Sourabh Roy
Bengaluru
Summary
CCR professional with ~5 years experience in evaluating counterparty exposures, optimizing risk frameworks and partnering with trading, risk & IT teams to support effective risk management.
Overview
6
6
years of professional experience
Work History
Expert
Societe Generale Global Solution Centre
Bengaluru
05.2021 - Current
- Monitored, produced, and certified economic metrics such as CVAR, delivery risk, and country risk.
- Partnered with sales, traders, and RISQ teams to enhance processes and methodologies for exposure calculations.
- Managed the offshoring process of CCR reports from Asian and Paris locations to BGL, ensuring accurate transition.
- Active participation in the migration of risk engine spanning multiple asset classes.
- Identified and reported DQ issues while collaborating with technical teams to develop actionable plans.
- Documented and shared knowledge with BGL team on new stress test setup.
Intern
JP Morgan Chase
Bengaluru
04.2020 - 06.2020
- Conducted internal report analyzing non-performing assets of bank, developing remediation plan to address identified issues.
- Analyzed bank financials for FR Y-9C reporting, ensuring compliance with Dodd-Frank Act regulations.
Education
PGDM - Finance
Great Lakes Institute of Management
Chennai, India05-2021
B.COM - BFSI
Ahmedabad University
Ahmedabad, India05-2019
Skills
- SQL
- Python
- Microsoft Excel
- Economic metrics
- Data analysis
- Stress testing
Affiliations
Karma Yoga Initiative - GLIM
Accomplishments
Received multiple spot awards, operational & behavioural - SG GSC
Timeline
Expert
Societe Generale Global Solution Centre
05.2021 - Current
Intern
JP Morgan Chase
04.2020 - 06.2020
PGDM - Finance
Great Lakes Institute of Management
B.COM - BFSI
Ahmedabad University