Rajna Ameen
FRTB- HSBC| Market Risk Analysis | Investment Banking
- Role
- Manager at HSBC
- Location
- Bengaluru, KA, IN
- LinkedIn followers
- 500 followers
About Rajna Ameen
Results-oriented risk consultant and market risk analyst with over 5 years of…
Experience
Manager
Feb 2024 — Present · Bangalore, IN
Currently working at a managerial position in the Market Data Management team (FRTB-IMA) at HSBC. primarily heading the FX asset class with the following responsibilities:a. Contributed to the implementation of the FRTB Internal Models Approach (IMA) for HSBC across the London and Hong Kong regions, focusing on risk factor classification in line with RFET and the 7 Data Principles. b. Conducted historical price data analysis for FX and Commodities (Spot & Vol), identifying and validating staleness and outlier breaches to ensure accurate inputs for Expected Shortfall (ES) and Stressed ES under NMRF treatment. c. Developed Python-based automation tools and Power BI dashboards to enable scalable and efficient market risk analysis and regulatory reporting. d. Executed scenario-based risk calculations across FX, Commodities, and Equities, supporting precise ES and SES calculations for Non-Modellable Risk Factors (NMRFs). e. Developed comprehensive documentation for all processes involved in FRTB implementation, including RFET, market data analysis, imputation, MAPS, scenarios, and NMRF capital calculation for ES and SES, thereby establishing a centralized knowledge repository through effective stakeholder collaboration and information consolidation
Education
Christ University, Bangalore
BBA honours
2016 — 2019
International Institute of Information Technology Bangalore
Post graduate diploma
2020 — 2021
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