Summary
Overview
Work History
Education
Skills
Websites
Functionskills
Personal Information
Languages
Accomplishments
Timeline
Generic

Rahul Sahu

Bengaluru

Summary

  • A qualified professional with experience of nearly 9 years with a very good understanding of financial products including derivatives, macro-economics, financial markets, Profit/loss statement and Balance sheet projection. Capability to make decisions quickly in a wide range of fields: risk management, technical and governance related.
  • Exposure of communicating with a various range of stakeholders including technical and non-technical staff and articulate complex ideas in a clear manner.
  • Stayed in London for facilitating the transition of Stress VAR Calibration(MAXSVaR) process to Bangalore, which helped GRA team in determining the prospective scenario window for group and regional level which is used for SVAR calculation.
  • Strong technical understanding of market risk calculation and counterparty risk calculation and aggregation.

Overview

9
9
years of professional experience

Work History

Senior Manager, Stress Testing Team

Standard Chartered Bank
Bengaluru
01.2024 - Current
  • Responsible for analyzing & reporting numbers generated from finance and risk models at Group and country level
  • Coordinating with different model owners in finalizing numbers and commentary
  • Preparing deck using the finalized numbers and commentary for senior management

Manager, Stress Testing Team

Standard Chartered Bank
Bengaluru
10.2022 - 12.2023

Manager, Stress Testing Team

HSBC
Bengaluru
12.2019 - 10.2022
  • Analyzing & reporting Market Risk (MR) Stress Test P&L in comparison with VaR & severity score for various stress scenarios
  • Monitoring credit profile of legal entities from Counterparty Credit Risk (CCR) perspective by tracking stressed current exposure, Limits, Utilization & Expected Loss for various stress scenarios
  • Analyzing Credit Contingent Market Risk (CCMR) - Sensitivity Movements across various asset classes (IR, FX & EQ)
  • Validating base MTM & perform Stress Tests for various scenarios with financial products such as ETDs, SFTs, OTCs & TRS to analyze the movement of MTMs under stress from CCR perspective
  • Working closely with various stakeholders for regulatory reporting for PRA & EBA
  • Validate & Modify Stress Test Models used for stressing SFTs & OTC Collaterals (Python)
  • Assisting various traded risk projects that help in optimization of data flow within systems & ease reporting process with innovative solutions
  • Establishing new process flows in accordance with model governance & policies of the organization
  • Performing Volcker reporting and analysis for different scenarios
  • Ensuring integrity of both BAU & regulatory stress testing results as well as provide relevant commentary and analysis
  • Forming a judgment on the appropriateness of exposure/positions vs
  • Risk appetite using stress results computed by numerous teams as well as identify and escalate concerns
  • Administering the MI preparation of different regions for IST and PRA exercise (reporting and validating the same in Cart/Moody's portal)
  • Guiding the Methodology Team to develop robust tools and infrastructure as well as document the methodology, results and basis of preparation of stress testing exercises
  • Providing directions so that stress testing is used appropriately by risk managers for decision making, vulnerabilities in the traded portfolio are well understood by senior management
  • Ensuring alignment of function with Global Operating Model as well as guide WMR on transformation projects providing requirement, assisting development and UAT testing
  • Developed tools for checking the accuracy of feeds, adjustments, and PnLs.

Asst. Manager

HSBC
Bengaluru
- 11.2019

Analyst

HSBC
Bengaluru
03.2016 - 08.2018

Associate

HSBC
Bengaluru
08.2015 - 03.2016

Education

Management Development Program on Financial Risk Management(FRM) -

IIM, Bangalore
01.2017

Post Graduate Diploma in Management -

Institute of Management and Information Science (IMIS, BBSR)
01.2015

B.Com. -

Municipal College, Rourkela (Odisha)
01.2013

Institute of Cost and Work Accountant of India Intermediate Level -

Cleared Group-1 &Group-2 Examination
01.2012

Skills

  • Market Risk/Traded Risk Analysis
  • Counterparty Credit Risk Analysis
  • Stress Testing
  • Profit/loss statement projection
  • Balance sheet projection
  • Tax projection
  • Reporting Analysis and Variation
  • MI Preparation
  • VAR Calibration
  • Scenario Analysis
  • Data Visualization/Modeling/Analysis
  • Project Management
  • Data Analytics

Websites

Functionskills

  • Market Risk/Trade Risk Analysis
  • Stress Testing
  • Financial Services
  • Reporting Analysis and Variation
  • MI Preparation
  • VAR Calibration
  • Market Study
  • Scenario Analysis
  • Counterparty Credit Risk
  • Data Visualization/Modeling/Analysis
  • Project Management

Personal Information

Date of Birth: 03/03/92

Languages

Hindi, English, Oriya

Accomplishments

  • Received HAWK Eye award for quarter Q1 2017

Timeline

Senior Manager, Stress Testing Team

Standard Chartered Bank
01.2024 - Current

Manager, Stress Testing Team

Standard Chartered Bank
10.2022 - 12.2023

Manager, Stress Testing Team

HSBC
12.2019 - 10.2022

Analyst

HSBC
03.2016 - 08.2018

Associate

HSBC
08.2015 - 03.2016

Asst. Manager

HSBC
- 11.2019

Management Development Program on Financial Risk Management(FRM) -

IIM, Bangalore

Post Graduate Diploma in Management -

Institute of Management and Information Science (IMIS, BBSR)

B.Com. -

Municipal College, Rourkela (Odisha)

Institute of Cost and Work Accountant of India Intermediate Level -

Cleared Group-1 &Group-2 Examination

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Rahul Sahu