Experienced in Basel 2.5 & FRTB regulatory risk calculations and reporting such as VaR, ES, RWA, IRC, SBA, DRC, RNIV etc .
Experienced with risk systems and Market & Credit risks management.
Hands on experience with complex & multi-sources data.
Technical experience in Java, SQL, Unix (basic),
Experienced with AWS Cloud & Tableau.
Experienced ITIL service/change management framework under ITSM.
Overview
15
years of professional experience
1
Certification
Work History
Canada Pension Plan Investment Board
Senior Business Analyst
01.2022 - Current
Job overview
Interacted with internal customers to understand business needs and translate into requirements and project scope.
Synthesized current business intelligence data to produce reports and polished presentations, highlighting findings and recommending changes
Guided teams and refined Agile techniques throughout journey and evolution of delivery cycles, establishing documentation framework to support Agile methodology implementation with Waterfall-centric delivery team.
Streamlined techniques to support agile methodology implementations.
Supported leadership team with reporting, analysis and business presentations to inform divisional strategies.
Executed analysis of market risks functions such as such as VAR, Liquidity Risk, Stress etc.
Supporting daily business views for Credit risk and Counter-party Rating Analysis.
Derived conceptual design from business objectives to deliver new Limit framework for Risk Limit Monitoring & Reporting on AWS Cloud platform.
Collaborated with internal business partner to enhance Investment Risk Dashboard in Tableau.
Supporting Oracle DB migration to Athena ( Serverless ).
Nomura Services India Pvt Ltd
Principal Business Analyst
08.2017 - 01.2022
Job overview
Worked with Change Team to convert business requirements into IT user stories in JIRA,
BRD/FRD documentation on confluence & MS-Word.
Supported B2.5 migration requirements for VaR, IRC, Inventory, CRM, Counterparty Risk.
Handled FRTB -SA regulatory capital calculation requirements for the components such as SBA, DRC & RNIV.
Designed Liquidity horizon implementation framework for FRTB - IMA model.
Involved in development of PLA test approach & design.
Interacted with Risk methodology group to understand the valuation strategy & Expected regulatory capital.
Engaged with MRMO for data quality and Adjustment for day to day capital sign-off on each book/Node.
Designed Use Cases for developers and Testing strategy document for testers.
Participated in User Acceptance Testing, Release co-ordination and post production deployment testing.
Involved on daily set of activities such as investigation and analysis of data, feed, model input-output issues, risk limit exceptions, data integrity and other issues.
Accenture
Business&Integration Arch Associate Manager
06.2017 - 08.2017
Job overview
Participated in Requirement Gathering meetings with business users
Performed on pre-sales activities like SoW, Impact &Effort estimations
Credit Suisse
Senior Analyst
06.2016 - 05.2017
Job overview
Worked under RFDAR (Risk and Finance Data Reporting and Analytics) function.
Derived the Process for regulatory reports for data collation, analysis & report preparation that includes Credit Suisse BCBS-239 Regulatory Compliance reporting
Supported Performance and SLA Metric Data collection, validation and calculation from different Credit-Suisse functions such as Data Governance, Production, Reporting Analysis and Scenarios and Impact.
Investigated and addressed system issues to enhance usability and improve functionality.
Delivered in-depth process automation, imparting knowledge of best practices for protecting data and minimizing errors.
Infosys Technology
Technology Lead
11.2007 - 04.2016
Job overview
Consulted and Led projects to deploy business processes and promote Continuous Service Improvement.
Liaise with upstream data providers, feeds analysts, business and various teams to investigate impacts.
Provided cross-functional training to team members on various internal and vendor products.
Defect free delivery planning, User Acceptance testing and Production verification testing.
Test Strategy formation and Test case automation using Coded UI, Sahi (Web automation)tools.
I.T Consultant | Systems Analyst at Investment Management Corporation of OntarioI.T Consultant | Systems Analyst at Investment Management Corporation of Ontario
Director- Medical Review and Network services at Motion Picture Industry Pension and Health PlanDirector- Medical Review and Network services at Motion Picture Industry Pension and Health Plan