Sudeep H S
Summary
Dynamic risk management professional with extensive experience at Ujjivan Small Finance Bank, specializing in ALM and market risk. Proven expertise in liquidity risk and policy governance, complemented by strong leadership skills. Successfully enhanced risk frameworks and conducted stress testing, ensuring compliance with Basel guidelines and optimizing financial performance.
Overview
19
19
years of professional experience
Work History
Head ALM and Market Risk, VP
Ujjivan Small Finance Bank
03.2023 - Current
- Managed ALM and market risk, overseeing liquidity risk, interest rate risk, and market risk for the Bank.
- Reported to CRO, collaborating with Treasury Front Office and ALM desk to effectively identify and mitigate risks.
Chief Risk Officer, Vice President
IIFL Samasta Finance
10.2022 - 03.2023
- As a CRO managing core Risk team, Fraud and Risk Control, Credit Department and Legal vertical for the company.
Dy Vice President – Head Treasury Mid Office
Fincare Small Finance Bank
11.2017 - 10.2022
- Heading the Treasury Mid Office and Credit Risk which reports into Chief Risk Officer of the Bank.
- The main roles and responsibilities are as follows:
- Managing the team which looks after Asset Liability Management, Market Risk and Credit Risk for the Bank.
- Formulate and enhance various policies such as ALM, Investment, Market Risk, Stress Testing, Credit Risk, Pricing Policy, MCLR and ICAAP.
- Secretary to ALCO, on monthly basis apprise the Bank’s ALM position, treasury activities, interest rate review on deposits products, structural liquidity and interest rate risk statement outcomes, various risks and loss limit monitoring.
- Preparing decks for senior management and Risk Management Committee of the Board review on periodic basis.
- Conducting periodic liquidity risk and interest rate risk stress testing.
Senior Manager
Janalakshmi Financial Services
11.2016 - 11.2017
- Assisted the Company in setting up ALM and market risk function.
- The Company was one of the recipients of Small Finance Banks license from RBI.
Senior Manager
ING Vysya now Kotak Mahindra Bank
02.2012 - 10.2016
- Preparation and analysis of P&L as per the internal segments, the activity includes variance analysis of cost and income across various heads on monthly basis and reporting the same to Finance Controller/CFO and other business units.
- Preparation of Structural Liquidity and Interest Rate Sensitivity Statement TGA and DGA as per RBI Reporting requirements.
- Monthly Reporting to Asset Liability Committee (ALCO) of the bank on various subjects like liquidity strategies, balance sheet performances, stress scenario, dynamic liquidity and treasury activities.
Vijaya Bank now Bank of Baroda
10.2007 - 02.2012
- Preparation of Asset Liability Management statement of Structural Liquidity and Interest Rate Sensitivity, stress testing on liquidity risk and interest rate risk, liquidity ratios.
- Conducting of behavioural analysis for all the balance sheet and off-balance sheet items.
- Calculation of Capital Charge for market risk as per the Standardized Measurement Method.
- Implementation of Internal Models Approach for Market Risk as per Basel II framework and RBI guidelines.
Education
MBA Finance -
Nitte Meenakshi Institute of Technology
Bengaluru01-2007
Skills
- ALM
- Liquidity Risk
- Policy & Governance
- Interest Rate Risk
- FTP
- Stress Testing
- ICAAP
- Market Risk
- Basel guidelines
- IRRBB
- LCR
- NSFR
Recognition
- CEO award twice, Fincare Small Finance Bank
- Summit Award, Ujjivan Small Finance Bank
Timeline
Head ALM and Market Risk, VP
Ujjivan Small Finance Bank
03.2023 - Current
Chief Risk Officer, Vice President
IIFL Samasta Finance
10.2022 - 03.2023
Dy Vice President – Head Treasury Mid Office
Fincare Small Finance Bank
11.2017 - 10.2022
Senior Manager
Janalakshmi Financial Services
11.2016 - 11.2017
Senior Manager
ING Vysya now Kotak Mahindra Bank
02.2012 - 10.2016
Vijaya Bank now Bank of Baroda
10.2007 - 02.2012
MBA Finance -
Nitte Meenakshi Institute of Technology