Vignesh Thakkar

Experience

• 

  Indian Institute of Technology, Kharagpur

  May 2017 - May 2018

  Machine Intelligence Undergraduate Research Fellow

  Deep Learning | Computer Vision | Bio-Medical Imaging

• 

  Indian Institute of Management Kashipur

  Jul 2019 - Apr 2021

  Executive Member, The IT and Analytics Club
• 

  Tata Steel

  Apr 2020 - Jun 2020

  Management Intern

  International B2B Business Strategy

• 

  Virtusa

  Jun 2021 - May 2022

  Associate Consultant
• 

  NatWest Group

  May 2022 - now

  Senior Analyst - Traded Market Risk

  Covering EMEA Fixed Income Rates & Credit Trading- Covering end-to-end Market Risk Management, Analytics and Reporting activities.- Developed factor-based P&L Attribution Model for EMEA Fixed Income Rates & Credit trading business. Modelled risk factors - Rates, Tenor Basis, Bond Swap Spread (for Govies), Credit Spreads (for Corporates, SSAs & CDS), Inflation, IOTA (for Linkers), Cash-Future Basis (for Bond Futures).- Explaining key risk-factors driving P&L to highlight any significant challenges the trading desk might be facing due to exposures to stressed risk factors.- Ownership of establishing, negotiating & monitoring key risk limits & utilizations for all the trading desks under Fixed Income Flow Credit trading business.- Ownership of analytics, quantification & sign-off of non-modellable risk factors through RNIVs for Fixed Income Flow Credit trading business.- Ownership of modelling, quantification, analytics & sign-off of stress-testing scenarios for Fixed Income Flow Credit trading business.- Ownership of making weekly Market Risk packs for regulatory reporting & highlighting significant challenges to the trading business based on risk exposures, key macro-developments & significant market events. Show less