SATISH S

· Generate, Verify and Sign off VaR report which includes 95% Confidence VaR, Historical VaR, Conditional VaR, Marginal Value at risk, Incremental value at risk, Realized Value at Risk, Diversification Score, Delta Exposure, Pnl Validation, Option greeks, Stress Testing, Sensitivity and Correlation Analysis

· Validate VaR, Portfolio Delta, Volatility, DTD, Skewness, option Greeks

· Perform Factor analysis, Strategy based risk reduction potential, Attribution analysis

· Undertook periodic Data review, model performance, accuracy, sensitivity analysis, back testing, Limit Testing using risk metrics.

· Create Documentation for Business Process and Data flow

· Build, Modify Reports using VBA, Python, R and SQL in Spotfire Dashboard

· Risk Analytics (VAR, Stress Testing, Sensitivity and Correlation Analysis)

· Performance Attribution, Portfolio Surveillance and Compliance Reports

· Financial Modeling of Equity, Fixed Income, Derivatives

· Calculation of Margin Requirement, Brokerage for Managed Accounts

· Validate Risk Exposure, Quantitative Strategies and PNL

· Exposed to various types of Hedge Funds

· Handling End to End process of all the corporate settlements

· Facilitating cancellations and early utilizations of deals.

· Generation of deal maturing reports, PSGL forward cash flow.

· Reconciliation of T+1 trades and Failed Trades

· Created RFP and BRD for STP automation

· Designing, Maintenance of Assyst Bullmer machine and INA hanger system

· Change CNC program code for new work order

· Change CNC program code for New work Orders

· Assist in Repair and Maintenance

· Learnt basics of C, C++, SQL, DBMS, CICS, COBOL