Niteesh Sharma CFA, FRM, MBA

Experience

• 

  Axis Bank Ltd

  Nov 2009 - Jul 2011

  Customer Service Representative

  •Handled the teller services desk at the branch.•Handled Non- MICR clearing of cheques in the branch.•Handled the operations of Depository Services in the branch.•Handled the servicing of ATM Machines attached to the retail banking branch.•Held Responsible for achievement of cross sales targets assigned.

• 

  IDBI Bank

  Aug 2011 - Aug 2018

  • Monitoring and reporting of market risk capital charge.• Monitoring and reporting of risk limits related to duration, PV01, VaR, Greeks etc.• Review and validation of risk monitoring and P&L limits.• Stress testing of investment portfolio for interest rate risk and exchange rate risk.• Monitoring and reporting of non committed credit lines for counterparties.• Monitoring and reporting of collateral quality posted by/with counterparties in line with the CSA.• Comprehensive data research related to various products & categories on daily, weekly and monthly basis.• Validation and monitoring of outsourced VaR engines • Backtesting of VaR models.• Basel 3 related reporting of market risk exposure and capital charge. Show less

  • Market Risk Manager

    Oct 2014 - Aug 2018

  • Credit Analyst

    Aug 2011 - Oct 2014
• 

  ICICIdirect

  Aug 2018 - Mar 2021

  Chief Manager- Financial Risk

  • Implemented and monitored models for Equity VaR, Intraday stress testing, Fixed Income Valuation and Exposure recognition for Equity and Currency Derivatives portfolio.• Stress testing of treasury's and clients' positions.• Prepared and published daily risk reports.• Handled regulatory risk reporting.• Clients' trades surveillance supervision.• Key Risk Indicators (KRIs) computation• Counterparty exposure computation.

• 

  Definity

  Jun 2021 - now

  • Manager Financial Risk Oversight

    Apr 2022 - now

  • Manager Risk Reporting ERM

    Jun 2021 - Apr 2022