Chief Manager/AVP - R Programming - Risk Department - Financial Industry

- Knowledge of VaR, EE, PFE calculation and about functional knowledge of financial products, risk.

- Gathering information from Stakeholders about the portfolios and scenarios to be analysed. Mapping scenarios to books for weekly and monthly runs to calculate and analyse the exposure data.

- Analysis as per regulators like PRA, FINMA and analysing CCAR, SRWA (Stressed Risk Weighted Assets)

- Creating design document of RISK mart how will it work.

- Developing the entire code in SAS and SQL.

- Used SAS for pre-processing of data, data extraction, validation & manipulation

- Knowledge of base SAS, macros & SAS functions.

- Create temporary and permanent datasets using temporary and permanent Libraries.

- Used SAS /Base for creating, sorting and updating reports.

Nitu Sachan
Account Manager - Talent Acquisition
Alpha Orion Consultants