ranjeet kumar

manager

About

GARP certified Financial Risk Manager with around 7 years of experience in Capital Analytics, Credit Portfolio Risk, Economic & Regulatory Capital, Capital Adequacy, Impairment/Provisioning, Risk Adjusted Profitability Metrics, Modelling, Analysis and Reporting Ranjeet is an MBA (Finance) with sound business knowledge of financial markets, commercial banking & derivative products, financial risk, valuation, VAR/CVA, loan loss provisioning and stress testing. He has good understanding of regulatory and governance framework like Basel III, ICAAP, SA CCR, etc. and possesses excellent analytical & quantitative skills with attention to detail and ability to analyse large data in SAS, SQL, R and Excel VBA

Country

united kingdom

City

london

Industry

banking

Skill

credit risk, valuation, financial markets, financial risk, portfolio management, risk management, financial analysis, var, risk analytics, mis, monte carlo simulation, credit, crm, banking, risk modeling, sas, credit risk management, risk frontier, icaap, crdiv, ccar, basel iii, stress testing, rwa, counterparty risk, cva, sql, r, vba

Experience

manager

assistant manager - credit impairment analytics, group financial reporting

hsbc

2016-12 - Present · 9 yrs 10 mos

production engineer

mahindra & mahindra

2004-7 - 2005-9 · 1 yr 3 mos

Increasing productivity using TPM Toyota Production system and Lean/six-sigma

process engineer

hamworthy moss as

2005-10 - 2007-9 · 2 yrs

Improving product quality and streamlining process

associate - capital analytics, banking and capital finance

hsbc

2014-2 - 2016-11 · 2 yrs 10 mos

senior analyst - wholesale portfolio management, global banking and markets

hsbc

2013-3 - 2014-1 · 11 mos

* Responsible for measuring portfolio credit risk on monthly basis using the in-house credit platform and Moody’s Risk Frontier using it’s lattice valuation methodology * Calculating risk adjusted profitability measures (RoE/SVA) at the most granular level by allocating shareholder capital using actual portfolio risk as allocation key * Responsible for compiling and reporting Early Warning Indicators and Key Risk Indicators * Performing data checks/analysis (eLGD, PD, Maturity, etc.) and variance/gap analysis (RWA, EAD, EC, SVA etc.) in SAS * Analysing RM's client profitability and helping them understand their client's risk profile * Responsible for resolving/escalating data issues and reconciling numbers among different systems * Producing ad-hoc MIs for various sector coverage teams and portfolio managers

analyst - uk portfolio management

hsbc

2011-2 - 2011-4 · 3 mos

* Collaborate with RMs, Associates, and Analysts on origination of bank credit opportunities * Review new European transaction structures and return analysis to ensure decisions at origination are taken with full visibility of appropriate costs. * Analyse and monitorEuropean unprofitable clients and sectors/industries; recommending on appropriate actions * Supporting execution and on-going surveillance of CDS, CLO securitizations and other secondary market positions

management trainee

hyundai motor india ltd

2009-2 - 2009-5 · 4 mos

Financial and operational feasibility of a new project

analyst - portfolio management analytics, global banking and markets

hsbc

2010-4 - 2011-1 · 10 mos

* Actively involved in the development of in-house ex-post credit platform to calculate risk adjusted profitability based on Economic Capital * Member of strategic Portfolio Analytics team developing and testing the loan forecasting/pricing tool * Ensuring that the forecasting tool used by the frontline RMs is properly administered and all data sources are updated as required in a timely manner * Working collaboratively with various stakeholders like Front Office RMs, PMs, IT, internal and external service providers * Training of various stakeholders including RMs on risk adjusted performance measurement