Experience

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  Citi

  Oct 2018 - Feb 2020

  Securities and derivatives analyst

  1. Worked in the middle office investment banking dept and took ownership of functions such as trade capturing, confirmation, settlements for diverse products classes such as Credit derivatives, Equity derivatives, Interest rate derivatives, Rates swaptions, Credit default swaps, Credit options, Credit index tranches, Equity linked swaps, Commodity linked swaps, OTC equity options, OTC commodity options, FX options, Variance swaps, Cross currency swaps, CFDs etc.2. Manually affirming of trade economics with trade recap & term sheet provided by traders and portfolio managers.3. Reporting client daily valuation of their derivatives positions.4. Constantly liaising with traders, portfolio managers,clients, onshore team in Dublin, US and other investment banks (counterparties) in case of dispute or discrepancies.5. Ensuring flawless delivery and strict adherence to the risk and control framework6. Regulatory reporting of all the OTC derivatives products to client, DTCC for risk management framework7.Daily monitoring and reporting of corporate action from Bloomberg. Show less

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  Blackrock

  Feb 2020 - Sept 2021

  Business analyst

  1. Worked in the Green package Risk analytics team and managed work related with the creation and quality control of risk analytics reports both at the security and portfolio level. 2. Worked on calculating the risk analytics and NAV of portfolios comprising assets like fixed income, derivatives, securitised products, equity securities etc 3. Optimising the process improvement and automating the deliverables where currently manual actions are required. 4. Investigating the risk and portfolio analytics changes (using SQL and UNIX) in the risk reports both at the portfolio and security level including changes in the duration, convexity, OAS spread, large NAV change, VAR, Tracking Error, Portfolio Exposure etc 5. Delivery of error free risk and analytics report after a high degree of quality checks to the portfolio managers and traders of different AMC clients which help them to know the risk of their positions and risk exposure in the market.6. Updating the daily NAV to the client and work on the client queries related with the large changes in the NAV, exposure, client portfolios or associated cusips etc. 7. Resolving client queries, Post release issues(PRI) in the analytics reports, files etc after detailed Root cause analysis (RCA Show less

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  Exl

  Sept 2021 - Jul 2022

  Assistant manager

  1. Worked as a business consultant on ‘Libor cessation' project for one of the leading Investment bank in UK in their Middle office Investment banking dept and managed work related with the creation of new Risk controls, streamlining the Libor trades, Reports, Risk breaks etc2. Collaborate with the different stakeholders internally and externally including IT teams, Process developers, External global counterparties, Trading desk, Trade control unit, onshore teams etc and discussing with them the right approach for dealing with the trades impacted due to decommission of the Libor and resolving all the risk breaks accruing due to this in a timely manner.3. Monitoring all the new trades must be done as per the new Risk free rates (RFRs) as decided by ISDA fallback protocols. Working on the backdated trades to move them to New RFRs.5. Summarize analytical findings into presentation and share analysis & reports with senior leadership.6. Liaising with the senior management for daily reporting and escalating of aged Libor impacted breaks in order to mitigate the regulatory and credit risk. Show less

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  S&p global

  Aug 2022 - now

  Senior associate/team lead

  PVR- Pricing and Valuations of DerivativesS&P Global Market Intelligence