Subhajit Mullick — Associate Consultant

Delivery oriented Finance professional and Analytics enthusiast with 5 years' experience in the Banking industry. Currently serving as a Senior Analyst — Portfolio Market Risk & Regulatory Capital at Bank of America (BofA). Primary Responsibility: Monitoring market risks associated with BofA's global portfolio across various Lines of Business (LoBs) and Legal Entities (LEs). Skills: (S)VaR, Risks Not in VaR (RNiV), Expected Shortfall, FRTB, P&L Attribution, Risk Factor Analysis, Pricing & Option Greeks, Stress Testing, Backtesting, Fixed Income Securities & Derivatives, Financial Markets, Basel Norms, CCAR, Machine Learning, Python, Macros, Automation, Power BI (building beautiful interactive dashboards), SQL, MS Office Educational Qualification: Masters in Financial Economics from Madras School of Economics Certificates: 1} FRM [GARP; Charter Pending] 2} The Mechanics of Market Risk [Middlesex University] 3} Investment Foundations [CFA Institute] 4} Credit Risk Modeling Python 2022 [Udemy] 5} Basel Norms (Basel I/Basel II/Basel III) Masterclass [Udemy] Preferred Domains: Market Risk, Hedge Funds/Venture Capital/Private Equity, (Counterparty) Credit Risk, Wealth/Asset/Fund Management, Sales & Trading, Structured Finance, Private Banking, Treasury, Regulatory Oversight Contact Details: ✓E-Mail: mullick.subhajit36@gmail.com ✓Mob: +91-9735393444 *********************************************************** If you're a student or an early career professional feeling confused or struggling in life, please feel free to connect anytime in case you'd like to discuss anything. Contact details are given just above this message. It's absolutely free and I'll try my best to help you with my limited knowledge and experience. I've been through that phase and know for sure it ain't pleasant. Cheers :)

Stackforce AI infers this person is a Fintech professional specializing in market risk and regulatory capital analytics.

Location: Mumbai, Maharashtra, India

Experience: 5 yrs 3 mos

Skills

Market Risk
Regulatory Capital
Risk Management
Automation
Data Analysis
Analytics

Career Highlights

5 years of experience in market risk analysis.
Expert in Python automation for financial reporting.
Strong background in regulatory capital and risk management.

Work Experience

Bank of America

Senior Analyst — Portfolio Market Risk & Regulatory Capital (1 yr 9 mos)

NatWest Markets Plc

Senior Analyst — Traded Market Risk (1 yr 8 mos)

Karur Vysya Bank(KVB)

Business Analyst — Analytics CoE (1 yr 10 mos)

Education

Master of Arts - MA at Madras School of Economics

BSc - Bachelor of Science at University of Calcutta

at Aditya Academy [Senior Secondary]

at Basirhat Shishu Bhavan

Subhajit Mullick

Associate Consultant

Mumbai, Maharashtra, India5 yrs 3 mos experience

Most Likely To Switch

Key Highlights

5 years of experience in market risk analysis.
Expert in Python automation for financial reporting.
Strong background in regulatory capital and risk management.

Stackforce AI infers this person is a Fintech professional specializing in market risk and regulatory capital analytics.

Contact

Skills

Core Skills

Market RiskRegulatory CapitalRisk ManagementAutomationData AnalysisAnalytics

Other Skills

Python (Programming Language)Greeks(S)VaRRisk ReportingMicrosoft Power BIFinancial Risk ManagementFinancial Markets and InstrumentsFixed IncomeReportingRegulatory RequirementsSQLMS ExcelCommunicationMiddle Office OperationsFront Office Support

About

Experience

Bank of america

Senior Analyst — Portfolio Market Risk & Regulatory Capital

Jun 2024 – Present · 1 yr 9 mos · Mumbai, Maharashtra, India · Hybrid

Python (Programming Language)GreeksMarket RiskRegulatory Capital

Natwest markets plc

Senior Analyst — Traded Market Risk

Oct 2022 – Jun 2024 · 1 yr 8 mos · Gurugram, Haryana, India · Hybrid

NatWest Markets is the Investment Banking arm of NatWest Group (formerly known as the Royal Bank of Scotland).
Monitored and managed market risks associated with EMEA Flow Rates desks, and ensured the (S)VaR model is working in line with expectations. Followed key developments in global financial markets and assessed their implications on portfolio.
BAU generally revolved around tracking EOD risk limit utilizations [(S)VaR, IR Delta, Inflation Delta, etc.] across portfolios and investigating high utilizations and breaches, liasing with technology partners to correct identified data issues, and preparing scheduled daily/weekly risk reports and highlighting concern areas to senior Risk Managers and Traders.
Performed various ad-hoc analyses like calculating portfolio level (S)VaR impacts of probable trades, and P&L explain requests from the Prudential Regulation Authority (PRA).
Built Python tools to automate repetitive tasks:
i) investigate (S)VaR drivers/changes across currencies, risk categories and tenors
ii) calculate Marginal (S)VaR of desks

Python (Programming Language)GreeksMarket RiskRisk Management

Karur vysya bank(kvb)

Business Analyst — Analytics CoE

Nov 2020 – Sep 2022 · 1 yr 10 mos · Chennai, Tamil Nadu, India · On-site

Prepared scheduled analytical reports and interactive dashboards to highlight business performance, trends, and generate insights for senior management review.
Delivered analytics solutions in the form of interactive dashboards, deck reports, and targeted data dumps to multiple departments like Risk Management & Operations on an ad-hoc basis as per business requirements.
Deputed at Velacherry branch for 3 months (as part of mandatory fresher training) to learn about branch operations and customer engagement.

Python (Programming Language)Microsoft Power BIData AnalysisAnalytics