Anirudh Lohia

- Responsible for managing risk and P&L of this 68bln USD portfolio comprising of TLAC, AT1, senior & subordinated debt - Responsible for managing this 15bln portfolio from Europe within the LRD, LCR constraints imposed by governance - Manage the treasury shares portfolio - Designed the funder transfer price (FTP) curve for setting the funding rate in various tenors and currencies to incentivize the right mix of assets and liabilities

- Calculate, manage and report risk on various critical parameters like FX impact on CET1 ratio etc. for Tier1 capital risk management - Responsible for hedge accounting of structural FX exposure using FX-swaps, NDFs and offset FCT(foreign currency translation) accruing on foreign entities using repos/reverse repos - Hedge portfolio of pay fixed liabilities on a fair micro basis - Hedge pay fixed mortgages on a fair value macro basis

- Designing and executing projects to build yield curves, fx forward curves, repo curves based on the rates contributed by traders. The system was capable of interpolation, extrapolation of rates, discount factors and forward-forward rates. These rates were input to risk systems for valuation of financial products - Managed successful execution of project to generate Repo curves for valuation of Repo based products

- Requirement capturing, design discussions, effort estimations, negotiations and release planning - Monitoring implementation, reviews, resolving technical issues and post release customer handling - Ensuring adherence of projects to CMMi level 5 quality processes - Design and implementation of applications on numerous platform, programming languages and script

- High level design and prototype development for WAP based applications