Sameer Anand ,FRM

Experience

• 

  Karvy

  Aug 2010 - Apr 2012

  Advisor & Dealer - Currency Derivatives

  • Providing advisory for hedging of FX risk using currency futures & options to Corporate & SMEs• Punching and execution of orders seamlessly • Fundamental analysis: Analysis of the factors influencing Indian/Global currencies• Technical Analysis: Study and Interpretation with different tools and charts – candlesticks, Moving averages, Trend lines, Patterns, etc.• Formulation of Option Strategies for Importers, Exporters for Hedging (Risk Management).• To liaison with departments like KYC, Risk Management, Funds, Compliance, etc. Show less

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  India Forex Advisors

  May 2012 - Jul 2014

  Manager - Risk advisory group

  • Identifying and understanding the FX risk in business transaction of the company.• Formulating and implementing the FX risk management policy for the company. • Formulating and advising on hedging strategies specific to the company’s FX risk.• Strategically advising on forward & futures derivatives to hedge the forex risk.• Designing derivative structures i.e plain vanilla currency options based on clients’ requirements.• Fundamental and technical analysis of forex movement.• Analysis of economic indicators (Indian and global economic data and its implication on forex• Tracking global equity markets, bond markets, bullion.• Collating views from the market participants/external sources (Reuters/Bloomberg/Ticker etc…) for assisting in writing research reports.• Advising on the exposure of more than $ 500 million in forex transactions of corporate.• Meeting with the top management of the company. Show less

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  ON DEMAND AGILITY SOFTWARE PRIVATE LIMITED

  Sept 2014 - Dec 2016

  Senior Analyst
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  Credit Suisse

  Jan 2017 - now

  •Responsible for managing team market risk analyst covering risk reporting for trading desk of Equities business for Risk managers for US & EMEA region.•Responsible for stakeholder management & ownership of market risk report for end-to-end process of collating market risk data for measurement, analysis, production and subsequent reporting to senior management, regulators and traders as well as Market Risk Manager•Responsible towards execution of smooth BAU deliverables in timely manner with supervisory role to ensure all audit point and control checks are captured in our day to day BAU activities. •Responsible to identify control gaps in the process and to highlight to our stakeholders and proactively raise data quality issue/findings to relevant team for faster resolution of the issue with the objective to strive for operational excellence in daily deliverables.•Providing SME capabilities to team by independently handling complex work, projects and report changes of various work streams and by participate as Subject Matter Expert from risk reporting business perspective in regulatory, strategic projects and other changes initiatives•Actively participated and supported on various projects related to development of new risk tools/ migration of risk data to new risk engine tool, migration of risk data from one RMS to another, migration of reference data from one source to another, to ensure smooth BAU deliverables on go-live date.•Working independently as Team Lead by ensuring work planning, resource management and known issues are constantly followed up, updated and reviewed, proving management support to senior management by providing timely and regular information, statistics, support and updates in various ongoing activities and initiatives•Performing validation checks on VaR/IRC/ERC and other risk measure movements & drivers of changes are attributed on the portfolio. Show less *Market Risk for Investment Banking Division (CRO)• Currently being part of Equity (Derivatives & non derivatives) Market Risk for US & Europe region• Market Risk analysis of Equities: Stock & Index Futures & Options, Convertible bonds, Corporate derivatives and exotic & structured derivatives, Fixed Income Derivatives, Credit Derivaties (CDS, IRS) for Investment banking division.• Feeding sensitivity data into risk engine and analysis of data exceptions, data integrity and methology issues.• Understanding of market data errors impacting the risk and their timely resolution.• Analysis of sensitivities (1st line of greeks & 2nd line of greeks like Delta, Gamma, Vega, FXdelta, Comdelta, etc.• Reporting and performing validation checks on VaR & SVaR and other risk measure movements.• Analysis of change in Portfolio VaR (stressed) and drivers of change are attributed.• Pricing of various financials products using CS analytical tools.• Adjustment of price/ risk number breaks if required.• Working closely with the Business, IT Departments, Controllers, Operations and other counterparts in other regions.• Responsible for end-to-end process of collating market risk data for measurement, Production, analysis and subsequent reporting to senior management.• Supporting BAU and Ad-hoc regulatory deliverables to Risk Manager.• Supporting the Risk managers in determining and monitoring of risk limits.• Supporting the Risk managers in continuous improvement of risk management process.• Regression testing of new version of Risk Management Tools on Ad hoc basis.• Mentoring and training of new joiners. Show less

  • Associate Vice President

    Jan 2021 - now

  • Lead Analyst Market Risk

    Jan 2017 - Dec 2020