Bhavya Jain
CA| B.Com| Product and strategy Treasury-FOREX, DERIVATIVE, FIMM,EQUITY
- Role
- Deputy Manager at ICICI Bank
- Location
- Mumbai, IN
- LinkedIn followers
- 500 followers
About Bhavya Jain
Chartered Accountant with strong interest in financial markets, stocks, mutual funds, and…
Experience
Deputy Manager
Apr 2023 — Present · Mumbai, IN
Projects-Contributed to the successful MIFOR to MODIFIED MIFOR transition aligned with CCIL methodology- Led UAT testing and setup for various products, including Gold Metal Loan, Non-Nostro Currency (Physical), FX Swap, and Credit Default Swap- Implemented CCIL Pay-Delay, NDOIS product, Multicurrency setup, and Rate-Scan in Murex- Managed ancillary production support, resolving P&L discrepancies from forward rate capture issues, revaluation rate curve adjustments, and trade modifications- Deployed BOND FORWARD (DERIVATIVE)Areas of Work-Collaborated with business stakeholders (Front Office) to define tech solutions for improved efficiency- Elicited and documented business requirements (BRD) for development teams-Managed full project lifecycle from requirement analysis to post-implementation support, ensuring timely and within-budget delivery- Fair understanding of Murex Software (Including E-trade pad Booking template, Simulation view, trade life cycle, trade events and impacts, indices and Generators)-Worked on Internal Webpage (Equity Webpage) to upload NSE, BSE, NAV data which flows to murex and accordingly dealing for equities done-Knows about the Revaluation rate curve and calculation of swap points in murex-Strong ability on analyze various OTC products broadly.1. Swaps (Overnight, Interest rate, Currency Swaps): Generate swap cash-flows based on term sheet, market conventions. Forex: Pricing OTC forward rates (Using Interest rate parity), impact of Basis risk in FX and currency swaps, events on forex transactions and its regulatory feasibility such as Early delivery, Early Termination, Rollover etc. back-to-back covering and hedging of FX exposure and pricing exotics such as non-deliverable 3. Bonds and Money: Computation of yield and AIBD conventions. Events such as MM accrual breakage for unscheduled capital redemption.
Education
MT Jariwala high school
12th
Veer Narmad South Gujarat University, Surat
B.Com, Advance Accounting and Auditing
MT Jariwala high schol
10th
The Institute of Chartered Accountants of India
CA Final, Accounting
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