Nov 2014 – Aug 2019 · 4 yrs 9 mos · Mumbai Area, India

• Assisted in planning of new project by working closely with business to understand their objectives and the requirements from Market Risk team and assist in preparing business requirement documentations for the new enhancement in system
• Assist in UAT testing to create test cases and also perform UAT testing and compare final results
• Perform regression testing to check if existing setups are not affected due to new releases.
• Performed Business checkouts for few Quarterly IT Releases and checked for system performance
• Address audit quarries related to data validations
• Responsible for weekly time series publish process of Interest Rates and Spread. End to end process includes source identification, sourcing and validation using different validations tools and techniques
• Worked as key point of contact for various BAU issues
• Liaise with internal and external source data providers to ensure data quality and new data support requests.
• Performed qualitative and quantitative analysis on data to validate the quality of data used for new methodologies
• Calculate and Validate VaR numbers at various hierarchy level.
• Explain unexpected move in VaR to the risk managers and Trade and Risk Reporting teams covering regulators at Switzerland, UK and US for new methodologies before handing off to business users
• Worked on supporting new scenarios for monthly testing under Scenario Risk Weighted Assets Project.
• Created service dashboards on monthly basis to assess the previous month’s performance of the team on various pre-defined parameters.
• Assessed all stale data in the system and getting the data corrected or decommissioned on timely basis to avoid incorrect VaR calculation.
• Worked on data assessment and changes required in time series for IBOR Migration to SOFR rates
• Worked on linking the inputs to externally calculated data in the system so as to avoid dependency on Methodology to validate the final time series

May 2014 – Sep 2014 · 4 mos

May 2013 – Jul 2013 · 2 mos · Mumbai