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Strong project management profile specializing in financial services industry
Jit Banerjee, CFA, FRM
,
London, United Kingdom
Experience
Other titles
Skills
I'm offering
Accomplished Business Analyst having 10+ years of work experience in multiple areas of Treasury, Capital Markets
Market Risk, Risk Governance and Risk Management across 6 different countries with 4+ years in the UK. Extensive
expertise in management and delivery of large complex Regulatory, Technology, Risk, Front Office and Change
Management Programs across multiple business groups of banking and capital market clients.
ATTRIBUTES & SKILLS
General Job specific
• Project Management & Team Leadership • Market Risk, Risk Reporting, Risk Technology
• Stakeholder Management, Agile approach • Treasury, Front Office, Risk, Valuation of Derivatives
• Troubleshooting & analytical skills • Model Validation, Stress Testing, Product Control
• Verbal and written communication skills • Risk and risk systems, Compliance, Finance, Audit
• Ability to simplify and explain a problem • Regulatory Change (FRTB, MIFID, IBOR, SIMM)
• Can-do attitude and self-starter • Murex implementation, Trading Platforms
Geographies: UK, USA, Europe, Singapore, Hong Kong, Mauritius & India
Market Risk, Risk Governance and Risk Management across 6 different countries with 4+ years in the UK. Extensive
expertise in management and delivery of large complex Regulatory, Technology, Risk, Front Office and Change
Management Programs across multiple business groups of banking and capital market clients.
ATTRIBUTES & SKILLS
General Job specific
• Project Management & Team Leadership • Market Risk, Risk Reporting, Risk Technology
• Stakeholder Management, Agile approach • Treasury, Front Office, Risk, Valuation of Derivatives
• Troubleshooting & analytical skills • Model Validation, Stress Testing, Product Control
• Verbal and written communication skills • Risk and risk systems, Compliance, Finance, Audit
• Ability to simplify and explain a problem • Regulatory Change (FRTB, MIFID, IBOR, SIMM)
• Can-do attitude and self-starter • Murex implementation, Trading Platforms
Geographies: UK, USA, Europe, Singapore, Hong Kong, Mauritius & India
Markets
United Kingdom
Language
English
Fluently
Ready for
Larger project
Ongoing relation / part-time
Full time contractor
Available
My experience
2018 - 2019
job
MANAGER
EXCELIAN LUXOFT FINANCIAL SERVICES.
Leading a team of 15+ Business Analysts on the client account for a Murex implementation program for
Hong Kong, Korea and Taiwan client entities; Stewarding adequate resource allocation by project
• Monitor progress for Valuations, curve building, product control, market data & risk team delivery
• Strong functional experience developing BRDs, design solutions & implementing end to end solutions
• Contribute to project planning, set budgets, prioritize deliverables, environment planning
• Responsible for seamless co-ordination with Front Office, Treasury, Finance, Market Risk & other IT Streams
Business Analyst, IBOR Transition Project, DBS Singapore:
• Lead analyst involved in scoping of project, Target Operating Model & firm-wide Project Governance
• Providing document specifications, impact assessment across different functions (FO, Operations, IT, Risk, legal); extensive risk exposure & PL impact analysis and planning for model validation
• Review the finance and accounting processes and identify opportunities for revision of internal policies
• Identify legal implications, new business contract design templates; develop strategy for replacing LIBOR
based contracts
Hong Kong, Korea and Taiwan client entities; Stewarding adequate resource allocation by project
• Monitor progress for Valuations, curve building, product control, market data & risk team delivery
• Strong functional experience developing BRDs, design solutions & implementing end to end solutions
• Contribute to project planning, set budgets, prioritize deliverables, environment planning
• Responsible for seamless co-ordination with Front Office, Treasury, Finance, Market Risk & other IT Streams
Business Analyst, IBOR Transition Project, DBS Singapore:
• Lead analyst involved in scoping of project, Target Operating Model & firm-wide Project Governance
• Providing document specifications, impact assessment across different functions (FO, Operations, IT, Risk, legal); extensive risk exposure & PL impact analysis and planning for model validation
• Review the finance and accounting processes and identify opportunities for revision of internal policies
• Identify legal implications, new business contract design templates; develop strategy for replacing LIBOR
based contracts
Design, Contracts, Finance, It, Analyst, Implementation, Revision, Office, Assessment, Market Risk, Treasury, Contracts, Processes, Manager
2014 - 2018
job
Business Analyst
MANANGER, FINANCE & RISK.
Client is structuring and executing a front to end trading
platform called Murex by implementation of the system across Rates, Credit and Fixed Income desks.
• Planned, strategized and led a team of 4 analysts responsible for numerical validation of the pricing models
• Subject Matter Expert (SME) for Livebook, Validation of P&L and Risk measures for migrated trades
• Liaised between Firm Market Risk, Finance, Risk Analytics, Credit Risk, Quants, front office trading and technology on the consistency and accuracy of risk representation as well as referential data
• Steered planning and prioritization of remediation activities and reconciliation for Inflation desk, CDS and Credit Bonds desk migration with focus on implementation of FX Cash and FX Exotic desks in future
• Quants validation of the various types of instruments like FX, IRD, Money market and Credit Derivatives
• Responsibility for running QA framework for the Risk and Market data team; led an offshore team of 8 for
planning the test strategy, designing test cases, execute and validation of test cases, automation planning
Business Analyst, FRTB implementation - Rabo Bank, London:
• Gap Analysis: Reviewed and defined scope and body of work required for capital charge calculation and trading and banking book set-up for the client
• Responsible for developing the FRTB Requirement Diagnostic Tool; an excel based utility which helps clients
to identify the gaps in the current market risk capabilities vis-à-vis FRTB regulatory requirements
• Requirement gathering: Mapping of FRTB requirements to different bank functions and teams and analyze
data source required for compliance and impact assessment for new capital charge calculation
• Business analysis capabilities to drive business requirements and analysis for FRTB implementation
• PMO support for managing the FRTB program workstreams
Business Analyst, Capital Markets Applications Lifecycle Risk assessment - UBS, Hong Kong: Responsible for
conceptualization and execution of end of life risk assessment POC framework using statistical
segmentation/clustering techniques.
• Managed project planning, gap analysis, effort estimation, business analysis, solution design and delivery
• Revamped the existing scorecard model and developed a model in R; created a risk index to identify and develop evolutions and remediation plans for infrastructure items
Business Analyst, Policy Enhancement Initiative, State Bank of Mauritius, Mauritius: Reviewed and updated policy
documents across Risk, Treasury & Banking functions after extensive stakeholder review and industry best practices
• Created a robust implementation plan and roadmap for implementation of the policy initiatives
• Business operator role working within the team as a SME reviewer to document and incorporate feedback
from Finance, Credit Risk, Middle Office, Market Risk, Treasury, Front Office, Audit, Legal functions
Project Manager, Regulatory Reporting and Compliance - US Bank:
• Worked on Basel II Capability Assessment including ICAAP, Liquidity Risk and Pillar 3 disclosures
• Assessed risks in the banking and trading book and assessed VaR Models for IR and Forex for market Risk
framework. Conducted back testing for the existing and proposed Var models
• Developed VaR Models based on Historical approach and Covariance approach for Market Risk framework
Senior Risk Consultant at Large UK, US and APAC Bank across multiple Risk Initiatives
Closely worked with stakeholders in FO, Risk management, MO, Technology, Quantitative Risk Management
Involved in Requirement gathering, Preparation of BRD and Functional Specs, Change Management, Solution
Design, Testing & UAT planning and coordination. Key projects:
• Implementation of new stress scenarios and implementation of new CVAR/ Expected Shortfall Method
• Market Risk Aggregation and Reporting- Design and implementation of Combined market risk aggregation,
reporting (VaR, Stress Sensitivities), Limit Management framework for Rates, FX and International Treasury.
• Risk Migration Domestic Treasury - Moved VaR calculation from offline spreadsheets to the Risk Engine
and VaR Calculation engine in line with Basel II Quantitative Standards
platform called Murex by implementation of the system across Rates, Credit and Fixed Income desks.
• Planned, strategized and led a team of 4 analysts responsible for numerical validation of the pricing models
• Subject Matter Expert (SME) for Livebook, Validation of P&L and Risk measures for migrated trades
• Liaised between Firm Market Risk, Finance, Risk Analytics, Credit Risk, Quants, front office trading and technology on the consistency and accuracy of risk representation as well as referential data
• Steered planning and prioritization of remediation activities and reconciliation for Inflation desk, CDS and Credit Bonds desk migration with focus on implementation of FX Cash and FX Exotic desks in future
• Quants validation of the various types of instruments like FX, IRD, Money market and Credit Derivatives
• Responsibility for running QA framework for the Risk and Market data team; led an offshore team of 8 for
planning the test strategy, designing test cases, execute and validation of test cases, automation planning
Business Analyst, FRTB implementation - Rabo Bank, London:
• Gap Analysis: Reviewed and defined scope and body of work required for capital charge calculation and trading and banking book set-up for the client
• Responsible for developing the FRTB Requirement Diagnostic Tool; an excel based utility which helps clients
to identify the gaps in the current market risk capabilities vis-à-vis FRTB regulatory requirements
• Requirement gathering: Mapping of FRTB requirements to different bank functions and teams and analyze
data source required for compliance and impact assessment for new capital charge calculation
• Business analysis capabilities to drive business requirements and analysis for FRTB implementation
• PMO support for managing the FRTB program workstreams
Business Analyst, Capital Markets Applications Lifecycle Risk assessment - UBS, Hong Kong: Responsible for
conceptualization and execution of end of life risk assessment POC framework using statistical
segmentation/clustering techniques.
• Managed project planning, gap analysis, effort estimation, business analysis, solution design and delivery
• Revamped the existing scorecard model and developed a model in R; created a risk index to identify and develop evolutions and remediation plans for infrastructure items
Business Analyst, Policy Enhancement Initiative, State Bank of Mauritius, Mauritius: Reviewed and updated policy
documents across Risk, Treasury & Banking functions after extensive stakeholder review and industry best practices
• Created a robust implementation plan and roadmap for implementation of the policy initiatives
• Business operator role working within the team as a SME reviewer to document and incorporate feedback
from Finance, Credit Risk, Middle Office, Market Risk, Treasury, Front Office, Audit, Legal functions
Project Manager, Regulatory Reporting and Compliance - US Bank:
• Worked on Basel II Capability Assessment including ICAAP, Liquidity Risk and Pillar 3 disclosures
• Assessed risks in the banking and trading book and assessed VaR Models for IR and Forex for market Risk
framework. Conducted back testing for the existing and proposed Var models
• Developed VaR Models based on Historical approach and Covariance approach for Market Risk framework
Senior Risk Consultant at Large UK, US and APAC Bank across multiple Risk Initiatives
Closely worked with stakeholders in FO, Risk management, MO, Technology, Quantitative Risk Management
Involved in Requirement gathering, Preparation of BRD and Functional Specs, Change Management, Solution
Design, Testing & UAT planning and coordination. Key projects:
• Implementation of new stress scenarios and implementation of new CVAR/ Expected Shortfall Method
• Market Risk Aggregation and Reporting- Design and implementation of Combined market risk aggregation,
reporting (VaR, Stress Sensitivities), Limit Management framework for Rates, FX and International Treasury.
• Risk Migration Domestic Treasury - Moved VaR calculation from offline spreadsheets to the Risk Engine
and VaR Calculation engine in line with Basel II Quantitative Standards
Regulatory, Analyst, Support, Offshore, Implementation, Infrastructure, Testing, Office, International, Banking, Assessment, Audit, Market Risk, Treasury, Framework, LED, UP, Manager, Management, Change management, Excel, Business Analysis, Project Manager, Automation, R, Audit, Risk Management, Design, PMO, Test, Analytics, Finance, Compliance, QA, Technology
2011 - 2014
job
Business Analyst
ICICI Bank.
Market Risk team
• Implementation of Internal Models Approach (IMA) for market risk capital computation at a bank level;
coordination with different groups to resolve issues
• Value-at-Risk (VaR) calculation for Bank portfolio and individual desk level; making improvements in the VaR methodology to approach global best practices
• Advised Bank in dynamic selection of stress period based on portfolio composition for maintaining bank's
liquidity during adverse period; extensive stress testing and scenario analysis of investment portfolio
• Implemented a process for daily back-testing of VaR for breach analysis of portfolios
Credit Risk Analyst
• Handled the Bank and Sovereign Credit Risk team: Handled the risk rating of domestic and foreign banks,
Financial Institutions, Insurance companies and State Governments
• Analysis on domestic Financial Institutions, insurance companies, mutual funds, state governments
• Implementation of Internal Models Approach (IMA) for market risk capital computation at a bank level;
coordination with different groups to resolve issues
• Value-at-Risk (VaR) calculation for Bank portfolio and individual desk level; making improvements in the VaR methodology to approach global best practices
• Advised Bank in dynamic selection of stress period based on portfolio composition for maintaining bank's
liquidity during adverse period; extensive stress testing and scenario analysis of investment portfolio
• Implemented a process for daily back-testing of VaR for breach analysis of portfolios
Credit Risk Analyst
• Handled the Bank and Sovereign Credit Risk team: Handled the risk rating of domestic and foreign banks,
Financial Institutions, Insurance companies and State Governments
• Analysis on domestic Financial Institutions, insurance companies, mutual funds, state governments
Analyst, Implementation, Testing, Insurance, Market Risk
2009 - 2011
job
Derivatives Trader
BANK OF BARODA.
Large public-sector bank in India:
• Proprietary trading in Cross currencies (USD, EUR, GBP, JPY) average daily turnover around USD 10 Million;
traded in futures, FX Options and FX Swaps
• Merchant desk- merchant covering for clients; Fund Management at GALM desk
• Risk return computation (Return on Capital) for different treasury groups
• Portfolio monitoring of different treasury desks on a continuous basis and highlighted key risk issues,
sudden movements and breaches
• Proprietary trading in Cross currencies (USD, EUR, GBP, JPY) average daily turnover around USD 10 Million;
traded in futures, FX Options and FX Swaps
• Merchant desk- merchant covering for clients; Fund Management at GALM desk
• Risk return computation (Return on Capital) for different treasury groups
• Portfolio monitoring of different treasury desks on a continuous basis and highlighted key risk issues,
sudden movements and breaches
Management, Monitoring, Treasury
My education
?
-
2012
CFA Institute
N/a, N/a
N/a, N/a
?
-
2009
Indian Institute of Management
MBA, N/a
MBA, N/a
?
-
2007
n/a
Bachelors, NIT Durgapur
Bachelors, NIT Durgapur
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