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    Naukri VivekSharma (4y 0m)

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    Naukri VivekSharma (4y 0m)

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    Naukri_VivekSharma[4y_0m]

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    2 views1 page

    Naukri VivekSharma (4y 0m)

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    of 1

    Vivek Sharma

    Male | 27
    EDUCATIONAL BACKGROUND
    FRM, P1 Global Association of Risk Professionals 3311 2023
    MBA Indian Institute of Management, Sambalpur 73.42% 2022
    B.E. University of Mumbai 7.75/10 2018
    HSC St. Joseph’s Junior College, HSC 75.85% 2014
    SSC St. Joseph’s High School, SSC 85.09% 2012

    PROFESSIONAL EXPERIENCE

    Market Risk Analyst Swiss Re GBS Bangalore, Sep '22 – Present


    • Monitoring Risk Management Triggers (VaR, Stress) defined at Group, Business Unit &
    Legal Entity levels across Rates, Credit and Equity asset classes
    • Contributed to building out ET/ EWMA/ Predictor Adjusted (Move Index) VaR for optimal
    Market Risk calibration of Group IR VaR trigger.
    • Built an R Shiny based Scenario Analysis dashboard to assess the impact of several (FINMA,
    SR Institute, Blackrock) scenarios on SST and Shortfall
    • Conducted annual Market Risk assessment and Stress Review (test appropriateness of Shock
    Sizes) for Listed Equity asset class
    • Automation in R: Moving Trigger Notification/ RiskCo/ Monthly report charts from excel to R
    • Contributed to AMIC, Bi-Weekly and Monthly risk management reports on changes in Delta/
    Stress/ VaR

    Assistant Manager Clearing Corporation of India Mumbai, Mar '22 - Sep'22


    • Performed valuation of derivative instruments such as Forwards, Swaps, across Interest Rate
    and Forex asset classes
    • Built Unique Product Identifier (UPI) codes for OTC derivative instruments (Forwards, Swaps
    Derivatives and Options across Interest rate and Forex asset classes) in accordance with CPMI guidelines
    • Participating in the design and rollout of new products and services to develop the OTC
    • Derivatives market in India
    Software Engineer Larsen & Toubro InfoTech Pune, Aug '18 – Aug '20
    • Created a Data – Driven (SQL/Excel + Java) Selenium Automation Framework for a UK
    Insurance firm to execute regression test suite for business testing reducing the test execution
    time by 40%
    • Driven Due Diligence meetings with the client and applications SMEs to comprehend the
    Test Automation business requirements for a US Manufacturing firm
    SME • Aided the Engineering team in preparing and seeking sign-off on Functional requirement
    Document for a Capital Appropriation application used by the business teams

    SUMMER INTERNSHIP 2 Months


    Finance Intern Bajaj Capital Remote, Apr'21 – Jun'21
    • Performed Risk-Return analysis by calculating portfolio performance metrics on 30+ Funds
    across 6 Investment categories to compare performance vis-à-vis benchmark indices
    Wealth • Conducted Due Diligence to comprehend client’s existing portfolio to identify the Investment
    Management objectives and Risk tolerance
    • Recommended Financial instruments viz. Equity, Debt Funds, Term Insurance basis the risk
    • profile to meet the financial goals

    ACADEMIC PROJECTS
    • Performed RBSA on 80+ actively managed Indian equity portfolios spread across 4
    Return – Based Style investment categories to identify mimicking style portfolios and corresponding style alphas.
    Analysis • Classified style alphas across market swings, holding periods, fund size, fund age and
    expense- ratio Built a VBA framework to automate quadratic optimization across 80+ funds

    SKILLS
    • R (Data analytics and Visualization Packages: ggplot2, tidyr, dplyr, tibble, gt, gtExtras), R
    Analytics Shiny, Advanced Excel, SQL, Git (Azure DevOps)
    A

    Email: [email protected] | Permanent Address: New Panvel, Navi Mumbai | Phone: +91 9137971724

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