Baidyanath Prasad, FRM

Experience

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  ICICI Bank

  Aug 2005 - Jan 2009

  Assistant Manager

  • Part of regional credit & operations group handling various rural banking asset products for entire eastern zone. • Coordination with relationship team for processing of credit appraisal, disbursement, documentation and repayments.• Ensuring internal audit and SOX audit Compliance. Stock and repayment reconciliation pertaining to Commodity Based Finance. Resolving customer issues regarding disbursements and repayments thereon.• Providing ECBF software training to staff members (eastern zone) on regular basis.• Monitoring of Overdue and NPA Cases (proper classification and communication). Monitoring, communication and recovery of Margin call generated due to lowering of commodity prices. Show less

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  SIDBI(Small Industries Development Bank of India)

  Feb 2009 - Oct 2009

  Assistant Manager- Credit

  • Handled entire credit portfolio pertaining to Direct Finance Scheme at assigned Branch while building and maintaining healthy business relations with existing & prospective clients. Ensuring maximum customer satisfaction by achieving delivery & quality norms.• Appraisal of loan proposals (Term loan, Project Finance and Working Capital Loan) and co-ordination with Regional office for sanction. Documentation of the loan sanctioned viz. execution of legal and security documents.• Audit compliance and adherence to key audit findings. Monitoring of Overdue and NPA Cases (proper classification and communication). Keeping track of proper insurance coverage on assets covered under loans as security. Show less

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  IDBI Bank

  Dec 2009 - Jan 2024

  Market Risk Management and Treasury Middle Office (TMO):Implementing and reviewing of risk management policies viz. Market Risk & Derivative Policy and Investment PolicyRecommending market risk limits and evaluating the magnitude, direction and distribution of market risks across the Bank from a portfolio perspectiveReviewing Investment & Derivative Portfolio and submission to ALCO and Risk Management Committee on periodic basis. Computing Capital Charge for (i) Market Risk, (ii) Credit Risk pertaining to Off Balance Sheet Market Related Items, (iii) CVA and (iv) QCCP exposure. Preparing various scenarios with RBI consultation for Stress Testing. Performing Scenario and Sensitivity Analysis on Treasury Portfolio and reporting to RBI semi-annually. Responsible as Nodal Officer for various Regulatory RBI Reporting Risk based Supervision (RBS) – Single point contact for all market risk related data points and responsible for compliance to RBS audit conducted by RBI. Responsible for MTM valuation of Investment, Forex & Derivative Portfolio in Treasury SystemConsolidating Daily Risk Report along with valuation of entire trading bookMonitoring and adherence of various market risk limits/regulatory limits Liaise with Audits Team and provide the necessary inputs. Provide compliance with audit observations.Finalization of various Disclosures pertaining to Market Risk for Balance sheet and Annual report including quarterly closing in between.Treasury Mid-Office: Ensure timely reporting and alert dealers on the positions/risk parameters when they near predetermined limitsCalculating Loan Equivalent Risk (LER) for corporate counterparties Credit Support Annex (CSA): Provide Counterparty-wise MTM statement weekly for settlement of funds.Mentoring new staff member on various aspects of Market risk and TMO function.Part of team, as TMO representative, engaged in upgradation of treasury systems to integrated treasury system. Show less • Credit Risk Analysis and Assessment o Assigned internal ratings to large corporate proposals with detailed analysis of industry, management, financial and business risks involved.o Responsible for reviewing the assessment, deal structure, and recommend risk mitigation measures to enhance credit quality of proposals. Conducing detailed credit/financial analysis of proposals viz. project finance, working capital and non-fund based bank facilities pertaining to various industries, while taking into consideration relevant policies and regulatory frameworkso Facilitated investment/lending decisions by presenting the risk rating reports to top management level risk committee• Implementation of new rating model - Responsible for UAT of new risk rating model & improvement of critical parameters viz. calibration of scores, value statements, benchmarking • Detailed Monitoring & Surveillance of industry/portfolio to study and recommend on technical changes, future trends in industry and new developments• Loan Review– Post-disbursement review of corporate proposals across nationwide branches• Mentored new staff members on various aspects of credit risk analysis Show less

  • Deputy General Manager & Head ALM

    Jul 2021 - Jan 2024

  • Assistant General Manager, Market Risk/TMO

    Sept 2016 - Jun 2021

  • Manager Market Risk

    Jan 2013 - Aug 2016

  • Credit Risk Manager

    Dec 2009 - Dec 2012
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  S.P. Jain Institute of Management & Research

  Jan 2012 - Dec 2012

  MBA

  Higher Education

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  NaBFID

  Jan 2024 - now

  Vice President & Head Market Risk and ALM at NaBFID