Apr 2023 – Feb 2024 · 10 mos

• Part of Treasury- FTP and IRRBB
• Key Responsibilities:
• IRRBB
• >In the capacity of Group IRRBB Reporting, carried out the crucial responsibility of reporting sensitivity metrics associated with NII and EVE. This involves a careful process of data analysis and presentation to ensure a comprehensive understanding of the bank's interest rate risk position.
• >Additionally, I was actively engaged in performing in-depth driver analysis for movements related NII and EVE sensitivities to the Asset and Liability Committee (ALCO) and other submissions. This involves evaluating the factors influencing these movements, providing valuable insights to enhance decision-making processes within the bank
• FTP
• >Played an instrumental role in migration of the FTP system to an SAP-based platform, refining pricing methodologies, ensuring widespread stakeholder acceptance, and seamless integration.

Dec 2021 – Apr 2023 · 1 yr 4 mos

• Part of Treasury- FTP and IRRBB
• Key Responsibilities:
• IRRBB
• >Delivered IRRBB reporting by managing sensitivity metrics (NII and EVE) and performing in-depth driver analysis for ALCO and senior stakeholders to improve decision-making.
• >Extensively worked on ΔNII and ΔEVE attribution to shock, balance movement and repricing tenor for better understanding of cause and effect.
• >Maintained regulatory compliance while managing stakeholder relationships to ensure business continuity and alignment with organizational objectives.
• FTP
• >Played an instrumental role in migration of the FTP system to an SAP-based platform, refining pricing methodologies, ensuring widespread stakeholder acceptance, and seamless integration.

Feb 2020 – Nov 2021 · 1 yr 9 mos

• Part of Treasury- Funds Transfer Pricing
• I have been actively involved in implementing the bank's FTP policy and the transition from Interbank Offered Rates (IBORs) to alternative reference rates as FTP benchmark rates.
• Key Responsibilities:
• >FTP Policy Implementation:- Actively involved in the implementation of the Bank's FTP policy, working closely with Treasury and Finance teams. This involved conducting data quality checks for FTP accruals, identifying gaps, and implementing FTP frameworks aligned with FTP Policy's expectations.
• >IBOR Transition Strategy:- Played a key role in the bank's IBOR transition initiative. This involves enhancements of processes to accommodate the new RFR FTP framework and the transition to alternative reference rates, implementing transition strategy to ensure minimal disruption to the Bank's operations on product pricings and addressing the impact of the discontinuation of IBORs with stakeholder interactions.
• >Process and System Configurations:- Ran the necessary configurations to existing system, pricing models, and processes to accommodate the FTP pricing framework changes. This included modifying FTP calculation methodologies and integrating new data sources to align with the changes.

Mar 2017 – Mar 2019 · 2 yrs · Hyderabad, Telangana, India

Mar 2016 – Mar 2017 · 1 yr · Hyderabad Area, India