Now you can Instantly Chat with YOGESH!
About Me
Bachelor of Engineering in Computer Science from Amravati University, India with first class. Overall 14 years of experience in financial industries which comprise of SIT, ETL, UAT and Automation Testing. Currently working on BREXIT and FRTB (Fundame...hich comprise of SIT, ETL, UAT and Automation Testing. Currently working on BREXIT and FRTB (Fundamental Review of trading Book) Regulatory program for Commonwealth Bank, Australia. Strong understanding of pricing and valuation of derivative products (Future, Forward, Swaps, Bonds, Options etc.) Recently worked for BCBS239 MRP Initial Margin (IM) and Variation Margin (VM) Regulatory program in Credit Suisse, Switzerland. Extensive experience in OTC Derivatives, Capital Market, Security Brokerage and Risk (Credit Risk & Market Risk). Hands on experience with MUREX Automation tool ONYX (MX TEST). Proficient in performance testing using iStrobe tool. Extensively hands on of Murex, Fenics, Finacle Treasury (Light House) and Front Arena third party Front Office trading applications. Proficient in ETL testing using MS SQL Server Management Studio Extensively worked for a client Credit Suisse for more than 8+ years across various locations. Experienced working in client facing role in Australia, London, Switzerland and Poland. Working as a Senior Test Analyst for Excelian Luxoft Financial Services, Bangalore
Show MoreSkills
-
-
- 8 Years
Advanced
-
-
-
- 12 Years
Advanced
-
-
- 3 Years
Beginner
-
- 5 Years
Intermediate
-
-
-
- 8 Years
Intermediate
-
- 4 Years
Intermediate
-
- 3 Years
Intermediate
-
- 8 Years
Advanced
-
-
- 3 Years
Intermediate
-
- 14 Years
Expert
-
-
-
-
- 14 Years
Advanced
-
- 7 Years
Advanced
-
- 14 Years
Expert
-
- 5 Years
Intermediate
-
-
-
-
-
-
-
-
-
-
- 6 Years
Advanced
-
- 5 Years
Intermediate
-
-
-
-
-
-
-
-
-
Portfolio Projects
Description
The fundamental review of the trading book (FRTB) overhauls the market risk capital framework to meet the objectives of the Basel Committee’s (Committee) efforts to address shortcomings of the current Basel 2.5 market risk capital framework and reduce variability of market risk weighted assets (RWA) across jurisdictions.
Murex Binary Upgrade: This project aims to upgrade Murex (Mx) from the current Production version 3.1.36 to a target state 3.1.42 to deliver functional uplift with minimal impact to existing system users. The current version of Murex at CBA is 3.1.36 implemented originally in September 2016. Murex expects to release version 3.1.42 in May 2019. This version is the minimum required to be able to access functionality needed for the market risk engine (MRE) implementation under the FRTB Program.
There are two main dependencies of the binary upgrade to Mx42 for MRE project:
Taylor VaR computation module Portfolio Set functionality (to be used by CBA to import non-Murex trades positions in MRE
Show More Show LessDescription
The fundamental review of the trading book (FRTB) overhauls the market risk capital framework to meet the objectives of the Basel Committees (Committee) efforts to address shortcomings of the current Basel 2.5 market risk capital framework and reduce variability of market risk weighted assets (RWA) across jurisdictions. Murex Binary Upgrade: This project aims to upgrade Murex (Mx) from the current Production version 3.1.36 to a target state 3.1.42 to deliver functional uplift with minimal impact to existing system users. The current version of Murex at CBA is 3.1.36 implemented originally in September 2016. Murex expects to release version 3.1.42 in May 2019. This version is the minimum required to be able to access functionality needed for the market risk engine (MRE) implementation under the FRTB Program. There are two main dependencies of the binary upgrade to Mx42 for MRE project: Taylor VaR computation module Portfolio Set functionality (to be used by CBA to import non-Murex trades positions in MRE
Show More Show LessDescription
Project involved User Acceptance testing of all Banking and Cards applications under Rainbow engagement for EMEA Wave1 and Wave2 countries. Securities Brokerage is an Investments product which offers Brokerage Services across global Markets and Caters to large varieties of Bonds, Equity & Structured Note products offered by Citigroup / Third parties.
Show More Show LessDescription
The Initial Margin project is regulatory driven and requires that client's non-clearable OTC positions
are calculated and associated to the collateral that the client has pledged to post.
A legal document such as an ISDA agreement for OTCs, signed between a CS legal entity and a client,
define what collateral is eligible to be posted by the client and for what purposes and are detailed within the Credit Support Annexes (CSA).
Show More Show LessDescription
This client is a national leader in offering comprehensive health management services through organized health systems and insurance products. This program (Apollo) is the governance structure for the transformation project required to upgrade the claims processing system.
Show More Show Less