Harsh Dhandhania

Experience

1. Market Risk Analyst

   UBS

   Jun 2022 — Present · Mumbai, IN

   Counterparty Risk: on-going monitoring of counterparty risk exposures and counterparties’ creditworthiness analyse counterparty credit risk transactions evaluate counterparties’ worthiness based on an analysis of both quantitative and qualitative factors weekly, monthly, quarterly and ad-hoc reporting and analytics Investment Risk: run daily, weekly and monthly checks of risk exposures client portfolios daily, weekly, monthly, quarterly and ad-hoc reporting and analytics perform \'first level\' checks across risk measures against minimum standards including tracking error, VaR, stress, liquidity etc provide risk analysis to AM Risk Officers at the portfolio level and asset class level by determining the qualitative and quantitative factors driving change in risks and exposures. This will include interaction with Risk teams in APAC, EMEA and US analyse portfolios and liaise with AM Risk Officers on the risks that are being taken identify, summarise and provide input on key risks and performance of funds for reporting to management performance attribution and monitoring perform validation of the risk analytics produced such as stress, VaR modeling and testing; model validation support including data gathering support the review and approval of new product launches and assessment/approval of new funds and financial instruments• Checking, validating, control the inbound/outbound flow and quality of data• Data cleansing, enriching, verification, resolution of data issues that emerge• Creating reports and views using Power BI, Tableau etc.

Education

• St. Xavier's College (Autonomous), Kolkata

  Bachelor of Commerce (Honours)

  2017 — 2020