Karthik SS

Market Risk Operations

Role and Responsibilities:

● The focus of Market Risk Operations (MRO) is on encouraging risk to be taken where it is most optimal for rewards and capital consumption. Within MRO group, the MRO

● MRO team is responsible in assisting Market Risk Managers (MRM) to provide reports on present risk

● MRM’s will have a strong focus on the activities on the trading floors and work closely with traders to perform the complex risk analysis on business decision and mitigation of risk.

● Incremental Risk Charge (IRC) is an estimate of default and migration risk of securitized credit product in the trading book.

● Experienced in developing and reporting of Incremental Risk Charges to showcase the risk managers and front office traders based on the exposure to financial products, country and ratings

● Experienced in preparation of weekly official results and KPI with accuracy

● Monitoring and updating of rating for issuers

●Experienced in development of critical reports on top issuers of IRC

● Preparation of manual high Risk file & preparation of final reports of the bases of risk feeding in the High Risk file.

● RBI stress Testing report monthly

● Development of manual high-risk file & preparation of final reports of the bases of risk feeding in the high risk file

● Input validation of market value whose exposure difference is 100 MN EUR between two closures of business. Confirming the reason for huge variation and if disagreed rolling back the previous day exposure

● RWA regulatory reporting and reporting the results to Risk managers.

Achievements:

● Consistently ranked as a good performer in delivering efficient and effective deliverables

● Became a single point of contacts for project process and critical tasks

● Recognized by clients for developing KPI reports with 100% accuracy and producing the same on time

●Awarded with BPS Star Performer

● Worked closely with IT teams in developing Macro template for process improvement