Manish Garg

About Manish Garg

13 years of enriched techno-functional experience in end to end design, implementation and delivery of complex business applications using JAVA/J2EE, Sybase, Agile Methodology and managing diverse stakeholders in a Global Delivery Model across Financial Markets. 9+ years of core experience in Counterparty Credit Risk Change & Technology. Strong expertise in Counterparty Credit Risk Management and Basel Regulations, successfully lead big global development teams in delivering large scale regulatory projects.Have been involved hands on in leading front to back implementation of counterparty credit risk management platform and Basel across RBS trading portfolio. Expertise in Regulatory Capital/RWA Management space including key programs e.g. Basel Default Risk capital charge for Clearing houses, AIRB, Standardise approach for RWA calculatios. Working experience of calculating Exposure at Default EAD via IMM and non-IMM( MTM + Add-on or Own Estimates) methodologies, Collateral Margin for Non Centrally Cleared Derivatives - bcbs261, Standardised Approach for Counterparty Credit Risk SA CCR - bcbs279 etc. Exposure to multi-step monte carlo simulation, Netting Agreements & Derivatives Trading.Extensive work experience in credit exposure quantification methodologies e.g. Potential Future Exposure PFE, Expected Positive Exposure EPE, Expected Exposure EE, Stressed EPE, Stressed EE, Value at Risk VaR, Stressed VaR measures etc. I have acquired academic understanding of VaR, Market Risk Capital charge, Historical Simulations, Sensitivity based calculations, Incremental Risk Charge - IRC, Securitization and Fundamental Review of Trading Book - FRTB.Proficiency in Java based technologies(Core Java - Multi-Threading, Serialization, Collections Framework, Design patterns) and distributed computing data synapse, Oracle Coherence, HDFS and Messaging frameworks. Designed state of the art components for batch driven and event driven architecture.

Experience

1. Vice President Asset Management Engineering

   Goldman Sachs

   Aug 2024 — Present · Bengaluru, IN

Education

• National Institute of Technology Karnataka

  Bachelor of Engineering (B.E.), Computer Engineering

  1999 — 2003

Skills

• Jms
• Software Development Life Cycle (Sdlc)
• Java
• Credit Risk
• Oracle Coherence
• Jsp
• Sql
• Hibernate
• Service-Oriented Architecture (Soa)
• Weblogic
• Spring
• Sdlc
• Agile Methodologies
• Java Enterprise Edition
• Web Services
• Xml
• Datasynapse Gridserver
• Spring Framework
• Business Analysis
• Basel Iii
• Derivatives Trading
• Soa
• Cva
• Requirements Analysis
• Software Project Management