Shilpy Sahay
Bengaluru
Summary
Dynamic finance professional with extensive experience of 10 years in investment banking, product control, valuation control, and change management. Possessing an in-depth understanding of various products such as Fixed Income, Equities, Derivatives, Swaps, Forwards, Futures, and Options. Also have a proven track record in client interaction, gathering requirements, and the preparation of BRDs and FSDs.
Overview
10
10
years of professional experience
Work History
Senior Business Analyst
Luxoft India
Bengaluru
07.2025 - Current
- Worked as a BA for the Product Balance Sheet mapping in the Liquidity domain, along with the Treasury, EPM, and Tableau teams.
- Supported Liquidity Coverage Ratio (LCR) mapping to the new format of the balance sheet, and designing for the new Tableau report.
Manager
PWC India
Bengaluru
04.2024 - 06.2025
- Responsible for performing risk data transformations in compliance with BCBS and regulatory guidelines.
- Good understanding of data flow from upstream to downstream consumption for various reporting.
- Capturing detailed requirements in the JIRA tool and being involved in effective sprint planning.
- Supporting change project initiatives and conducting User Acceptance Testing for migrations to new systems.
- Worked on the implementation of setting a new accounting rule engine for fixed-income products for change management.
- Good interpersonal and stakeholder management skills, with practical knowledge of Agile methodology.
- Liaise with front office business, upstream data providers, and IT teams to highlight issues and request strategic amendments in data feeds or system logic.
- Actively engaging in various business development activities, conducting interviews, training sessions, and mock assessments for potential candidates.
Lead Expert
Societe Generale
Bengaluru
02.2022 - 03.2024
- Mapping business requirements and developing and implementing processes in line with guidelines, ensuring the removal of less logical procedures in processes, thereby reducing processing time.
- Supporting change project initiatives and conducting user acceptance testing for enhancements to current systems or migrations to new systems.
- Worked on the INFOFI coordination project for all the products by liaising with various teams, such as IT, GL, Valuation, and Reporting, from the inception of data inputs until the time it is sent to the application 'Figaro' for publishing in financial statements.
- To provide balance sheet control and commentary, month-end adjustments, and balance sheet substantiation.
- To create BRD for business change requests as per BCBS 239 guidelines by gathering requirements and inputs from various stakeholders for allocated projects.
Assistant Manager
HSBC Bank
Gurgaon
12.2016 - 01.2022
- Preparation and validation of daily FO-BO-GL reconciliations for products like emerging market swaps, bonds, etc.
- Performing cash contra reconciliation and posting the journals on a daily and monthly basis to keep the cash control balances at the minimum level.
- Investigating and resolving breaks through close coordination and liaison with the front office, middle office, and back office to rectify breaks in P&L and any cash or MTM breaks.
- Analyzing and reporting daily P&L to the front office, with a detailed analysis of revenue drivers and risk positions versus daily market moves.
- Understanding the differences caused by dropouts and deficiencies of various systems, and ensuring that these deficiencies are resolved, thus reducing the number of manual adjustments.
Management Trainee
Genpact India Pvt Ltd
Greater Noida
06.2015 - 11.2016
- Daily and monthly accounting of corporate debt products as per U.S. GAAP.
- Preparation of FAS 133 reconciliation for all derivative products at the month-end. FAS 133 reconciliation houses MTM valuation of all derivative portfolios.
- Journal entries are booked to the Regulatory Ledger based on maturity, re-pricing, and weighted average life of securities for the call report and delinquency schedule for regulators.
- Preparation of reconciliation templates according to the type of hedges (Short Cut/Long Haul).
Education
Executive Certificate Program - Financial Risk Management
IIM Vizag
12-2024
Chartered Accountant -
Institute of Chartered Accountant of India
01-2015
Skills
- Capital market products
- Change management practices
- Project management
- Stakeholder management
- Trading and accounting life cycle
- Jira management
- SQL
- Agile
- Business analysis and testing
Languages
English
First Language
Timeline
Senior Business Analyst
Luxoft India
07.2025 - Current
Manager
PWC India
04.2024 - 06.2025
Lead Expert
Societe Generale
02.2022 - 03.2024
Assistant Manager
HSBC Bank
12.2016 - 01.2022
Management Trainee
Genpact India Pvt Ltd
06.2015 - 11.2016
Executive Certificate Program - Financial Risk Management
IIM Vizag
Chartered Accountant -
Institute of Chartered Accountant of India