Mandar Bandekar

Portfolio based margining,margin optimization,Market risk,model component margins,liquidity risk,margining methodology,portfolio optimization,stress testing,risk factor discovery,new product introduction,client reporting with margining transparency

Market Risk Change: Working in the market risk CTB initiative wherein the entire VaR and CCR calculation where pulled out on a portfolio calculator platform. The need was to move from monte carlo to historical full revaluation based approach cause of the changing regulatory landscape involving CCAR,US Basel III and FRTB. eFX Sales: Responsible for eFX distribution and client acquisition in APAC. Prime Services- Risk Management & Product Development.

Market Risk management of the entire derivatives/FI hedge book for GE corporate treasury worth $200 Bn through a team of 7 functional reportees.Stream lining product lifecycle processes across GE capital Treasury and enhancing methodologies for market risk measurement and mitigation for FI/derivatives bookS.VaR, RAROC, EVA and PFE modeling, exposure analytics, FX and IR econometric models, CVA and CTA Computations, hands on with option embedded derivative valuation and risk modeling.

Pricing and daily valuation of Derivative Products present in Treasury’s portfolio (vanilla and exotic: FX and Interest Rate products).Front to Back Treasury Product Specialist carrying out consulting and implementation of Reuters Treasury product suite comprising of Kondor+ (K+), Kondor Structured Products(KSP) and Kondor+ Trade Processing (K+TP) for cradle to grave processing of financial deals. Product Configuration for Derivatives, Money Markets, Fixed income, FX Interbank & Merchant banking

Identify the drivers of credit risk in Equity OTC Derivatives, Evaluate credit risk measurement models, Construct a framework for evaluating credit risk and determine best practices to monitor credit risks of OTC Derivatives.

Product Maintenance for ENOVIA LCA: The product was developed in vanilla which required fine tuning and customizing for the clients based on the existing processes existed within their PLM system

Modeling and designing of complex castings, forgings, plastic components, and sheet metal components, reverse engineering and large assembly management with top down design approach