Rohan Sahani
Navi Mumbai
Summary
Seasoned Risk Professional with over 13 years plus of experience in Market Risk, Regulatory Reporting and Project Management. Proven expertise in managing projects, enforcing governance and ensuring business and regulatory reporting requirements.
Overview
14
14
years of professional experience
Work History
Market Risk Manager (AVP)
Barclays Bank
Mumbai
07.2014 - Current
- Lead and drive Market Risk Strategy Projects - Developed and implemented the Internal Capital Adequacy Assessment Process (ICAAP) framework for Market Risk in co-ordination with London Team
- Responsible for handling the production process of Market Risk Pillar 2A number and Internal Capital Adequacy Assessment Process (ICAAP) write up document from Market Risk perspective submitted to the PRA
- Act as a liaison between London stakeholder, regional managers and contributing teams facilitating project management activities and achieving project objectives
- Prepare detailed reports and presentations for senior management on Market Risk Pillar 2 number on half-yearly and yearly basis
- Responsible for handling ad-hoc request and follow up queries on ICAAP process from PRA
- Preparation, Analysis of weekly, monthly and quarterly P&L reports for Markets and Banking division with detailed commentary presented to senior management
- Done with collaboration with various departments (Risk managers, Finance team) to gather and validate data
- Presenting findings and insights to senior management, highlighting trends and risks across asset classes
- Preparation of P&L variance analysis and financial forecast to track performance against budgets and targets
- Preparation and Analysis of Market Risk RNIV’s RWA numbers on monthly basis presented to Treasury/RMG stakeholders
- Collaboration with Risk managers and regulatory teams to ensure accurate reporting and compliance with Industry standards
- Stress testing activities – both internal and external (ex
- Bank of England) for Market Risk, in collaboration with the business unit heads, and prepared submissions for top management and regulators
- Preparation and Sign-off of Daily Regulatory and Management VaR report for extended London team
- To participate in the roll out of enhancements in risk systems, processes and data feeds as well as contributing to various tactical and strategic projects and initiatives, from Risk Reporting perspective
- Diversified role & responsibility across Market risk sub teams – Credit Time Series Migration Project, Issuer Risk Management team
- Led the successful migration from Credit Time Series BAU production process from Singapore to Mumbai in 2014 Taking responsibility for the quality of market data used in computation of exposure arising from market risk in Debt and CDS
- Responsible for Successful implementation of Credit TS on Automated platform- Project Veracity
- Providing inputs for historical VAR calculation by monitoring the risk calculations break downs due to insufficient or poor quality market data –monitoring trades that fail to risk using the ideal process
- Review and analysis of Issuer Risk based on MTM exposure and limits based on credit ratings and liaising with the Risk Managers, CREs and trading desks for monitoring and administration of risk limits and resolution of limit excesses
- Preparing Issuer Risk reports for senior management and Risk managers consisting of Mark-to-market exposure breakdown based on legal entity, desk and industry sector level, limit breaches
- Conducted Training programs for new joiners and extended team on systems, infrastructure and processes.
Sr. Officer - Risk Management Department
Bank of Bahrain and Kuwait
09.2010 - 07.2014
- Preparation and implementation of Asset Liability Management, Interest Rate Sensitivity and DSB reports for RBI
- Co-ordination with external consultants for successful implementation of ALM Software to ensure error proof and faster daily ALM preparation and presentation
- Liquidity Risk Management (Calculation of LCR and NSFR ratios on quarterly and Ad-hoc basis for RBI and Head office)
- Ensuring that the bank line limits are not breached on daily basis
- Daily SLR valuation report preparation and CRR monitoring
- Preparation of regulatory reports like Base Rate, SPFRT for RBI and Industry Concentration, Country Risk Report
- Co-ordination ALCO and RMC meetings of the bank and analyzing various reports required by management for the same
- Liaising and providing information to the Statutory, Internal & Head office Auditors.
Education
MBA - Finance and International Business
Amity University
01-2010
Bachelors - Commerce
Mumbai University
01-2007
Skills
- Market Risk Management
- Financial Product Knowledge
- Experience in Managing Senior Stakeholder across globe
- Multiple Regulatory Reporting and submissions
- Project Management Automation and Technology
- Controls and Audit Management
Additional information - Interests initiatives
- Successfully leading the Barclays Mumbai Corporate Cricket team since 2016.
- Running knowledge sharing sessions on Market Risk Pillar 2 cross Barclays including Treasury, Finance and Risk Managers.
- Part of the WIN initiative representing Market Risk Mumbai team.
Timeline
Market Risk Manager (AVP)
Barclays Bank
07.2014 - Current
Sr. Officer - Risk Management Department
Bank of Bahrain and Kuwait
09.2010 - 07.2014
MBA - Finance and International Business
Amity University
Bachelors - Commerce
Mumbai University
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