Elanthamilan e
Vice President | Basel IV rule Assurance | Regulatory Reporting (CCR, Securitization) | Treasury accounting & valuations | SQL | Phython.
- Role
- Vice President at Barclays
- Location
- Chennai, TN, IN
- LinkedIn followers
- 500 followers
About Elanthamilan e
Regulatory Basel 3.1 rule assurance, Treasury accounting, Valuation, Liquidity reporting and VaR (Trader limit Monitoring). Experience summary: Basel IV Assurance - rule compliance assurance across Counterparty credit risk, CVA, Operational Risk, Large exposure and Leverage disclosures. Derivatives, SFTs, Credit and Securitization asset class experience. DB : SQL and Phython • Management VaR; Internal VaR limit monitoring (historic simulation, variance–covariance VaR) • Valuation: Fixed income products level 2 & 3 P&L valuation and Balance sheet CVA adjustment. • Reporting experience: Regulatory Capital, Leverage and Liquidity reporting as per PRA, EBA, FRB and RBI. Regulatory Reports: COREP templates, Y-9C, HCR, FFIEC 01, FFIEC 02. • Liquidity Reports: NSFR, LCR and DSBO returns.
Experience
Vice President
Aug 2021 — Present
Education
Manipal Academy of Higher Education
Master of Business Administration - MBA
Skills
- Reporting & Analysis
- Basel Ii
- Credit Risk
- Valuation
- Accounting
- Basel Iii
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