SUMMARY

• 11 years of experience with banking and capital markets in the area of FRTB/ Basel 3 market risk, counterparty credit risk, liquidity risk, financial derivative valuations & model validation, and hedge accounting.
• Currently working as Senior Vice President - Confidential Merrill Lynch, aligned with firm-wide initiative for FRTB (Fundamental Review of Trading Book) supporting program management, business and functional requirement gathering, requirements traceability, functional architecture, and process design.
• Previously worked as Manager - Confidential & Young LLP for 7 years within Risk Advisory practice. Lead engagements to help institutions with FRTB/Basel 3 Market Risk rule, Enterprise risk system implementations, VaR model testing, counterparty risk model testing, and derivative pricing model validation.
• Experience with enterprise level implementation of risk and treasury systems including Calypso, SUNGARD Adaptiv, Murex, IBM Algo, and SAS RMfB, First hand user of various financial derivative valuation and market data tools me.e., Numerix, FINCAD, Oberon, Matlab, SuperDerivatives, Bloomberg, and Reuters. Experience with enhancing financial processes & systems and reviewing of complex financial data.
• Well-verse with derivative pricing model development and validation, structured product review and valuation. Thorough understanding of VaR measure, CVA/DVA calculations, potential future exposure measure, and hedge accounting standards me.e., ASC 815 (formerly FAS-133) and IAS-39 calculations.

PROFESSIONAL EXPERIENCE

Confidential

Senior Vice President

Responsibilities:

• Assist with FRTB program management activities, prepare standardize artifact templates (e.g., BRD/FRD) for usage across program by all participating business and technology groups. Assist with design of future state functional architecture, and process/dataflow design for FRTB needs.
• Identify risk and issues for FRTB program, work with project manager for RAID inventory management, recognize dependencies for IMA work-stream and work towards resolution with stakeholder.
• Lead business requirements gathering work-stream for FRTB IMA, interact with Front Office, Market Risk, Risk Analytics, and Capital Reporting group for requirements gathering.
• Co-lead initiative for rolling out requirements management tool (Blueprint system) for FRTB regulatory compliance and traceability.

Confidential

Manager

Responsibilities:

• Lead EY teams to deliver market risk, counterparty credit risk, and treasury solutions; perform project management and functional expert role. Lead risk/regulatory engagements including implementation of FRTB rule, U.S. Basel 3 market risk rule, counterparty credit risk rule, market risk reporting & limit monitoring, and derivative valuation model testing. Benchmark client’s risk management processes against leading industry practices, perform gap analyses, and prepare future state roadmap.
• Manage team of consultants, streamline existing workflow processes, perform effort estimation for new projects, and manage project timeline and deliverables. Manage client relationship for assigned accounts, showcase and discuss latest EY solutions and offerings.
• Prepare Point-of-View, whitepaper, and write-ups on emerging regulatory subjects, and elaborate on EY expertise and experience. Impart training and supervise recruits to improve their understanding of derivative valuation, risk management techniques and regulatory guidelines relevant for Risk Advisory practice. Evaluate performance of juniors and determine development needs.
• Supervise EY derivative valuation team, and perform valuation and benchmarking of financial derivatives products for interest rate, equity, FX, commodity and fixed Income products using range of valuation tools

Confidential

Financial Analyst

Responsibilities:

• Provide consulting services to corporate treasury clients on derivative valuation, risk management and hedge accounting as per FAS 133 and IAS 39 standards; help product management group on internal product enhancement project. Train new recruits on product, streamlined workflow process, and make estimate of the time consumed on implementation including discrete processes that would surface from time to time.
• Provide timely and accurate valuation services to the clients; work with New York team to manage deliverables. Set up Kick-off call with clients prior to setting up their books into Confidential system, and discuss requirements to incorporate their hedge portfolio into the system. Analyze and document market risk effect on exposures due to various factors, conduct stress tests to forecast effectiveness of hedges.
• Assist with technically qualifying accounts. Assess client requirements, prepare and deliver presentations and demonstrations of the Confidential products. Serve as client interface with the internal departments, make sure that client/prospect needs are being addressed, and ensure that they fully understood during development of the product features. Provide feedback to product management team and inputs on strategic development.

Confidential

Assistant Manager

Responsibilities:

• Provide general banking and portfolio management services to high net-worth individuals (HNI); interact with HNI customers to resolve & reduce complaints, and provide exceptional customer experience. Develop relationships with key decision-makers in target organizations for business development. Interface with clients for most viable product range, and cultivate relations with them for securing repeat business. Manage new acquisition on high ticket accounts in liabilities (current and saving bank accounts), and investment products.
• Render service to HNI clients of the bank through research on materials and customer portfolios. Perform quantitative analysis of client portfolios, compute risk and return ratios for equity and fixed income portfolio held with bank, run sector and economic analysis, and provide research report interpretation. Advice bank clients for portfolio management, review of existing portfolios, and measure performance.