Parag Pise
MUMBAI1
Summary
Growth-focused and dynamic market risk manager with two years of hands-on experience in the capital market, and a keen analytical mindset. With a Master's in Finance from JBIMS and a CFA Level 2 candidacy, I utilize my strong skills in financial analysis and modeling, market risk management, and macroeconomic analysis to drive results. Dedicated to continuous improvement and impactful decision-making within the financial services sector.
Overview
3
3
years of professional experience
1
1
Certification
Work History
Senior Manager in Corporate Risk Management
ICICI SECURITIES
06.2023 - Current
- Performed valuation of treasury investment in instruments like Government Securities, Corporate Bonds, Commercial papers, Treasury Bills, Interest rate futures & options, Mutual funds, Currency derivatives
- Calculated various key risk indicators like VaR, PV01, Modified Duration, Probable Loss, Stop loss limits, & prepared a dashboard for presentation in Risk Management Committee & refined the same
- Performed stress testing and calculated risk-weighted assets for internal capital adequacy assessment process (ICAAP), Interest rate risk in banking book (IRRBB), Expected credit loss (ECL), Asset Liability committee
- Learned basics of enterprise market risk for brokerage business, underwriting commitment, Proprietary book and front office Institutional dealers and drafted policies for the same based on internal requirements
- Drafted risk management policies for RMC, ALCO, and Board approval and presented KRI to committees
Intern in the Treasury & Investor Relations
IndiaMART Ltd.
Noida
04.2022 - 05.2022
- Performed risk analysis to deploy and execute transactions across different debt instruments, like Government Securities, Corporate Bonds, Certificates of Deposit, and Treasury Bills, to maximize the portfolio yield.
- Performed macroeconomic analysis to analyze various factors affecting the yield curve and its trend.
- Developed an Excel calculator and dashboard for bonds to automate the weekly treasury position report generation, with investment details, along with Yield to Maturity (YTM), Year to Date (YTD), and Macaulay Duration.n
- Liaised with five cross-functional teams and performed peer benchmarking to provide inputs for the ESG report.
Education
Masters in Finance -
Jamnalal Bajaj Institute of Management (JBIMS)
Mumbai05-2023
B.E. - Computer Engineering
SKNCOE
Pune06-2017
Skills
- Financial analysis and modeling
- Treasury Management
- Market risk
- Credit risk
- Python
- Fixed Income Investing
- Equity derivatives
- Attention to detail
- MS Office
- Business Writing
Certification
- Chartered Financial Analyst (CFA) Level 2 Candidate
- Python and Statistics for Financial Analysis
- NISM Equity Derivatives and Risk Management
- Fundamentals of Credit, ESG Fundamentals, Corporate Finance Fundamentals, FX Fundamentals, and Fundamental Concepts of Accounting - CFI
- Credit analysis - Finshiksha with AIR 7 in the Learning Championship
Projects
▪ Assessed the Indian Real Estate industry –size, growth rate, constituent segments, key trends, growth drivers, cost drivers, key risks, major players, applied Porter’s five forces, future prospects, and recent developments
▪ Performed peer benchmarking by analyzing financials of top four companies and analyzed key financial ratios of the these companies
Timeline
Senior Manager in Corporate Risk Management
ICICI SECURITIES
06.2023 - Current
Intern in the Treasury & Investor Relations
IndiaMART Ltd.
04.2022 - 05.2022
Masters in Finance -
Jamnalal Bajaj Institute of Management (JBIMS)
B.E. - Computer Engineering
SKNCOE
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