Suhas Pujari

About Suhas Pujari

Currently working with Citi Bank, India as Vice President(Lead business analyst).Having 15+ years of experience in Risk Management Implementation & Consultancy. Successfully implemented Standardized Approach and Internal Model Approach for Market Risk and Credit risk for banks as per BASAL-II/ norms. Areas of expertise include Market Risk, FRTB (Fundamental review of trading book), Market data, Murex FO, Valuation, Financial Modelling, VAR, Expected Shortfall, Credit Risk, Liquidity risk, Interest risk in banking book, regulatory reporting and ALM.Successfully performed various Basel-II/ Capital charge computation (Standardized and IMA (Internal model approach), VaR (Value at risk), Expected shortfall Approaches), Worked on Market risk system in bank like Konder, Sophis, NEOXAM Datahub and Murex Worked on liquidity risk system Moodys Fermat.Specialties: Business Analysis, Investment Banking, BASAL-II / FRTB, Market Risk, Credit Risk, Liquidity Risk and ALM.FRM certification from GARP providing strong technical knowledge across all risk types.MBA in Finance and OCA from ORACLE.

Experience

1. Vice President

   Citi

   Jan 2023 — Present · Pune, IN

Education

• DY Patil University

  Master of Business Administration (MBA), Finance, General

  2009 — 2011

• MCT's Rajiv Gandhi Institute Of Technology

  Bachelor of Engineering (B.E.), Computer Engineering

  2004 — 2008

• St. Xavier's College

  SSC

  1992 — 2001

Skills

• Market Risk
• Interest Rate Swaps
• Requirements Analysis
• Frm
• Financial Risk Management
• Basel Ii
• Frtb: Fundamental Review of Trading Book
• Stress Testing
• Business Analysis
• Frtb
• Mis
• Fixed Income Portfolio Management
• Interest Rate Derivatives
• Basel Iii
• Banking
• Risk Management
• Team Management
• Fx Derivatives
• Derivatives
• Var
• Investment Banking
• Alm
• Investment Valuation
• Expected Shortfall
• Sql
• Credit Risk
• Financial Modeling
• Financial Risk
• Core Banking