Ankit S.
Senior Manager - Lead Business Analyst @BMO
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WORK HISTORY
Senior Manager - Lead Business Analyst @BMO
Toronto, ON, CA
EDUCATION
Illinois Institute of Technology
Master of Science - MS, Finance, General
Harrisburg University of Science and Technology
Master of Science - MS, Project Management
Rajasthan Technical University
Bachelor of Technology - BTech, Computer Science and Engineering
ABOUT ANKIT S.
Seasoned consultant working as a business analyst in capital markets with proven expertise in the financial services industry. Demonstrated experience in operations of the front office, middle office and back office in risk operations including - market risk, credit risk, liquidity risk. Skills - Fixed Income, Derivatives, Options, Option Greeks (Delta, Gamma, etc.), Futures, Forwards, Swaps, Credit Default Swaps, Repos, Reverse Repos, FX Instruments, corporate bonds, municipal bonds, agency and non-agency securities like ABS, MBS, RMBS, CMO, CDS, CLO, CDO, of Value at Risk (VaR), CVaR, SVaR, Stressed VaR, Expected Shortfall (ES), Convexity, Duration (Modified, Macaulay and Effective), Yield and Yield-to-Maturity (YTM), Potential Future Exposure (PFE), EEPE, CVA, DVA, XVA, CCAR, Stress Testing, Capital Adequacy Plans, Regulatory Reporting Frameworks, Liquidity Stress Testing, EMIR, BASEL I, BASEL II, BASEL and Dodd Frank regulations, Probability of default (PD), Loss Given Default (LGD) and Stress testing
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