Fachlicher Schwerpunkt dieses Freiberuflers

Business Analyst/PO - Equities,Credit,FX,Rate Derivatives valuations; Front-Mid-BO Trade&Market data systems;OTC,ETD,Collateral for PFE,EPE,RWA,Stress

verfügbar ab
01.07.2019
verfügbar zu
100 %
davon vor Ort
100 %
PLZ-Gebiet, Land

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Städte
Frankfurt am Main
300 km
Kontaktwunsch

Ich möchte bevorzugt für Projekte in diesen Einsatzorten kontaktiert werden.

Projekte

02/2007 - Heute

12 Jahre 4 Monate

Projects catering to Basel II, Basel III, Dodd-Frank, EMIR, BCBS / IOSCO, BaFin, CRR, CRD IV etc.) across credit risk landscape

Rolle
Lead Business Analyst
Kunde
DEUTSCHE BANK AG, FRANKFURT (Through HCL GmbH)
Projektinhalte
  • Lead team of business analysts on methodology projects catering to regulatory frameworks (Basel II, Basel III, Dodd-Frank, EMIR, BCBS / IOSCO, CRR, CRD IV etc.) across credit risk landscape
  • Consult with business sponsors, management teams and developers to identify and deliver solutions throughout the SDLC life cycle.
  • Hands-on experience in credit risk exposure (stress / stress) CCE, PFE, EPE, AEE, RWA, EAD, EC, CVA calculations for derivatives and collateral
  • Execute and Manage Scaled Agile Framework (SAFe)


Key Projects / Focus areas

Market data / Risk factor refinement

  • Reduce time to market by identifying bottlenecks and improving standards for market quality management and business enablement of all asset classes
  • Reengineering the market risk factor simulation (Monte Carlo) for correctness and completeness

Negative Interest Rates Simulation

  • Interest rate model enhancement for negative interest rates.


Implied Volatility Simulation

  • Adjusting the Volatility surface for Equities simulation.


Central Clearing Transformation - Rolf & Nolan to SUNGARD GMI Migration

  • Products (derivatives / collateral) and assess the impact on risk exposures


Collateral Margin Exposure calculations for OTC derivatives

  • Spearhead collateral processes to offset trade exposures, catering to BASEL regulations


Margin simulation

  • Variation margin simulation and collateralized exposure calculations


Methodology changes for Unprocessed Trades Valuation

  • Exposure calculations for unprocessed trades under AEE mode for both collateralized and uncollateralized trades impacting economic capital.

Exchange traded derivatives and collaterals

  • Implement Listed trades valuation and collateral processes for credit risk exposure assessment


PreDeal - GUI for Credit Officers / Traders

  • Enhancement of front end user interface for the traders / credit officers for risk assessment


OTC clearing

  • OTC cleared trades


Trade data reengineering for PFE / EPE

  • SUMMIT, RMS, OPENLINK, IMAGINE to reduce operational complexity


Netting and aggregation framework

  • Framework to validate the application of netting and aggregation rules at trade level in the bank, which would ultimately go into the calculation of RWA and regulatory capital numbers.
Kenntnisse

Derivatives

Securities processing

Valuations and Risk Calculations

Data/System migration

Trade Booking systems

Market data systems

Limit Management

Scrum

Stakeholder management

Risk Controlling

European Market Infrastructure Regulation

BaFin

Entity Relationship

Daten-Migration

System migration

Business Analysis

Functional Design

UAT

Produkte

Bloomberg

Reuters

SUMMIT

IMAGINE

RMS

Openlink

GMI

Bonds

Forex

Interest Rates

Commodities

Rolf & Nolan

Equities

OTC

Exchange Traded Derivatives

Collaterals

Toad for Oracle

Atlassian JIRA Agile

Excel VBA

Excel Macro

Excel

XML

XSD

SQL Loader

03/2004 - 02/2007

3 Jahre

Sales (Non-Life Insurance) for Large Corporates

Rolle
Territory Manager - Business Development
Kunde
ICICI LOMBARD GENERAL INSURANCE COMPANY LTD, MUMBAI
Einsatzort
MUMBAI, INDIA
Projektinhalte
  • Lead team of relationship managers to enhance the client portfolio by winning new customers
  • Penetrate major accounts and develop new prospects, conduct sales presentations to prospects, negotiate contracts, and close new business deals
  • Conduct market analysis and need to develop new corporate relationships and nurturing the existing ones across all sectors
  • Liaise with underwriters, reinsurance and products to ensure efficient delivery of solutions
Kenntnisse

Sales

Insurance

Customer Relationship Management

Produkte

Primia

05/2003 - 05/2004

1 Jahr 1 Monat

Equity research for non-listed Small and Medium Corporates

Rolle
Investment Analyst - Financial Modeling
Kunde
METRO INFRASTRUCTURE & PROJECT SOLUTIONS (MIPS), MUMBAI
Einsatzort
MUMBAI, INDIA
Projektinhalte
  • Develop integrated DCF financial models of unlisted companies for green-field investments
  • Analysis of financial statements of corporates for profitability matrix creation.
  • Assist in business development activities
  • Effectively communicate multiple concerns for multiple projects
Kenntnisse

DCF

Equity research

Kompetenzen

Produkte / Standards / Erfahrungen
Data Modeling, Entity Relationship
Enterprise Architecture, SQL developer, TOAD for Oracle
Derivatives valuation
Equities, Credit, Bonds, Forex, Commodities, Interest Rates
Equity research (Discounted Cash Flow analysis)
Insurance
Market data sources like Bloomberg, Reuters
MS Office Suite
Word, Excel, Visio, Project, Access
Sales, Customer Relationship Management
Trade booking systems
SUMMIT, RMS, OPENLINK, IMAGINE, SUNGUARD, ROLD & NOLAN

PROFESSIONAL SUMMARY

Experienced MBA professional with more than 16 years of progressive experience in Investment Banking, Capital Markets and Financial Services industry encompassing

  • Domain - Risk Management, General Insurance and Corporate Finance
  • Products coverage - Corporate (Large / SME) Insurance, Financial Derivatives (IR, FX, Equity, Credit Spread, Fixed Income, Commodities) and Collateral (OTC / Listed)
  • Working locations - India, UK and Germany (Branch office visa)
  • Scope / Span of work - Strategic and tactical planning across multiple functions and levels (Analyst to Managing Directors)
  • Languages - English (Proficient) and German (B1 certification in progress)
  • Proven ability to manage and timely deliver multiple assignments simultaneously
  • Extensive stakeholder management experience.

Datenbanken
Primia

Ausbildungshistorie

2001 - 2003

MBA (Finance)

Faculty of Management Studies (FMS)

University of Delhi, India

1996 - 2000

Bachelor of Technology

National Institute of Technology, NIT Calicut, India

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