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Harsha Agarwal

Harsha Agarwal

Business Analyst

Followers of Harsha Agarwal421 followers
location of Harsha AgarwalKarnataka, India

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  • Timeline

  • Skills

    Derivatives
    Business analysis
    Team management
    Banking
    Financial analysis
    Financial modeling
    Capital markets
    Investment banking
    Portfolio management
    Analysis
    Corporate finance

  • About me

    Manager - Murex Excelian|FRM®|MBA(finance)

  • Education

    • ICFAI Hyderabad

      2007 - 2009

  • Experience

    • Société Générale

      Apr 2010 - Jul 2015
      Business Analyst

      Business analyst in the area of banking and financial services. Core area of expertise :Requirement analysis and management , business modeling , BASEL II / BASEL III implementation (credit risk & market risk) - EEPE , stressed EEPE , CVA (credit value adjustment) , IRC (Incremental risk charge) , pricing of derivatives by Monte carlo methods , VAR , CVAR calculations , credit exposure calculation and aggregations through Algorithmics.

    • ANZ

      Aug 2015 - May 2018
      Business Analyst

      Good understanding of BASEL II /III regulations and derivatives calculationCounterparty Credit Risk calculations and Analysis of various Derivative OTC productsCapital requirement calculation for OTC derivatives through:Eco cap -CEM and IMM methodsPFE -99.9 Credit var calculationPDC- Pre deal checkInvolved in analysis,design and implementation of SA- CCR (regulatory requirement)

    • Luxoft

      May 2018 - now

      • Principal Consultant

        Jul 2022 - now

      • Manager

        May 2018 - Jul 2022

  • Licenses & Certifications

    • Financial Risk Manager

      US GARP
      Dec 2009