Priyanka Römer

• Daily Margin Call issue and analysis. • Daily onboarding processing for clients doing bilateral OTC, CCP, ETD and Repo business and securities lending • Responding on queries raised by clients, counterparties, custodians or other stakeholders (via email or telephone) • Internal and external reporting • Proactively detecting issues in daily processes • Client Management and strong communication

• Validation of SVaR & VaR risk coverage in liaison with Basel requirements. • Verifying figures by Delta, Gamma or Volatility analysis based on product and corresponding effect. Responsible for handling Hybrid products includes derivatives, options, the structured exotic product, Swaptions and Fixed Income product such as structured bond, IRS, Cross currency swaptions, Range accrual. • Successfully deploy end to end process for SVaR & VaR from Paris to India.

• Responsible for attribution and validation of D-1 P & L and balance sheet. • Providing daily commentary on P&L swings and variance investigation to Front office traders and senior finance managers. • Review daily adjustments and control accounts and ensure all daily and aged breaks are followed up and resolved. • Handled Fund linked products, structured products, equity products which include derivatives, IRS, CDS, notes, futures, options.

• Internal Audit • Bank Stock Audit • Check the accuracy of the stock statements and the debtor statements and the debtor statements submitted by the borrowers. • Project Financing of various entities • Preparation of CMA report, Preparation of Projected Balance Sheet and compliance with bank requirements. • Statutory Audit • Concurrent Audit

Alternative Investments Advanced Derivatives & Structured Products Applied Technical Analysis Investment Fund France ETF Investment Blockchain & Fintech Fixed Income Management Credit Risk Exposure CVA

The institute functions under the administrative control of the Ministry of Corporate Affairs, Government of India and is the second largest professional body of Chartered Accountants in the world. Specialised in Auditing, Finance, Accounting and Taxation