Robin Tyagi , FRM

CEO

Chennai, Tamil Nadu, India13 yrs 7 mos experience

Most Likely To SwitchHighly Stable

Key Highlights

Expert in Treasury Risk and Analytics.
Strong background in Financial Modeling and Risk Management.
Proven track record in managing complex derivative trades.

Stackforce AI infers this person is a Fintech expert specializing in Treasury Risk and Analytics.

Contact

Skills

Core Skills

Risk ManagementRisk AnalyticsFinancial Analysis

Other Skills

SQLPython (Programming Language)DerivativesFinancial ModelingMachine LearningValuationCorporate FinanceCapital MarketsInvestment BankingEquity ResearchInvestmentsFinancial MarketsMacroeconomicsFixed IncomeBanking

Experience

13 yrs 7 mos

Total Experience

3 yrs 4 mos

Average Tenure

3 yrs 6 mos

Current Experience

Barclays

Vice President- Treasury Risk & Analytics

Dec 2022 – Present · 3 yrs 6 mos · Chennai · Hybrid

Risk AnalyticsSQLPython (Programming Language)DerivativesFinancial ModelingRisk Management+24

Yubi

Head -Data Science

Dec 2017 – Dec 2022 · 5 yrs · Chennai Area, India

Northern arc capital

2 roles

Associate Director- Structured Finance

Promoted

Apr 2017 – Nov 2017 · 7 mos

Senior Associate- Risk Analytics & Modelling

Aug 2014 – Mar 2017 · 2 yrs 7 mos

Crisil global research & analytics

Senior Research Analyst

Sep 2012 – Aug 2014 · 1 yr 11 mos · Mumbai Area, India

Working for the Global Derivatives Middle Office division of one of the World's leading investment banks.
Part of Structured Trade Review Team handling Equity Exotic Derivative Trades.
Key Responsibilities include the below:
Reconcile the trade bookings in the trade/risk booking systems with the documents (Confirmation, Pricing Supplement, Term Sheet) & ensure no discrepancies.
Ensure the trades are booked in appropriate valuation models and the trade payoffs/ valuation parameters are correctly captured in the booking.
Liaise with various internal stakeholders like traders, trade support teams, documentation teams, Quants Teams, Product Valuations Group, PnL teams etc. to sort out discrepancies between trade booking & documentation.
Monitoring Model limitations & restrictions and flagging the same to stakeholders
Post execution trade monitoring via the Audit Trail Process for Security Change PAA
Identify potential PnL breaks/ settlement breaks due to mis-booking, ensure the amendment of misbooking & report PV impact of amendments.
Identify, Confirm & Report conservative valuation bookings & approximate bookings for trades.
Have worked on a variety of Equity OTC Derivatives Products like Snowballing Auto-call Notes, Binary/Digital Notes, Rainbow Option, Twin Win, Look Back, Range Accrual Notes,Barrier Options,Asian Options, Packaging notes, Customized Parsers, Rainbow Options etc.