Sougata Banerjee
Chennai
Summary
A seasoned finance and risk professional with experience in ALM(asset liability management) and Liquidity risk management working for the World Bank Group. Working as an internal consultant within the bank implementing solutions for market risk and liquidity risk teams. I have worked across geographies such as India,US and Singapore gaining exposure to cross-culture stakeholder management.
In my current role, I am working on financial reporting, implementation of IRRBB(interest rate risk in banking books)in Python, testing risk data warehouse for data integrity using SQL, and liaising with the Treasury, Traders, and Accounting team to ensure smooth functioning of business operations.
Overview
7
7
years of professional experience
Work History
Financial Analyst
The World Bank
08.2021 - Current
Market and Counterparty Risk Department (CROMC)
- Generate and rigorously assess regular reports of key risk metrics such as economic capital, VaR, derivative/swap counterparty exposure, and stress tests to support the function of the Chief Risk Office (CRO).
- Monitoring and reporting the bank’s secondary market spreads and yield to maturity.
- Modelling IRRBB (interest rate risk in banking books) in Python using time-bucketed PV01(sensitivity) data from Murex.
- Developed Scenario analysis if any geopolitical tension arises and its impact on the bank’s balance sheet. Designed a dashboard in Power BI to show the MtM changes due to the stressed rates
- Monitoring the Liquidity Position of the bank and reporting the same to the higher management. Volume, Var numbers, and economic capital for LAP ( liquid asset portfolio)
- Performing Credit Analysis on stakeholders of the World Bank like Sovereigns, Insurance Companies, Multilateral Development Organizations
- Executing comprehensive test cases to ensure that data in the risk data warehouse has integrity and is reliable, accurate, and consistent with the organization's data framework.
Senior Management Trainee
HCL Technologies
04.2021 - 07.2021
Financial Planning and analysis
Summer Intern
Societe Generale Global Solution Centre
05.2020 - 06.2020
- Understanding of structured products offered by Societe Generale to investors
- Prepared a case study on losses made by global investment banks (which sectors/strategies contributed the maximum to the loss)
Project Assistant
IIT Kharagpur
07.2017 - 04.2019
- Worked on the Research and development of a healthcare project sponsored by ICMR.
Education
Master of Business Administration - MBA - Finance, General
IFMR Graduate School of Business - Krea University
05.2021
Bachelor of Technology - BTech - Power Engineering (electrical)
National Power Training Institute (ER), Durgapur
08.2016
Skills
- Query language - SQL
- Python (Programming Language)
- Industry Domain: Banking – Risk management, IRRBB, Fixed Income Securities
- Asset and Liability Management (ALM)
- Microsoft Power BI
- Equity Derivatives
- Mutual Funds
- Statistical Analysis
Timeline
Financial Analyst
The World Bank
08.2021 - Current
Senior Management Trainee
HCL Technologies
04.2021 - 07.2021
Summer Intern
Societe Generale Global Solution Centre
05.2020 - 06.2020
Project Assistant
IIT Kharagpur
07.2017 - 04.2019
Master of Business Administration - MBA - Finance, General
IFMR Graduate School of Business - Krea University
Bachelor of Technology - BTech - Power Engineering (electrical)
National Power Training Institute (ER), Durgapur
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