Arjun Prasad

Assistant Vice President @Citi

Pune, MH, IN

EMAILS

[email protected]

MOBILE NUMBERS

+91 *********19

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WORK HISTORY

Mar 2021 — Present

Assistant Vice President @Citi

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Pune, IN

ACE (Analytical Calculation Engine): ACE is the core calculator which calculates Counterparty EAD(Exposure at Default) for various Counterparty Credit Risk methodologies: IMM, SACCR, CEM, CEF.Basel and PFE: Margin Algorithm, Exposure aggregation, Monte Carlo Simulation.Requirement Gathering : RMA/QRS, Capital team.Unit Testing, Regression testing, Impact analysis.Unix

EDUCATION

N/A

St Josephs School, Martam, Sikkim

Class X

N/A

IBS Hyderabad

Master of Business Administration (MBA)

N/A

Sikkim Manipal Institute of Technology, Sikkim

Bachelor of Technology (B.Tech.)

N/A

Holy Cross school , Gangtok

Class XII

SKILLS

PowerpointMicrosoft ExcelTradingInvestment BankingCredit Derivatives ProductsSecurity AnalysisCredit RiskChart Indicators ( Technical Analysis )TableauCorporate FinanceMicrosoft OfficeCandle Stick PatternRequirements GatheringDerivativesBasel IiiCommodity DerivativesObieeSpssBusiness AnalysisSqlAgile MethodologiesCurrency FuturesCurrency OptionsManagementIntegrationDerivatives TradingVar (Value at Risk)Discounted Cash FlowBankingTeam ManagementMs VisioFinancial Risk ManagementMarket RiskTechnical Analysis

ABOUT ARJUN PRASAD

Business Analyst with knowledge on -Financial Risk Management (Credit Risk…

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