Shreya Roy
Summary
Financial Risk Analyst with expertise in market risk reporting, risk-weighted assets analysis, and financial risk management. Adept at data analytics, process optimization, and regulatory reporting, with a strong background in banking and financial services.
Overview
4
4
years of professional experience
1
1
Certification
Work History
Financial Risk Analyst
Swiss Re
09.2022 - Current
- Ensured data integrity and maintained high-quality datasets for accurate analysis, reducing operational and data-related risks
- Analyzing and providing commentary on market movements affecting Value at Risk (VaR) and stress testing
- Conducting risk assessments for business continuity planning, identifying vulnerabilities, and recommending mitigation strategies
- Producing accurate and timely market risk reports to aid senior management decision-making
- Extending end-user applications by incorporating granular data and advanced data visualizations
- Analyzing and reporting derivative movements within the company portfolio
- Documenting market risk calculations to enhance the organization's risk framework
- Developed R-based tools to enhance risk monitoring and optimize mitigation strategies, improving Business-As-Usual (BAU) processes
Assistant Manager – Market Risk
HSBC
05.2021 - 09.2022
- Managed daily reporting of Value at Risk (VaR) and Stressed Value at Risk (SVaR)
- Independently owned and improved SVaR reporting, including trend and week-on-week analysis
- Resolved ad-hoc impact analysis queries for senior stakeholders on material risk changes
- Delivered flash reports on Risk Weighted Assets (RWA) and capital status
- Reduced control EUAs from 9 to 5 while enhancing efficiency and reporting quality
- Developed an end-user application to provide an in-depth breakdown of SVaR across regions, legal entities, desks, portfolios, and books
- Monitored and reported De-peg risk numbers, investigating and resolving data validation exceptions
- Created efficient risk management reports for monthly risk management committees
- Documented desk-level manuals for independently managed processes
Education
Post Graduate Diploma - Banking & Financial Services
National Institute of Bank Management
Pune05-2021
B.Tech. - Electronics and Communication Engineering
University of Engineering And Management
Kolkata03-2019
Skills
- Market Risk Analysis and Reporting
- Value at Risk (VaR) and Stressed VaR (SVaR)
- Risk-Weighted Assets (RWA) Analysis
- Financial Data Analytics and Visualization
- Business Continuity Planning
- Risk Mitigation Strategies
- Intermediate R Programming
- MS Office Suite (Excel, PowerPoint, Word)
- Effective communication
- Attention to Detail
- Process Optimization and Innovation
Certification
GARP – FRM Part 1 (Financial Risk Management), Appearing for FRM Part 2 in August 2025.
Additional Information
Strong analytical skills with experience in financial risk modeling and quantitative analysis. Proven track record of improving reporting efficiency and optimizing risk management processes.
Timeline
Financial Risk Analyst
Swiss Re
09.2022 - Current
Assistant Manager – Market Risk
HSBC
05.2021 - 09.2022
Post Graduate Diploma - Banking & Financial Services
National Institute of Bank Management
B.Tech. - Electronics and Communication Engineering
University of Engineering And Management
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