Sanskar Khaitan

About Sanskar Khaitan

With a strong foundation in commerce from The Bhawanipur Education Society College, my…

Experience

1. Jr Risk Analyst

   Invesco

   Feb 2025 — Present · Hyderabad, IN

   Analysed Market,Liquidity, Tracking-Error,Counterparty Risk Analytics for multi-asset classportfolios (equity, fixed income, derivatives, etc.),passive funds and ETFs in APAC (Hong Kong,Taiwan, Japan, Australia), EMEA (Luxembourg,Dublin, Paris) and North America- Reviewed and monitored value-at-risk (VaR),duration, convexity, liquidity, tracking-error andother risk metrics for the Invesco funds- Performed risk profiling of newly launched/repositioned~50 Invesco Funds in terms ofmarket risk, liquidity risk, ESG, and Stress Test tosee alignment with investment strategies andobjectives, identify suitable risk benchmarks,determine regulatory VaR monitoring approach,and establish hard & soft risk limits; presentedand prepared pre-launch risk analysis to seniormanagers, portfolio and risk managers-Engaged with the Fund Managers andRegulatory Oversight on risk limit breaches andanalysis, provided timely analysis to the oversightfor Portfolio managers to take corrective action,tracked and monitored risk limits and leveragedRiskMetrics Ul for analysis- Cleaned and back-tested EMEA and APACfunds periodically by regulatory requirementswhile also streamlining, enhancing andautomating processes and risk models, whichinvolved merging SQL, Snowflake, and Excel;leading to a reduction in analysis time by ~50%- Validated and tested methodologies, learnedpricing of financial instruments in the RiskMetricsUAT platform

Education

• Aditya Academy Secondary

  Commerce

  2007 — 2020

• The Bhawanipur Education Society College

  Bachelor of Commerce -BCom

  2020 — 2023