Summary
Overview
Work History
Education
Skills
Timeline
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Manikanta Valleti

Manikanta Valleti

Sr Risk Analyst

Summary

Carrying 7 years of experience in finance Industry, Relevantly 3.7 years of experience in Market risk analysis. Seeking a challenging position that utilizes my knowledge and experience in emergency management, business continuity and investment risk analysis.

Overview

7
7
years of professional experience

Work History

Sr. Risk Analyst (Market Risk)

CITCO Group Services India L.L.P
5 2023 - Current
  • Responsible for producing and analyzing Hedge-fund Risk Regulatory reporting like AIFMD and PQR
  • Responsible for analyzing portfolio risk metrics like Risk Exposures, H- VAR, VAR Contribution, Sensitivity Analysis (Greeks) and Stress Testing (Historical and Hypothetical) for the assigned reports
  • Responsible for validating Static and dynamic data for the instruments and applying the data from Bloomberg to the portfolio for OPERA transparency report
  • Fixing skewness in normal distribution curve of VAR model by verifying the P&L data of the portfolio
  • Performing scenario analysis (sensitivities and stress testing) for the risk report
  • Escalating the data errors and valuation errors to the respective teams
  • Collaborating with the front office on risk reporting to meet the clients expectations
  • Improving process efficiency by understanding the draw backs and flaws in the process and fixing the errors
  • Preparing risk events for marked errors finding root cause analysis and preventing them for the smooth process.

Specialist (Market Risk)

State Street HCL Services PVT LTD
11.2020 - 05.2023
  • Responsible for producing and analyzing the daily, weekly and monthly global rec risk reports and performing VAR analytics of HVAR and PVAR
  • Responsible for performing security validation, P&L validation and checking VAR simulation errors
  • Responsible for performing historical stress testing and hypothetical stress testing
  • Performing UAT testing of monthly and quarterly risk reports for the improvement of quality process
  • Validating and checking risk metrics like Expected shortfall, H-VAR, P-VAR, B – Coff, stress numbers at instrument level and portfolio level
  • Identifying the pricing issues by validating against Bloomberg and OTC hub and raising with market data team for smooth flow of the process.

NAV Analyst

Franklin Templeton international Services (India) P. Ltd
10.2019 - 07.2020
  • Responsible for producing and analyzing daily NAV reports of OEIC , SICAV and CAD funds
  • Validating cap activity, securities, pricing and performing NAV analysis
  • Responsible for producing Monthly-END NAV packs for OEIC, SICAV and CAD funds
  • Responsible for producing and analyzing Mortgage dollar roll reports.

Sr. Process Associate

Acumen Cybersoft India Pvt ltd
02.2017 - 07.2019
  • Responsible for daily producing procurement to pay reports
  • Responsible for handling CRM tickets and answering client queries
  • Responsible for analyzing all the payment entries.

Education

Intermediate -

Master Minds
Guntur, India
01.2009 - 2011.04

Master of Business Administration (Finance) - Finance

Acharya Nagarjuna University
01.2014 - 2016.04

B.com (Computers) -

Acharya Nagarjuna University
01.2011 - 2014.04

Skills

Advanced Excel

Python

Numpy

Pandas

Matplotlib

Power BI ( Building dashboards)

Timeline

Specialist (Market Risk)

State Street HCL Services PVT LTD
11.2020 - 05.2023

NAV Analyst

Franklin Templeton international Services (India) P. Ltd
10.2019 - 07.2020

Sr. Process Associate

Acumen Cybersoft India Pvt ltd
02.2017 - 07.2019

Master of Business Administration (Finance) - Finance

Acharya Nagarjuna University
01.2014 - 2016.04

B.com (Computers) -

Acharya Nagarjuna University
01.2011 - 2014.04

Intermediate -

Master Minds
01.2009 - 2011.04

Sr. Risk Analyst (Market Risk)

CITCO Group Services India L.L.P
5 2023 - Current

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Manikanta ValletiSr Risk Analyst