Siddhartha Solanki

Led migration efforts of Time-series operations within the Market Risk Department from onshore to India, playing a pivotal role in every step of the process.

Established and trained the team in India, while also providing training to new hires globally.

Successfully completed long-standing projects within the vertical, contributing to overall departmental efficiency and effectiveness

Handling Market Data, relating to its Capture, Processing, Maintenance and Distribution.

Ensuring new risk factors are captured in VaR/SVaR calculations in timely manner by mapping risk to appropriate Market Data.

Regular review of RNIV methodology and implementation, to capitalize uncaptured Risk from un-mapped Risk Factors

Analyzed position level data for various Hedge Fund Portfolios to provide Risk Analytics including Day on Day Change Reports.

Used Bloomberg Valuation for various Asset Classes, along with providing VaR Back-Testing Reports.

Study of change in DV01/FX01/CS01 and analyzing root cause.

Study of P/L changes of each portfolio in different scenarios like Credit seize 2008 with Detailed analysis of major contributors at security level.