.2018 - 06.2019
Senior Financial Analyst
MIAC Analytical Services Pvt. Limited
04.2014 - 07.2018
PGDM - Finance
Institute of Finance & International Management
BE - Computer Science
RVR&JC College of Engineering