Ruby Jangra

About Ruby Jangra

Highly accomplished market risk expert with over a decade of global experience in banking, asset management, and insurance. Proven expertise in effectively managing risk for derivatives and capital markets, with a strong focus on value at risk (VaR), stress testing, back testing, leverage and risk monitoring. Known for delivering risk return efficient solutions and publishing comprehensive Asset Liability Management (ALM) reports for multi-billion-dollar asset portfolios. Proficient in a wide range of analytical tools and software, including Blackrock Aladdin, Advanced Microsoft Excel, Python, and SQL.Key Skills Value at Risk (VaR), Stress test, back testing, 18F 4 Derivatives Risk management program Risk governance, risk appetite, risk identification, risk monitoring, risk measurements and risk reporting Treasury and stressed liquidity risk Interest rate risk stress testing, Key rate duration Currency risk management Capital market risk Credit risk Asset Liability management Portfolio management Derivatives and hedge strategies Financial analysis Financial modeling Forecasting | Budgeting and variance analysis Data analysis Industry research Scenario analysis BloombergTechnical Skills Blackrock Aladdin Advanced Microsoft Excel | Macros | Index | Conditional list | Arrays | Pivots | Lookups | Business Object SQL Python R VBA Tableau SAP Business object Business Intelligence Platform SAP Enterprise Performance Management

Experience

1. Associate Market Risk

   DWS Group

   Sep 2022 — Present · Boston, MA, US

   Implemented the Sec 18F-4 Derivatives risk management program, overseeing daily monitoring of Value at Risk (VaR) and stress tests using Blackrock Solutions (BRS) Aladdin. Published internal reports for portfolio managers, analysed VaR limit breaches, identified violations, and escalated them to PMs and fund boards to ensure compliance with regulatory requirements• Collaborated closely with the risk management IT team to develop derivative Gross Notional Exposure (GNE) calculation methodologies within the risk analytics dashboard. Managed daily leverage risk in BRS Aladdin• Executed the global exposure analysis program, ensuring regular production of exposure reports using the business intelligence tool QlikView. Provided valuable insights to senior management on risk exposure across different markets.• Produced reports and presentations for risk control committees, addressing key risk factors and recommending appropriate risk management strategies. Collaborated with senior management on global reporting topics and contributed to high-level decision-making processes.• Fostered a strong relationship with Blackrock Solutions to ensure optimal support to the market risk team. Conducted weekly calls with Blackrock, addressing any open issues and enhancing response time and service for the team

Education

• Sardar Patel University, Vallabh Vidyanagar

  Bachelor of Business Administration - BBA, International Business

• ICFAI Business School

  Master of Business Administration - MBA, Finance

• University of Connecticut-Stamford

  Masters of Financial Risk Management (STEM)

Skills

• Finance
• Financial Analysis
• Dcf Valuation
• Banking
• Capital Markets
• Valuation
• Research
• Equity Valuation
• Corporate Finance
• Team Leadership