Sachin A. D. PhD FRM

Experience

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  Credit Suisse

  Apr 2011 - Dec 2011

  Senior Business Analyst

  Implementation of new Risk Factor Sensitivities, Stressed VaR, for fixed income & OTC Derivatives as a part of the CAD2 project to satisfy BIPRU compliance.

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  SGX Group

  Apr 2012 - Jan 2013

  Senior Business Analyst

  Migration project to implement Calypso platform for market risk models -HSVaR, stress testing and backtesting for FX, Equity and Fixed Income portfolio to satisfy regulatory requirements by SGX as per MAS guidelines.

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  ROYAL BANK OF SCOTLAND LONDON TRUSTEE COMPANY(THE)

  Jan 2013 - May 2015

  Business Analyst Market and Credit Risk Change

  Basel-III implementation in APAC for Market Risk RWA calculations as per the circulars issued by local APAC regulators. Basel 3 reports and results calculations in a controlled and efficient manner which ensures that there are no potential issues in regulatory audits. Designed and delivered a tactical solution and involved in BAU testing for VaR and Option capital charge using delta plus methodology and CVA capital charge as per new Basel-3 guidelines. Design and implementation for stress testing, CVA and SEEPE as per latest CRD IV regulatory requirements. Show less

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  Optimum Solutions

  May 2015 - Jan 2016

  Senior Business Analyst

  In-house development of market risk-control reports for FX and Fixed Income derivatives products out of Murex data mart

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  Moody's Analytics Knowledge Services

  Mar 2016 - Nov 2016

  AVP- Consultant and Business Analyst for Risk Analytics

  Risk reporting solutions per the Basel III risk requirements for market & counterparty credit risk. Impact analysis of latest FRTB changes on RWA calculations and market risk capital.

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  Hong Kong Exchanges and Clearing Limited (HKEX)

  Nov 2017 - May 2021

  AVP Market Risk

  Implementation of ‘New Generation Risk Management Program’ across HKEX for latest VaR/Stressed VaR models, stress testing and back-testing to match industry standards and regulatory guidelines from IOSCO, PFMI and SFC. Requirement formulation, design and framework for the bespoke NGDW market risk report analytics and implementation.Provided tactical solutions to gaps and brainstormed to satisfy BAU requirements.Automation of MIS and Risk Dashboard reports in Tableau.

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  HSBC

  Jun 2021 - now

  Sr. Market and Counter Party Credit Risk Manager Stress Testing and Climate Risk

  Responsible for conducting regulatory scenario analysis, SDST/EWST/IWST for the financial market and counterparty credit risk at the APAC level. Worked on FRTB requirements and ICAAP submission Holding additional responsibilities in Climate risk program across Bank to execute climate risk stress test framework and strategy for traded risk.