Trupti Maurya

Experience

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  EClerx

  Feb 2010 - Jun 2012

  Analyst

  • Data Cataloguing For Municipal Loans.• Data Capturing from Municipal Loan Documents.• Client Communication & Reporting• Auditing

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  Tata Consultancy Services

  Jun 2012 - Sept 2014

  Senior Process Associate

  • Risk Analysis: • Risk Cleansing & Analysis which depends on the threshold, day on day risk movement of different businesses on various products traded by traders as per the strategy used to minimize the exposure. • Risk Calculation involves in calculating Greeks using prices of single stock positions, and various products (Futures, Forwards, Options, OTC etc) for which positions fails to generate risk, positions not pricing, incorrect pricing etc due to system glitches. • Risk Reporting includes production of daily EQ risk reports which are sent to traders for review and approval. • Risk Submissions includes submitting risk downstream to GPC for Value at Risk (VAR) calculation of equity portfolio/books. • Platform Worked on: • RAVE (Risk Attribution & Valuation Engine), • Imagine/Goose, • GPC (Global Position Collector), • ATOM, • Bloomberg/Reuters. • Involves checking daily prices of various instruments like ETF, Equity, and Options through various vendors Bloomberg, Reuters etc. which is used in GREEKS calculation which in turn is used in VAR Calculation. • Mapping of different types of risk product in downstream (GPC) so that they are captured in VAR calculation. • Performing daily checks for an index which includes stale weights check, weights summing greater/less than 1. Show less

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  Hong Kong and Shanghai Banking Corporation

  Sept 2014 - Jun 2015

  Risk Analyst

  • To work effectively within the team, contributing to the ad hoc demands without loss of service for BAU processes.• To undertake daily reporting activities and Project work to develop/modify reports in line with new measures and business changes.• Preparing Global risk appetite mail for Rates, FX, Equity and Credit business and sending it to Top management.• Performing quality controls on risk input feeds and taking confirmation from MRC on stale or significant changes in risk numbers for Rates.• Reconciliation of VaR numbers between Systems for rates for quality assurance • Flash VaR Reporting for rates and explaining significant VaR changes in rates based on sensitivities• Performing Stress VaR and 10day VaR reporting for rates (Daily and Weekly)• Following up with IT and MRC for data related issue and approaching the solution. Show less

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  Credit Suisse

  Jul 2015 - Jan 2021

  - Business Analyst- Market Risk- BRD preparation, UAT Testing- Requirement Gathering from Market Risk reporting team and Strategic Risk Managers.- Preparation of Business Requirement Document.- Preparation of Approach and Functional Specification Document.- Performing User Acceptance Testing and reconciliation of market risk sensitivities, VaR, IRC and ERC between Production and Test environment- Coordinating with various stakeholders like Front office ,IT team and end user to make sure timely delivery of project with agreed functionality Show less • Currently working for IHC (Intermediate Holding Company) and CCAR 14Q Reporting requirement s in accordance with section 165 of the Dodd-Frank Act (DFA) for Market risk operations.• Working on the enhancement of Risk engine for populating market risk exposure in CCAR 14Q Trading worksheet • Worked on IHC project for on boarding new attributes.• Data analysis of various Trades and sensitivities for financial products.• Preparing reconciliation for Netsense, Var,IRC and ERC between prod and UAT and resolving the gap. Making sure that requirement given by business is implemented properly without impacting the current production and then sending it to DMC and MRM for review and Sign off.• Gathering business requirement, mapping the requirement with various system across the domain.• Participate and assist with testing, configuration/ release management, and deployment. Show less

  • Market risk Reporting

    Dec 2019 - Jan 2021

  • Lead Business Analyst

    Jul 2017 - Jan 2021

  • Senior Analyst

    Jul 2015 - Jul 2017
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  UBS

  Jan 2021 - now

  Associate Director