Veeral Dhabalia, CFA
Pune
Summary
Enthusiastic professional eager to contribute to team success by leveraging skills, knowledge and analytical abilities. Motivated to learn, grow and excel by aligning individual goals with that of company.
Overview
6
6
years of professional experience
Work History
Market Risk Analyst
Barclays Bank
2021.09 - Current
- Handling end to end calculation for Volatility Surface that is consumed for VaR Calculation across various business divisions within bank.
- Implement various controls and data quality checks to implement Full Reval project for Equity asset class
- Supporting Risk Managers in identifying and resolving VAR issue
- Conducting Impact Analysis for DVAR and SVAR risk reporting during time series changes.
- Reviewing and providing sign off for complete Equity time series data.
- Collating data and helping establish procedure for FRTB IMA process.
- Implemented setup for Risk Based Margin(RBM) market data.
- Migrated volatility surface from LIBOR to reference rates.
- Helped RMs in setup of Vega TS time series.
- Automation of daily BAU manual process to improve efficiency of overall process.
Assistant Manager- Trade Surveillance
HSBC
2020.08 - 2021.09
- Review, investigate and escalate alerts for STOR filing generated by Surveillance system which identifies breaches of internal policies surrounding Information Boundaries or individual behavior that may signify potential risk to company and / or its clients’.
- Analyze Security borrowing and lending, credit loans transactions done by firm to identify potential cases of market abuse and manipulation.
- Assist department as SME to setup system to analyze breaches using market data for Structured products which includes business lines-Structured rates, Hybrid Credit, Structured Equity, Prime finance.
Derivatives Analyst
Trafigura Global Services
2017.12 - 2018.12
- Managing lifecycle of OTC derivatives and exchange-traded derivatives.
- Conducted credit analysis of counterparties and managing overall exposure accordingly.
- Monitored and created model to forecast funds and collateral that maybe required in future.
- Analyzed revenues, costs and expenses in order to maximize profitability with changing economic dynamics.
Education
CFA Charterholder -
CFA Institute
US06.2021
Actuarial Science - CB1,CB2,CS1
Institute And Faculty Of Actuaries
UK01.2020
Bachelor of Engineering - Computer Science And Engineering
Ramdeobaba College Of Engineering & Management
Nagpur05.2016
Skills
- Proficient in MS Office, VBA and SQL
- Python
- Interpersonal Skills
- Thomson Reuters and Bloomberg terminal
Additional Information
- Date of Birth : 29/08/1994
- Linguistic Proficiency : English, Hindi, Marathi, Gujarati, German-Basic.
- Hobbies : Reading books, Playing Badminton
Timeline
Market Risk Analyst
Barclays Bank
2021.09 - Current
Assistant Manager- Trade Surveillance
HSBC
2020.08 - 2021.09
Derivatives Analyst
Trafigura Global Services
2017.12 - 2018.12
CFA Charterholder -
CFA Institute
Actuarial Science - CB1,CB2,CS1
Institute And Faculty Of Actuaries
Bachelor of Engineering - Computer Science And Engineering
Ramdeobaba College Of Engineering & Management
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