Tunir Shukla
Pune
Summary
Experienced Market Risk Analyst with over 6 years of comprehensive expertise across Market Risk, Credit Risk, and Data Analysis domains. Proficient in identifying and assessing risk factors and conducting thorough data analysis. Demonstrated ability to excel in dynamic environments, leveraging analytical skills to provide valuable insights and support decision-making processes.
Overview
7
7
years of professional experience
Work History
Senior Associate
BNP Paribas India Solutions
05.2023 - Current
- Daily monitoring and reporting of regulatory market and counterparty risk limits and positions, notifying excesses on VaR/sVaR and limits, with a primary focus on the APAC region.
- Collaborating with the Trading Desk, Front Office IT, Middle Office IT, and internal Risk Systems to promptly address any issues that arise.
- Examining fluctuations in risk associated with business activities to identify potential data quality issues and assuming responsibility for assigned production tasks delegated by the APAC Risk MFI Teams.
- Compiling quarterly dashboards and metrics, delivering presentations to senior management, and offering recommendations for enhancing processes and implementing automation initiatives.
- Conducting Root Cause Analysis (RCA) to address data quality issues and coordinating with Risk IT for implementing solutions.
Exempt Non Officer
Credit Suisse Business Analytics
10.2022 - 05.2023
- Primary responsibilities included validating input data like risk sensitivities and calculating output data like VaR, IRC, ERC, etc. By performing variance and impact analysis, understanding models and methodologies, portfolio analysis, market moves, and reconciliation with finance data.
- Ensuring all data loading, maintaining, and reviewing is successfully done in a timely manner through front office systems and addressing and fixing issues wherever required. Commenting and keeping track of metrics driving the VaR, based on historical simulation, for market risk managers.
- Addressing and resolving Risk Managers' inquiries regarding reporting, data loading, and data quality issues, while ensuring timely completion of enhanced due diligence for the risk validation process.
- Additionally, periodically updating Business Requirement Documents and refining process Standard Operating Procedures (SOPs)
Junior Analyst, Structured Finance
Morningstar India Pvt Ltd
10.2020 - 07.2022
- Normalizing, standardizing, and mapping data from investor and servicer reports for structured finance transactions to assist in the surveillance process for the EU region. Asset classes analyzed included ABS, RMBS, and NPLs.
- Metrics that are evaluated, among others, include credit enhancement, delinquencies, cumulative defaults, prepayments, and change in collateral characteristics.
- Assisted onshore primary analysts in collateral, cash flow, and credit analysis for a deal, and drafting surveillance rating memos and press releases.
- Actively collaborated with the Robotic Process Automation team for implementing bots on websites to download reports and reduce repetitive tasks.
- Active member of the larger Morningstar DEI initiative group and also of the Engagement department group within Credit Operations, Mumbai. Various tasks included outlining the Rewards and Recognition framework, drafting an internal newsletter, and conducting fun activities.
Data Research Analyst
Morningstar India Pvt Ltd
04.2017 - 06.2019
- Summarizing market sensitive announcements using Morningstar style guidelines and releasing them to production on a timely basis.
- Organizing, analyzing, and gathering financial data of ASX listed companies in Morningstar's proprietary Heinlein software collected from regulatory sources, company website, and managing the same as per client-specific requirement.
Education
Post Graduate Program in Management - Business Management
IMT Ghaziabad
Ghaziabad, Delhi06.2023
Masters of Commerce - Business Management
K.J Somaiya College of Science and Commerce
Mumbai06.2017
Bachelors of Commerce - Banking and Finance
K.J Somaiya College of Arts and Commerce
Mumbai06.2015
Skills
- Market & Credit Risk
- Risk Management, Analysis & Monitoring
- Reporting Dashboards
- MS Excel
- Project Management
- Project Scheduling & Tracking
- Agile Methodology
Hobbies and Interests
Robotic Process Automation
Machine Learning & Artificial Intelligence
FRM
Timeline
Senior Associate
BNP Paribas India Solutions
05.2023 - Current
Exempt Non Officer
Credit Suisse Business Analytics
10.2022 - 05.2023
Junior Analyst, Structured Finance
Morningstar India Pvt Ltd
10.2020 - 07.2022
Data Research Analyst
Morningstar India Pvt Ltd
04.2017 - 06.2019
Post Graduate Program in Management - Business Management
IMT Ghaziabad
Masters of Commerce - Business Management
K.J Somaiya College of Science and Commerce
Bachelors of Commerce - Banking and Finance
K.J Somaiya College of Arts and Commerce
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