Sougata Banerjee
Financial Analyst @The World Bank Group
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WORK HISTORY
Financial Analyst @The World Bank Group
Market and Counterparty Risk Department (CROMC)1. Generate and rigorously assess regular reports of key risk metrics such as economic capital, VaR, derivative/swap counterparty exposure, and stress tests to support the function of the Chief Risk Office (CRO) 2. Monitoring and reporting the bank’s secondary market spreads and yield to maturity.3. Modelling IRRBB (interest rate risk in banking books) in Python using time-bucketed PV01(sensitivity) data from Murex.4. Developed Scenario analysis if any geopolitical tension arises and its impact on the bank’s balance sheet. Designed a dashboard in Power BI to show the MtM changes due to the stressed rates5. Monitoring the Liquidity Position of the bank and reporting the same to the higher management. Volume, Var numbers, and economic capital for LAP ( liquid asset portfolio)6. Performing Credit Analysis on stakeholders of the World Bank like Sovereigns, Insurance Companies, Multilateral Development Organizations7. Executing comprehensive test cases to ensure that data in the risk data warehouse has integrity and is reliable, accurate, and consistent with the organization\'s data framework.
EDUCATION
National Power Training Institute (ER), Durgapur
Bachelor of Technology - BTech, Power Engineering (electrical)
IFMR Graduate School of Business - Krea University
Master of Business Administration - MBA, Finance, General
ABOUT SOUGATA BANERJEE
A seasoned finance and risk professional with experience in ALM(asset liability…
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