Sansad Kumar Panigrahi

About Sansad Kumar Panigrahi

Certified in Executive Program Of ALGORITHMIC TRADING offered by QUANINSTI Quantitative Learning Pvt Ltd. •FRM level 1 Candidate• Knowledge of building trading strategies through PYTHON, Data analysis and modelling through PYTHON.•Knowledge of Machine Learning for Trading •Business Analyst with 13 plus years of cross-platform experience in interacting, addressing and solving business issues. • Worked on the reference data model like Account masters table and security masters table to ensure the lineage of data.• Ensuring Data Completeness, consistency, conformity, accuracy, Integrity and timeliness across all the data models.•Experience on a large capital markets implementation and/or practical experience in trading environments and industry knowledge of trading organization•Securities Trade Life cycle: Equity, Bonds, Derivatives (Front,Middle and Back)•Investran Tool: Private Equity Accounting •Summit Tool (Misys): Derivatives Trading (Conversant at a functional level with the Misys Summit System including Trade blotters, Market Data, STP, Exception Blotters)•Clearing and Settlement :Equity, Debt,Derivatives (Payments: MT202, MT103) •Compliance: Dodd Frank, Volkers Rule, Basel 3•Derivatives: OTC Options, Futures, Forward, CDS,IRS,MBS•Fixed Income: Corporate Bonds, Government securities and Treasury bills.•Full understanding of the OTC trade life cycle (origination, trade modeling and execution, risk management, hedging, limits, credit risk management, ISDA standards and confirmations, settlements, option event management)• Extensive experience on Collateral Management ( Margin Call, Collateral Movement, Collateral Balances and Position, Margin Expose ) of products like SFT, ETD and OTC Derivatives. •Experience in writing business and system requirements which includes writing BRD and FRD•Use case preparation, Use case model and diagram, Test Strategy and Test Case

Experience

1. Vice President (Counterparty Credit Risk)

   SMBC Group

   Mar 2023 — Present · NY, US

   Engaging with risk modelling team to define or enhance PFE methodology for existing or new products2. Perform ongoing model calibrations and analyze results based on Brownian Motion and the Wiener Process.3. Analyze/validate exposures (PFE) for any limit triggers and credit limit breaches4.Monitor CCR analytics for large DoD and MoM moves in PFE5.Perform credit limit sizing and define maximum tenor limits (New deal activity and existing)6. Perform XVA analysis including CVA and DVA7. SR11.10 implementation on all derivatives products to calculate PFE,MPE,EPE,EE etc.

Education

• School of Inspired Leadership

  Post graduation in business administration , Finance and Financial Management Services

  2011 — 2012

• Vellore Institute of Technology

  Bachelor of Technology (B.Tech.), Electrical and Electronics Engineering

  2003 — 2007