Mahesh Thengane
Market & Treasury Risk Monitoring - Product Manager @UBS
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WORK HISTORY
Market & Treasury Risk Monitoring - Product Manager @UBS
Pune, IN
Actively contributed to the second line of defense within risk management by overseeing the review of large notional trades, ensuring adherence to internal risk limits and governance standards. • Worked closely with Market Risk Officers (MROs) to review trade exceptions, manage escalation workflows, and ensure decisions followed UBS\'s risk policies.• Validated trade details using internal Excel-based tools, identified issues in trade attributes, and performed root cause analysis to resolve discrepancies across systems.• Contributed to data quality improvements by validating logic used to classify trades, apply thresholds, and track exceptions.• Participated in meetings with risk, compliance, and technology teams to present findings on breach trends, control gaps, and suggest improvements in trade monitoring processes.• Supported the implementation of policy changes by aligning escalation rules and reporting logic with product types and business structures.• Built and maintained Power BI dashboards for weekly FRTB reporting, capturing key risk sensitivities such as Delta, Vega, and ATM Volatility across FX and Interest Rate portfolios, supporting capital impact analysis and senior management reviews.• Created JIRA tickets to log rule mismatches, data feed issues, and exception-handling gaps; coordinated with IT and QA teams to track resolutions.• Drafted and maintained Business Requirement Documents (BRDs) by translating risk monitoring use cases into structured documentation, supporting cross-functional coordination between business, risk, and technology teams.
EDUCATION
ITM Business School
PGDM, Finance
Sri Chaitanya College
HSC, Science
K.D.K college of engineering
Bachelor's Degree, Electrical and Electronics Engineering
SKILLS
ABOUT MAHESH THENGANE
With over a decade of experience in market risk and trade surveillance, I currently serve as a Product Manager at UBS, specializing in risk governance and compliance. My role involves collaborating with Market Risk Officers and senior stakeholders to oversee Large Notional trade processes across diverse asset classes. Leveraging advanced data tools such as an Excel-based ADD-IN platform and Power BI, I enable accurate monitoring, reporting, and investigation of trade discrepancies to maintain adherence to predefined risk thresholds. Previously, I contributed to portfolio performance and risk attribution at Citco, producing detailed reports for institutional clients and conducting in-depth analysis using tools like Bloomberg and Qlik. My mission is to enhance operational efficiency and regulatory compliance by designing data-driven solutions that support robust risk frameworks. Passionate about empowering teams with actionable insights, I aim to drive strategic decision-making in dynamic financial environments.
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