I am writing to express my interest in the position at your esteemed organization. With over eight years of experience in data and technology within enterprise risk management, I have cultivated a robust skill set that aligns with the demands of this role.
In my role as AVP of ERM Data & Tech, I operated with a strong investigative working style that has allowed me to delve deeply into complex data sets and uncover actionable insights. My emphasis on analysis and problem-solving has equipped me to make informed decisions that not only enhance operational efficiency but also mitigate potential risks.
I thrive in environments where intellectual curiosity is valued, and I am passionate about leveraging technology and data analytics to drive innovation. Collaboration with cross-functional teams has been a cornerstone of my success; I foster effective communication that encourages the sharing of ideas, leading to improved solutions tailored to organizational needs.
I am excited about the opportunity to bring my unique blend of skills and investigative approach to your team. I am eager to contribute to projects that challenge conventional thinking and create impactful results.
If you believe that my skills and experience align with your needs, I am ready to start immediately. I aim to ensure a smooth and seamless integration into your team.
At your convenience, please contact me at 716-335-6936 or email me at srikruthrsharma@icloud.com. It would be an incredible opportunity for me to be considered for this role. Thank you for taking the time to review my application.
I am willing to relocate for the right job, but due to the distance, I would appreciate the opportunity to discuss my qualifications for this position over the phone.
Thank you for considering my application. I look forward to the possibility of discussing how my background, skills, and enthusiasms can align with the vision of your organization.
Manage multiple product classes; take the lead on risk initiatives; representation of Data Integration team in meeting with MRM / Business / FO risk feed providers.
Be able to do deep dive on Market risk components (VaR / Stress VaR) and be able to understand changes.
Independently manage the complete framework of all the regulatory implications driven by any changes in risk in Citi's back-office Market Risk system.
Provide regular project status updates to senior Management and Project Stakeholders for all active projects.
Keep an inventory of new project requests under assigned asset class/set, engage business and Risk Management stakeholders in priority discussions for all new project initiatives.
Moderate project status meetings to discuss progress.
Complete, maintain and review project plans for the project implementations.
Complete User Acceptance Test (UAT) plans, perform and coordinate UAT tasks.
Obtain approvals for requirements documents, test plans and test results from the business owners and stakeholders.
Perform reconciliations between UAT and PROD data, explaining differences and liaising with FO-IT to discuss any unexplained variations; can explain the drivers of all the components of capital; and have an understanding of implications of missing risk attributes and impact on the business capital.
Maintain project issues lists, follow up on open items to resolution.
Drive in internal process reviews and introduce enhancements to improve internal controls and team's efficiency.
Demonstrate strong awareness of the group's processes and procedures as well as changes in
Market risk.
Analyzed data using quantitative models with Market Risk Managers during testing phases, ensuring
threshold variations were maintained for continuous integration. Conducted Factor Sensitivity
analysis and comprehensive VaR, SVaR, CVaR, IRC UAT testing using Oracle SQL, MS Access, M S
Excel and VBA. Design and maintained Tableau dashboards to track project progress and manage
capacity constraints. Maintain UAT servers in Oracle SQL developer for UAT testing. Understand and analyze risk factor metrics such as VaR Delta Theta Gamma
• Market Risk Analytics & Reporting:
Worked with Market Risk Analytics models and tools to calculate VaR, SVaR, CVaR, and other market
risk indicators. Produced incremental VaR/SVaR reports and developed Tableau dashboards. Utilize
Risk Factor attributes to assess associated risks following integration, determined risk factor CUSIPs,
analyze data discrepancies within the data architecture/business hierarchy structure. In-house
applications: Citi Risk Market Risk Systems, Market Risk Analytics MRA tool, Citi Data Architecture.
Instruct tech & development departments on UAT testing models for calculation and implementation of
projects.
• Project Life Cycle Management & Implementation:
Led multiple ad hoc data demand and integration projects, implementation, testing, and release
phases. Model & analyze with risk managers and stakeholders to perform enhancements, data
migration, regulatory integrations, consent order migrations, ensuring timely approvals based project
implementation on valid testing outcomes.
Oversee the project life cycle of data feed enhancements and migrations, encompassing requirements
gathering from front office and risk management teams, testing, management approvals, release and
implementation. Document and track project progress through JIRA and Confluence, disseminating
Risk Integration release memorandums. Manage data integration efforts and validated factor limits
and data quality post-integration.
• Market Risk & Controls:
Collaborated with risk managers to implement data quality controls, risk management strategies, and
data governance measures. Conducted analyses using Market Risk metrics, methodologies, and Basel
2.5 regulations.
• Data Demands & Procedure Documentation:
Prepare and updated the procedure manual, ensuring compliance with auditing standards. Work with
Audit teams to verify adherence to departmental procedures. Managed data requests from stakeholders
and maintained the shared mailbox and drive for the department. Understand and analyze Risk Factor metrics such as VaR Delta, Theta, Gamma. Used Tableau and Gantt charts to
analyze project prioritization, factoring in available data resources and server capacity.
• Advanced Data Integration Projects:
Led complex data integration initiatives, including the LIBOR transition, JP Z-TIBOR, Interest Rate
Market Risk Knowledge: Equities, FX Rates & Currencies, Ratings, Factor Sensitivity Analysis, FRM,
FRTB, VaR, SVaR, CVaR, IRC analysis.
Identified root cause of discrepancies and designed solutions to prevent future occurrences by working with higher education student information systems and workforce analytical tools
Predicted incident arrivals based on feedback and incident flow automation. Coordinated activities daily with Anthology's global headquarters in Florida, including incident management and resource training.
Designed product automations, conduct API root cause analysis, workflow designer, Microsoft
ENGAGE, advanced CRM and ERP models
Completed over 1000 + priority RCAs with 17 critical projects including Connector product, 200+ Defects and Enhancements Analysis, SIS integration between two products (CNS-CRM)
• Identified root cause of discrepancies and designed solutions to prevent future occurrences by working
with higher education student information systems and workforce analytical tools
• Predicted incident arrivals based on feedback and incident flow automation. Coordinated
activities daily with Anthology’s global headquarters in Florida, including incident management
and resource training.
• Designed product automations, conduct API root cause analysis, workflow designer, Microsoft
ENGAGE, advanced CRM, Connector and ERP models.
• Completed over 1000 + priority RCAs with 17 critical projects, 200+ Defects and
Enhancements.
