Sangram Swar

• Responsible for producing, analyzing and presenting IRRBB metrics such as – AEaR, EVE, Gap Risk and Basis Risk for internal as well as regulatory reporting (FSA017, STDF and SOT).
• Conducting in-depth analysis of IRRBB metrics to identify trends, potential risk exposures, and areas for optimization.
• Running QRM model and performing key controls around the same.
• Working with the modelling team to ensure that all products are modelled correctly in QRM and that risk metrics such as AEaR and EVE are calculated correctly.
• Providing IRRBB insights and analysis on an ad-hoc basis to enable the assessment of potential transactions and their impact including representing ALM to Treasury Senior Management on such matters.

• Legal Entity Controller of an entity as part of which ensuring the timeliness, correctness and completeness of accounts.
• Pooling, allocation and monthly recharges of costs to ensure adherence to the transfer pricing requirements and performing accounting and settlement of the same.
• Preparation of MIS reports and reconciliation statements as well as undertaking analysis for key indicators to assist in managerial decisions.
• Liaising with the auditors for ensuring a timely and effective audit.

Statutory, Internal and Tax Audits of various clients