Pradeep Agal

Experience

1. AVP

   Bandhan Bank

   May 2022 — Present · Mumbai, IN

   Treasury System Implementation (Calypso) for the Market risk functions, coordinating with vendor for various UAT related issues and timely closure of UAT. Preparing test cases and conducting extensive UAT in coordination with Front office and Back office.Monitoring treasury investment exposures (i.e Stop loss, PV01, M-duration, VaR, security wise stop loss limits for Fixed income and Equity Trading portfolio). Formulating MIS excel templates used for daily reporting. Preparing the detailed analysis of Stress testing results and risk limit utilisations for the monthly meeting of the Asset Liability Management Committee (ALCO) of the Bank and quarterly Market Risk related reporting’s to the senior management and Market Risk Management committee of the Board. Preparation and review of the Risk Management policies with respect to Market Risk. Handling Regulatory Audit, Internal audit, concurrent audit, statutory audit queries related to all Treasury Mid Office reporting’s and timely closure of all open items. Involved in regular review of processes followed in preparing various reports & documenting them to ensure greater accuracy and reduce the turnaround time. Reporting of Treasury Mid Office related RBS data submission.

Skills

• Banking
• Portfolio Management
• Equities
• Foreign Exchange
• Auditing
• Currency
• Valuation
• Funding
• Fx Options
• Money Market
• Mis
• Treasury
• Back Office
• Accounting