Akhil Chandariya

• Member of statistical regulatory reporting team, ensuring compliance with regulatory requirements and deadlines.
• Developed and implemented robust reporting processes and procedures, resulting in improved accuracy and efficiency
• Prepare and submit regulatory reports, including RS3, RV3, MR1 to Central Bank of Ireland.
• Conducted extensive data analysis and validation to ensure accuracy of reported information.
• Collaborated with cross-functional teams to gather relevant data and provided insights on regulatory implications.
• Developed and maintained strong relationships with regulatory agencies, responding to inquiries and addressing any issues promptly.
• Prepare and present Quarterly Oversight Deck to Management.
• Implemented risk management frameworks and internal controls to ensure compliance with regulatory guidelines.

Interest Rate Risk Management Team

• Preparation & Analysis of Liquidity and Interest Rate Exposure reports on Daily basis for various CEEMEA countries and sharing the same with Country Treasurers and Market Risk Managers
• Preparation of Monthly KPI Dashboard and Weekly MIS reports for CEEMEA region
• Implementation and Periodic review of Stress Testing Scenario assumptions provided in Funding and Liquidity plan shared by Risk Manager
• Preparation and Analysis of Liquidity Coverage Ratio (LCR) on Monthly and Quarterly basis, as per norms laid down under Basel III and in accordance to US regulatory rules.
• Working on various project with regards to the process automation & System migrations in order to generate more accurate results along with improving efficiency.
• Partner with Risk, IT and Business to work towards system enhancements that can meet analytical, reporting and funding strategy need.
• Performing UAT testing of various liquidity and IRE Assumptions approved by Risk that coincide with regulatory expectations, market environment and strategic forecasts.

Broker Dealer Team

• Member of Broker-Dealer Liquidity Management team, with responsibility for monitoring of liquidity risk, forecasting firm’s liquidity position and analyzing group’s structural liquidity for Broker-Dealer Entities
• Member of team responsible for migration of Asia Broker-Dealer Liquidity reporting for Japan, Hong-Kong & Australia Entities
• Running stress tests to prepare daily 30-day (RLAP) and 1- year (TLST) stress metrics as per Basel III rules and analyzing key liquidity drivers to present to senior management for efficient and timely decision making.
• Preparing daily and monthly liquidity decks with high level of analysis for different asset classes and businesses, country and counterparty specific exposures for presentation to ALCO members every month.
• Develop and maintain robust internal controls to ensure high quality of reporting and analytics within defined deadlines.
• Liaise with Operations, Project and Technology teams to deal with issues occurs for preparing RLAP.
• Conceive daily regulatory metrics with responsibility for monitoring and forecasting liquidity position; analyzing structural position (“LCR”, “RLAP” and “TLST”) under BAU and stressed conditions; modernized reports and made presentation to senior management.
• Addressed monthly presentation on analysis and initiatives for ALCO to Corporate Treasury

Projects:

• Was part of Full Suite migration global strategic project for Asia BD process, tested 22 queries used for CGMJ and CGMHKL daily/Monthly liquidity risk reporting process together with technology support
• Ensured all discrepancies during UAT are highlighted to technology and same gets resolved before went live
• This project required extensive analysis, reconciliation, weekly calls and ensuring potential issues are communicated to technology in timely manner.
• Was part of new ILST reporting framework, coordinated across 4 regional teams and involved long hours and acquisition and testing of new data sources, report design and data validation in coordination with Global Liquidity Management (GLM) and GFT GLRS team.
• In addition to successful implementation of TLST reporting, Treasury Reporting launched new NSFR reporting for Consolidated Citigroup, Citibank Bank and US Bank.
• Team efforts also required development of new/enhanced dashboard tools, governance and operational frameworks and implementation of IFW reports to provide improved metrics and reporting capabilities to both GLM and Regional/ Country Treasury team.
• Also, part of EUC O365 Testing and ensure to reduce EUCs by clubbing or streamlining processes for team.

• Accountable for preparation of interactive models that include forecasting of income & cash flow statements, balance sheet, revenue & cost drivers and key metrics.
• Building financial consensus models from scratch of different US companies and these models are sold out to US hedge funds.
• Responsible for development of financial/ interactive models as per client requirement
• Carrying out independent estimates of P&L in compliance to company guidance
• Performing comparable analysis and consensus modeling effectively.
• Handling various financial terminals such as Thomson one analytics & events for analysis of financial data/model.
• Analysis thorough financial research activities and creating financial models of different companies from following sector like Telecom, Media, Internet, Technology and Retail.
• Responsible for Client Communication and solving their queries related to our models.