Narayana Yaganti

Lead business functional analyst in implementing regulatory requirements (like Economic and Regulatory Capital Calculation) in Credit Risk, Operational Risk, and Strategic Risk areas and Stress Testing

- Implemented Comprehensive Risk Measure for market risk regulatory requirement with simulation algorithms for recovery, index basis and base correlation - System analysis in transfer of market data simulation frameworks from legacy C++ systems to java based web applications, resulting in reduction of processing time and more user friendly

- Implemented Market Data Simulation, Trade Valuation, Aggregation (PFE, EPE) for Counterparty Credit Risk - Implemented a framework for stressing IR, FX and Equity underlings based on the defined stress scenarios and value the trades using the stressed scenarios of the underlings - Developed a regression tool for comparing the data between Production and UAT environments to confirm the regression testing results