PRASHANT SHARMA, FRM

Email: prashant21apr@rediff.com Contact no: 9860138028 PROFESSIONAL EXPERIENCE Market Risk Analyst Credit Suisse India Private Limited, Pune Employer: EBusinessware India Pvt. Limited (April 11 - till date)

Department: Risk Analytics & Reporting (RAR) Project: Capital Adequacy Directive 2 BIPRU Manage and enhance integrity of market risk data for analysis and reporting. Coordinating with Strategic Risk analysts, Risk IT, FO IT and counterparts in London, NY and Singapore. Processing of Market risk sensitivities for firm wide market risk reporting process & VaR, IRC calculations. Maintenance of mappings used in the data standardisation and enrichment process for VaR and IRC calculations. Follow up and answer issues/questions raised by risk managers and key front office personnel on sanity of data integrity, exposure and risk levels. Production of various exception reports and associated metrics, and tracking agreed actions. Leading a team of data analysts, assisting with project controls and communications like Regular updates and escalation of key issues and risks to the project manager.

Manager (Financial Analyst) Investments & Treasury Oriental Bank of Commerce

(July 08- March 11)

Middle Office
Valuation of the entire Investment portfolio (includes shares, fixed income securities, mutual funds, venture capital funds, derivatives etc.) of the bank as per the prevailing RBI, FIMMDA guidelines. Regular study of the Interest Rate Risk/Yield Curve Risk on the investment portfolio (fixed income) Steps to be taken for mitigation of Interest rate risks. Measurement and monitoring of the various risk parameters like Duration, PVBP and Convexity. Customization of risk mark software to calculate various risk parameters including VaR. Calculation of VaR for the whole portfolio, Back testing as per BASEL II/RBI guidelines. Portfolio restructuring in consultation with chief dealer and Treasury head of the bank. Presenting the above reports/data to the Management/Investment Committee to enable them to discuss the current position of bank, on weekly & monthly basis as required. .

Email: prashant21apr@rediff.com/ prashant21apr@gmail.com

Ph. No: +91-9860138028/9811419296

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Back Office
Accounting of interest/ redemption/repo/ new subscriptions, sale/ purchase in primary market/ secondary market etc. Preparing appraisal notes for Non SLR investments like bonds, equities, mutual funds & venture capital investments. Successfully handled both concurrent & statutory treasury audits, as well as Reserve Bank of India audits. Handled a special assignment depreciation of trading accounts for tax benefit with reputed tax consultant. Compliance report preparation/submission to RBI and awareness about RBI regulations and circulars. PROFESSIONAL CERTIFICATIONS
FRM (FINANCIAL RISK MANAGER, GARP) CAIIB (CERTIFIED ASSOCIATE Of INDIAN INSTITUTE OF BANKERS, IIBF)

TECHNICAL SKILLS
Proficient in MS-Office Risk Mark & I Deal Treasury solutions by Credence Analytics. RDS (Risk Data Store) & Market Risk Enquiry System of Credit Suisse. Reuters 3000 Xtra.

EDUCATION Post Graduate Diploma in Banking & Finance National Institute of Bank Management, Pune (A Reserve Bank of Indias Institute) B.Sc. (Hons) Statistics Hindu College, Delhi University XII X (CBSE Board) (CBSE Board) (2008) (CGPA-7.4) (2006)

81% (2002) 83% (2000)

EXTRACURRICULAR ACTIVITIES Young Reporter of NIE (Newspaper in Education) scheme, initiated by TOI at school Member of sponsorship teams for departmental & college festivals. Coordinator of MECCA, Hindu College annual festival (2005).

Email: prashant21apr@rediff.com/ prashant21apr@gmail.com

Ph. No: +91-9860138028/9811419296

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