Sreedev P K
Thrissur,Kerala
Summary
Chief Manager & Head – ALM, Market Risk & Mid-Office leading market risk, asset-liability management, and treasury mid-office control for a bank risk function. Directs VaR, Modified Duration, PV01, liquidity monitoring, and regulatory submissions to RBI and the Board committee, while advancing automation with Excel/VBA, Access SQL, and SAS. Holds FRM certification and links risk analysis to daily treasury governance.
Overview
2
2
Certifications
19
19
years of professional experience
Work History
Chief Manager & Head – ALM, Market Risk & Mid- Office
ESAF Small Finance Bank
08.2019 - Current
- Working as Head - Market Risk Division in the Risk Management Department of the Bank. Reporting to the Chief Risk Officer of the Bank. Responsible for the management of the Bank’s overall Market Risk including but not limited to the following:
- Responsible for the Bank’s Treasury Mid-Office activities Handling the daily and periodic monitoring of treasury transactions, setting-up and review of various treasury limits and computation of risk parameters as against the limits including but not limited to VaR (Value at Risk), Modified Duration, PV01 etc.
- Prepared and submitted regulatory reports to RBI and other critical reports for Risk Management Committee of the Board, including LCR (Liquidity Coverage Ratio), NSFR (Net Stable Funding Ratio), IRS (Interest Rate Sensitivity Statement), SLS (Structural Liquidity Statement), Risk Appetite Statement and Tolerance Limits, and Stress Testing of various risks, ensuring compliance and informed decision-making.
- Responsible for convening monthly Asset Liability Committee meetings for the Bank during which critical reports and analysis pertaining to Interest Rate Pricing, Market Risk, ALM position, Liquidity Risk and position, Interest Rate Risk and other critical agendas.
- Convened monthly Asset Liability Committee meetings, presenting critical reports and analyses on Interest Rate Pricing, Market Risk, ALM position, and Liquidity Risk, facilitating strategic discussions and decision-making.
- Improved process efficiency by automating reporting and monitoring tasks, transforming monthly reports to daily reports for LCR and SLS.
- Position : Chief Manager & Head – ALM, Market Risk & Mid- Office
- Role Description :
Assistant Manager – Regulatory RWA Reporting
HSBC Private Limited
03.2018 - 08.2019
- Analyzed and validated Credit Risk RWAs across HSBC's global operations in 165 countries, ensuring accuracy and compliance with regulatory standards. Currently handling for few European countries such as Italy, Malta, Germany etc.
- Preparation and generation of Quarterly regulatory COREP reports to be submitted on a quarterly basis to Bank of England.
- Checked and rectified data quality issues, including unexpected RWA values and incorrect Credit Risk Ratings, through continuous communication with in-country stakeholders such as Country Risk Officers and CFOs.
- Preparation of STDF (Stress Test Data Framework) Report, a quarterly regulatory report submitted on quarterly basis to Bank of England (PRA). Responsible for preparation of this report for the Wholesale Banking Department of the Bank which is used by the Regulator for their Stress Testing. Parameters such as RWA, EAD are used to report the exposures in the report.
- Prepared STDF (Stress Test Data Framework) Report for Wholesale Banking Department, submitted quarterly to Bank of England (PRA) for regulatory stress testing compliance. Parameters such as RWA, EAD are used to report the exposures in the report.
- Duration : March, 2018 – August, 2019
- Position : Assistant Manager – Regulatory RWA Reporting
- Role Description :
Associate Manager – Credit Risk Reporting
Standard Chartered Bank Global Business Services
05.2013 - 01.2018
- Working in the post of Associate Manager in Credit Risk Reporting in the Wholesale Banking Department of the Bank. Responsibilities include:
- Prepared and analyzed Internal Credit Risk Reports for all countries, sub-regions, and regions monthly for the Wholesale Banking Sector.
- Developed STDF (Stress Test Data Framework) Reports quarterly for submission to Bank of England (PRA) for regulatory stress testing, detailing exposures based on RWA and EAD. Utilized Reporting Application Axiom to create two templates for Wholesale Banking Credit Risk and Structured Finance, formatted in Excel and visualized in Tableau.
- Compiled FINREP (Financial Reporting) quarterly for submission to Bank of England, focused on Past Due and Forbearance Data, utilizing Microsoft Excel and Access with macros for efficient report generation.
- 3.) Organisation : Standard Chartered Bank Global Business Services
- Location : Chennai, India
- Duration : May, 2013 – Jan, 2018
- Position : Associate Manager – Credit Risk Reporting
- Role Description :
Wealth Manager
ICICI Bank Ltd
04.2012 - 04.2013
- Analyzed wealth of high net worth clients to inform tailored investment strategies.
- Investment Advisory for the client according to risk appetite and financial goals of the client keeping in mind the current economic and financial market
- Monitored client portfolios continuously, providing ongoing advisory to optimize performance.
- Investment products include Mutual Funds, Insurance, structured products, portfolio management service, fixed maturity plans etc.
- Cultivated long-term relationships with clients to enhance trust and loyalty.
- Duration : April, 2012 – April 2013
- Position : Wealth Manager
- Role Description :
Internship Trainee (As part of MBA-Finance)
Bank of India
02.2011 - 05.2011
- Worked in the department of Credit Appraisal. Responsibilities included:
- Executed comprehensive appraisals of corporate clients applying for business loans, assessing financial viability and creditworthiness.
- Detailed financial analysis, business analysis and market analysis for all clients approaching for credit.
- Conducted in-depth financial, business, and market analyses for clients seeking credit, informing risk assessment and lending decisions.
- 5.) Organisation : Bank of India
- Location : Bangalore, India
- Duration : February, 2011 – May, 2011
- Position : Internship Trainee (As part of MBA-Finance)
- Role Description :
Marketing Engineer
Innovative Trading W.L.L
12.2008 - 10.2009
- Conducted online and manual bidding for goods and services, ensuring competitive offers.
- Negotiated with suppliers to secure optimal prices and quotes for procurement.
- Managed end-to-end pricing of goods and services for bid submissions.
- Delivery of the goods and services to the clients on procuring the order
- Clients were oil companies in Kuwait which included Kuwait Oil Company, Kuwait National Petroleum Company, Petrochemical Industries Company.
- Resigned from the company due to recession and returned back to India to pursue post-graduation in Business Administration from IBS, Hyderabad.
- Duration : December, 2008 – October, 2009
- Position : Marketing Engineer
- Role Description :
Software Engineer
IBS Software Services Private Limited
07.2007 - 11.2008
- Worked in Java coding and testing of a passenger airline management system known as aiRes. Responsibilities included
- Resolved errors in flagship product, aiRes, utilizing Eclipse to enhance software reliability.
- Maintenance of backup servers of airline reservation system, aiRes at client location remotely through VPN network. Maintenance of Oracle database for the system through basic commands.
- Developed various maintenance tools in Java to streamline operations and support system functionality.
- 7.) Organisation : IBS Software Services Private Limited
- Location : Trivandrum, India
- Duration : July, 2007 – November, 2008
- Position : Software Engineer
- Role Description :
Education
Masters in Business Administration - Finance
IBS
Hyderabad, India01-2012
Bachelor of Engineering - Electrical & Electronics
Amrita Deemed University
India01-2007
Skills
Microsoft Excel & Macros
Microsoft Access
SQL
Certified FRM
Financial risk analysis
Regulatory reporting
Asset-liability management
Liquidity risk monitoring
Treasury limit monitoring
Risk reporting automation
Market risk modeling
Risk model validation
Accomplishments
- FRM Certified from GARP.
- JAIIB Certified from IIBF.
Certification
FRM Certified from GARP.
Extracurricular Activities:
Have won prizes at the Singing Competitions conducted as part of yearly competitions held at Standard Chartered Bank. Performing member of “Samavesh”, the official cultural club of IBS, Hyderabad. Lead singer in “Diatribe” which was the official music band of IBS, Hyderabad. Part of the College Volleyball Team. Won prizes in vocal and instrumental music in the intra-college competitions Served as the Coordinator for the Music Club of Amrita Institute of Technology. Main responsibility included conducting live musical Programmes periodically. Have won prizes at the Singing Competitions conducted as part of yearly competitions held at Standard Chartered Bank. Performing member of “Samavesh”, the official cultural club of IBS, Hyderabad. Lead singer in “Diatribe” which was the official music band of IBS, Hyderabad. Part of the College Volleyball Team. Won prizes in vocal and instrumental music in the intra-college competitions Served as the Coordinator for the Music Club of Amrita Institute of Technology. Main responsibility included conducting live musical Programmes periodically.
Achievements
Received Skilled Analyst Award from the Chief Risk Officer for 2021-22 for effective implementation of Market Risk Analysis in the Bank, Obtained Certificate of Excellence Award from Standard Chartered Bank (Individual Business Champ Award) for outstanding contribution to Banking Business in Q1-2016, Obtained ‘A’ grade on completion of Summer Internship at Bank of India, Bangalore in Credit Appraisal., Obtained merit scholarships amounting to Rs.345000 during MBA course at IBS, Hyderabad.
Timeline
Chief Manager & Head – ALM, Market Risk & Mid- Office
ESAF Small Finance Bank
08.2019 - Current
Assistant Manager – Regulatory RWA Reporting
HSBC Private Limited
03.2018 - 08.2019
Associate Manager – Credit Risk Reporting
Standard Chartered Bank Global Business Services
05.2013 - 01.2018
Wealth Manager
ICICI Bank Ltd
04.2012 - 04.2013
Internship Trainee (As part of MBA-Finance)
Bank of India
02.2011 - 05.2011
Marketing Engineer
Innovative Trading W.L.L
12.2008 - 10.2009
Software Engineer
IBS Software Services Private Limited
07.2007 - 11.2008
Bachelor of Engineering - Electrical & Electronics
Amrita Deemed University
Masters in Business Administration - Finance
IBS