Pankaj Kedia

Driving automations and transformation initiatives in the existing processes and strategic changes to the legacy systems. As the team lead for Europe division, continuously working with FO, ITEC and Onshore on the setup and requirement of system and accounting. Reviewing data testing and validation (Pnl & P&L attribution). Continuously monitoring and testing of the risk based Pnl attribution move and providing commentary.

FRTB - Market Risk:

• Sound knowledge on Standardized and IMA approaches
• Performing Desk eligibility (Back Testing, PL Attribution Test)
• Good understanding of the Market risk processes like VaR, SVar & Expected shortfall which are required for calculating regulatory capital requirements

ETF Desk Setup & Migration Project:

Part of ETF desk and process transition from US. Where I have continuously Worked with FO, ITEC and Onshore on the setup and requirement. Performed data testing and validation (P&l & Attribution). Successfully implemented the process and workflow single handedly.

Product Control - Fixed Income, Forex and Commodities:

• Responsible for production of Daily P&L on t+1 basis for AMER region and Emerging markets
• Strong understanding of valuation of Bonds, Futures and OTC derivatives like Options, Swap & Forward
• Review P&L attribution and adjust discrepancies while providing commentary
• Migrated P&L processes from Paris and NY regions to Bangalore location
• Managing daily and existing adjustments and ensure all daily and existing breaks are followed up and resolved
• Participate in discussions with onshore controllers and FO on risk positions and P&L

• Part of Product control Team for the FI Credit Desk transitioned from South Africa to Chennai (supporting EMEA region) as per of Phase 2 of Location strategy.
• Successfully managed to induct efficiency in the transitioned process by- improving the SLA’s of major activities Like P&L delivery time & FOBO resolution by 50% after transition.
• Working with Risk/ Valuations Function to validate daily Trading activity & Risk based P&L attribution and present the same to the Trading Desk along with FO control checks like Missing, Manual & Arb prices as well as day 1 P&L controls viz, Initial Unconfirmed Revenue & Pre-Trade Approval provisions
• Collaborating with Financial Control team for Balance Sheet analysis via SAP
• Reviewing & presenting weekly & monthly adjustment review packs and Price testing for Funds business
• Preparing reconciliations to felicitate sign off of sub ledger accounts in a system called INFORM

• Undertook audit planning, risk assessment, audit documentation & execution
• Ensuring completeness, accuracy, timeliness in revenue recognition process
• Preparation of Notes to Accounts as per IGAAP and IFRS
• Quarterly audit closure and consolidation activities including lease accounting, Derivative,
• Investment, Borrowings, Fixed asset and Cash and bank
• Major clients handled - Honeywell International Inc, SSM Health Care & Pep Boys