Varsha Sarda

Manage the bank's exposure to market risk to ensure it remained within limits.

Monitor credit spread, vega, gamma, and prepayment sensitivity.

Ensure the proper valuation of the financial instruments such as government bonds and derivatives in accordance with HQ rules

Implemented a new risk model, Credit Event VaR, to measure issuer risk for traded credit portfolio

Responsible for Risk measure Governance and further Document and assess both regulatory and Market Risk, credit risk and risk reporting

Report to senior management on counterparty and issuer risk.

Run regional and global VaR daily on multiple products such as money market funds, interest rate derivatives, MBS and CDO.

Provide risk advice on VAR calculating (5%,1% and 10%) and Stress testing. Basel Norms setup

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Measure and quantify market, liquidity, credit, and operational risk assumed in global trading.

Provided a credit risk study on loan guarantees.

Responsible for Risk measure Governance and further Document and assess both regulatory and Market Risk, credit risk and risk reporting

Develop of systems and score-cards for fraud prevention

Provide risk advice on VaR calculating (5%,1% and 10%) and Stress testing

Undertake credit reviews and investigations in to loss events

Manage market risk across asset classes including interest rates and rates derivatives, equity and equity derivatives, credit products, and securities financing.

Monitor adherence to risk limits for all trading activities using quantitative measures, including Value at Risk (VaR) and ES.

• Responsible for Risk measure Governance and further Document and assess both regulatory and strategic change requests for impacts to RDAR along with the annual review
• Account Reconciliation on regular based to identify risk and match to recognize revenues and expenses Quality check and audit of processed invoices
• Review all invoices for appropriate documentation and approval prior to payment
• Respond to all vendor inquiries and Accrual Expenses Reports
• Reconcile vendor statements, research and correct discrepancies
• Sort, code and match invoices and month end closing activity
• Post transactions to journals, ledgers and other records
• Reconcile accounts payable transactions
• Responsible for providing the different types of reports to the client as well as Management and Vendor negotiation and verify and processing the T & E claim
• Account for the correct treatment of VAT on expense invoices.