Avinaash Thangathurai

• Responsible for implementing the Credit Risk Framework by collaborating with Business Leaders, Compliance teams, and support functions to ensure regulatory compliance.
  
• Accountable for enforcing the Credit Risk Policy, ensuring strict adherence to regulatory guidelines.
  
• Handled regular portfolio monitoring, including delinquency trend analysis, credit concentrations, and credit cost assessments for risk mitigation.
  
• Monitoring Credit Risk appetite and monitoring credit costs to support profitability and sustainable growth.
  
• Led the implementation of the Risk Control Self-Assessment (RCSA) framework, ensuring proactive risk identification and mitigation.
  
• Responsible for establishing the Bank’s Outsourcing Framework in line with regulatory guidelines, ensuring compliance, vendor risk management, and operational efficiency.
  
• Overseeing Liquidity and Interest Rate Risk Management, ensuring optimal balance sheet management and adherence to risk limits as per regulatory and internal guidelines.

Supervising Treasury mid-office functions, ALM and responsible for the following

• Daily limit monitoring of treasury investments, counter-party exposure, MTM movements and other risk limits as per internal and regulatory requirements
  
• Measurement and analysis of risk metrics like VAR, Modified Duration & PV01
  
• Monitoring and analyzing of daily liquidity position in line with regulatory and internal norms
  
• Preparation and analysis of LCR, NSFR, SLS and STDL(Short Term Dynamic Liquidity) for liquidity monitoring
  
• Responsible for providing comprehensive reports on market risk and ALM activities to RMCB, Ensuring informed decision making and adherence regulatory guideline
  
• Preparation and submission of treasury investment & ALM updates to ALCO monthly basis
  
• Preparation and review of stress testing on equity investments, debt investments, Liquidity and Interest rate sensitivity on monthly basis to top management.
  
• Co-ordination with Concurrent, statutory and RBI Auditors and timely replies for inspection related queries.
  
• Computation of capital charge and RWA for market risk in compliance with BASEL III norms.
  
• Facilitated creation of internal policy for adoption by board of directors and committee chairperson.

Supervising Treasury mid-office functions, ALM and responsible for the following

• Daily limit monitoring of treasury investments, counter-party exposure, MTM movements and other risk limits as per internal and regulatory requirements.
• Valuation of investment portfolio, analysis of P&L on daily basis.
• Measurement and analysis of risk metrics like VAR, Modified Duration & PV01.
• Monitoring and analyzing of daily liquidity position in line with regulatory and internal norms
• Preparation and analysis of LCR, NSFR, SLS and STDL(Short Term Dynamic Liquidity) for monthly review in ALCO
• Preparation and submission of treasury investment data to Market Risk Management Committee Quarterly for review.
• Preparation and submission of treasury investment updates to ALCO monthly basis.
• Preparation and Submission of Weekly, Fortnightly, Monthly and Quarterly Compliance Reports to RBI.
• Preparation and review of stress testing on equity investments, debt investments, Liquidity and Interest rate sensitivity on monthly basis to top management.
• Co-ordination with Concurrent, statutory and RBI Auditors and timely replies for inspection related queries.
• Computation of capital charge and RWA for market risk in compliance with BASEL III norms.
• Facilitated creation of internal policy for adoption by board of directors and committee chairperson.

Supervising the Treasury mid-office functions and responsible for the following

• Daily monitoring of investment limits in Domestic and Forex operations.
• Preparation and submission of data to Market risk management committee.
• Preparation and Submission of Weekly, Fortnightly, Monthly and Quarterly Compliance Reports to RBI.
• Computation of capital charge and RWA for market risk in compliance with BASEL III norms.
• Monitoring of dealer positions, counter-party limits, stop loss monitoring.
• Rate scan monitoring of interbank deals with on-going market rates from Reuters.
• Submission of stress testing on equity portfolio monthly basis to top management.
• Monitoring and analysis of risk parameters PV01, VAR, Maturity profile, modified duration.
• Periodic review of policies in tune with regulatory guidelines and leading industry practices.
• Co-ordination with Concurrent, statutory and RBI Auditors and timely replies for inspection related queries.
• Preparation and submission of country risk management note to board on quarterly basis.
• Expanded cross-functional organizational capacity by collaborating across departments on priorities, functions and common goals

• Co-Ordination and Confirmation of Deals entered with Counterparties.
• To make timely payments and settlement of funds with CCIL and Counterparties.
• Computation of LCR on daily basis for liquidity monitoring.
• Preparation of Daily reports with respect to maintenance of CRR & SLR and other treasury related investments that are to be submitted to Top Management.
• Daily and Quarterly Valuation of GSEC, Equity and NSLR portfolio of bank in compliance with FIMMDA and RBI Guidelines.
• Preparation and Submission of Weekly, Fortnightly, Monthly and Quarterly Compliance Reports to RBI.

• To Process Credit Proposals, analyses financials of borrowers and to provide observations and comments in form of Process Note to sanction Authorities within prescribed TAT.
• Post Disbursement follow ups, Monitoring Loan accounts.

• Responded to customer requests for products, services and company information and day to day operations.