Gaurav Rupani

Experience

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  Varun Tutorials

  May 2006 - May 2012

  Assistant Professor

  Worked as Assistant Professor at Varun Tutorials (Part Time)(Family Business). Taught Science to Class 9th and 10th students and Maths to Commerce Junior College students. Working part time with my Graduation in IT Engineering.

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  Nomura

  Apr 2014 - Feb 2015

  Market Risk Analyst

  • Working as Market Risk Analyst For Nomura Services India (Powai Location), on contract basis from IPSPL in the field of Risk Data Management and Control. Gathering, Organizing and Analyzing Data on a Daily basis to prepare Daily and Weekly report including MIS (Management Information System) Reports. It included preparing • Risk to Finance Reconciliation: This includes reconciling Data between Finance Reporting System and Risk VAR Calculation Engine (Monju) on a daily basis to find Breaks/Errors in Data Quality. To maintain Data Integrity of the system by identifying and correcting issue by liasing and coordinating with various teams across the Company including Front Office and other Middle Office Teams.• Process Automation for time saving using VBA (Basic Level) and querying Database using SQL. • Handling various other Processes from time to time as Backup. Show less

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  Barclays Investment Bank

  Feb 2015 - Mar 2017

  Market Risk Analyst

  • Working as Market Risk Analyst for Barclays Shared Services, in the field of Market Data Maintenance and VAR Production and Control. • Preparing Documents and other material needed for BCBS compliance and structuring a streamlined and effective way to perform processes.• Being the person in charge for automation of various processes with the help of team mates and IT department.• Time Series Maintenance: - Maintaining the Quality of data that is used in VAR production and other processes. Maintaining control over the various processes and performing checks. • Training and assistance of new joiners in the Team. • VAR Production - Handling the production of VAR for Commodities Asset Classes for daily and Timely production of various daily regulatory reports. • Maintaining good rapport with Stakeholders, facilitating knowledge transfer and increasing the depth of knowledge. • Working with auditors for necessary audit processes. Handling various adhoc work. Experience in Working in EMEA and US shift. Show less

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  Credit Suisse Business Analytics (India) Private Limited

  Mar 2017 - Nov 2018

  Market Risk Analyst

  • Develop understanding of end-to-end market risk scenario stress testing framework and process for creditasset class• Calibrate & execute scenarios to assess the risks that could plausibly arise in future (Majorly focused onCredit products).• Stress testing and Risk reporting for PRA Firm Data Submission Framework (FDSF) to provide aquantitative assessment on capital adequacy of Credit Suisse UK portfolio, thereby understanding the impact of a series of shocks on the capital positions.• Developing and executing ‘Severe Flight to Quality’ scenarios using VBA coding and PLSQL to test the vulnerability of loss under adverse market risk scenarios.• Deliver detailed scenario risk reports & analysis to Business clusters / Regulators / Higher management.• Analyze & comment on scenario risk moves for respective business clusters explaining underlying riskdynamics / portfolio changes & drivers under stress scenario conditions.• Work closely with senior risk managers to understand the current market dynamics and develop new forward looking scenarios to assess the risk that could arise in future.• Developing Scenarios based on current and future world events like US Protectionism and Korean War• Identify gaps/valuation errors in the methodology used by risk systems and coordinate with Front office ITto get it fixed.• Actively participating in CRO Change discussions to give requirements for new risk systems that couldbenefit scenarios testing frameworks. Show less