Oct 2012 – Apr 2019 · 6 yrs 6 mos · Mumbai

• Credit Appraisal & Internal Credit Rating: Analyse credit data, financial statements, trend, business risks, management risks, future projections to determine the degree of risk involved in extending loans
• Collateral analysis: Analyse both equity and fixed income collateral during the time of loan application and on periodic review
• Credit Monitoring: Daily monitor and produce reports detailing exposures, monitor the Loan to Value (LTV) ratio real-time, Portfolio concentration and analyse the Portfolio Value at Risk (VaR)
• Calculation of Probability of Default (PD), Loss Given Default (LGD), Exposure at Default (EAD) to arrive at Expected Credit Losses (ECL)
• Update and review Risk Register which includes potential risk events across the organisation along with the internal controls, linkage to quantitative Key Risk Indicators (KRIs) and Risk Tolerance for each risk event.
• Risk Control & Self-Assessment (RCSA): Self-assessment of risk events entailed in the risk register by the respective functions to identify and evaluate risk and existing internal controls
• Manage the market risk of proprietary positions in group companies which includes positions in equity, derivatives and fixed income investments in line with the proprietary trading policy
• Manage the market risk of Market-Linked Debentures (MLDs) issued by the group companies
• Scenario and Stress testing: Conduct scenario and stress tests and report the expected losses in case of volatile market conditions, changes in macro-economic parameters, sector specific stress etc
• Asset-Liability Management (ALM) - Quarterly evaluation of the liquidity mismatches, interest rate sensitivity risk & Net Interest Margin (NIM)
• Policies and Review: Repository of all the risk management policies of the company and their review
• Handle regulatory requirements, regulatory reporting and regulatory audits by RBI

Sep 2010 – Sep 2012 · 2 yrs · Mumbai Area, India

• Formulating annual budgets and conducting variance analysis to determine difference between projected & actual results
• Assessing division wise & company level Working Capital, discussing Debtors’ Balance and Collection Period with the Head of Credit Control and Stock Turnover Ratio
• Handling financial statements including Trial Balance, Profit & Loss A/c, Age-Wise Accounts Payables and Receivables Statements and Balance Sheets, stating clearly the Contribution, PBIDT, PBDT & PBT
• Constantly keeping a check on changes in working capital numbers and take measures to control the same
• Preparing various MIS Reports like Cash & Fund Flow Statement, Balance Sheet and other reports.
• Conducting Du Pont analysis to track financial performance