Sanjaya M S

• Risk Validation: GFX Sensi-based, and Full Revaluation.

Checking the completeness of trades, analysing the key sensitivities, validating that the risk numbers are in line, and providing rationale on risk moves.

• Hierarchy Management.

Managing market risk hierarchies, ensuring accurate desk and book mappings, and coordinating quarterly UBR changes and the generation of multiple. reconciliation reports to ensure hierarchy alignment across risk systems.

• Central Reporting.

Initiation of Market Data scenario impact calculation, generation of the risk class reports to analyse the impact of the new market data, and investigation of large moves.

Generation and timely delivery of the Daily Market Risk Report to the Management Board and finalisation of the RDA&RR Dashboard.

Generation of the HGB Report required under German GAAP and IFRS Accounting and ICAAP report publication to report VAR and Sensitiives values for APAC and Non-APAC subsidiaries.

• Generation of Value at Risk numbers based on sensitivities and generated critical reports for VaR/SVaR/EC/PST and generation of Risk Class reports for all Asset Classes in DB Group, subsidiaries, and specific locations.
• Geneation of weekly impact reports based on new scenarios for VaR and SVaR.
• Calculated and reported Risk Weighted Assets numbers daily and monthly.
• Analyzed effects of Business Hierarchy changes on VaR metrics within DB Group.
• Onboarded and stabilized CVA process with ongoing monthly KPI reporting involvement.
• Supported Historical Simulation process by building extensive time series data.

• Performing KYC checks of the client’s data and analyzing the data as per Compliance perspective and understanding the client's risk rating as per AML policies and procedures.
• Conduct review of the existing clients within the database to ensure that their documentation is kept up-to-date.
• Review client documents and ensure conformity to KYC and AML standards.
• Validate the customer’s business purpose and legitimacy and analyze any transactions that appear unusual based on the customer’s profile.
• Assist with the User Acceptance Testing (UAT) of newly developed monitoring application.

• Analyzing (global transaction bank) GTB transactions to identify potential suspicious activity, including money laundering and terrorist financing using internal and external data asoftwares.
• Manage risk-based monitoring for unusual activity, including: detection, investigation, suspicious reporting to law enforcement agencies, documenting the file with supporting documents, deciding either to close the account or continue monitoring.
• Review the Employee's trade request and verify for adherence with the Bank's trading policies.
• Conduct daily surveillance of Proprietary, Customer and Employee's trading activities to ensure compliance with the Firm's Watch & Restricted Lists, and Insider Trading policies.
• Perform research and investigations to identify the reason for potential violations and Liaise with the Control Room policies and procedures.

• Account Analysis, Expense Analysis and Unbilled analysis, Analysis of Statement of work of the projects based on resource engagement and hours booked on the respective project.
• Auditing of the Ernst & Young Employees’ Expense Reports.