شيتيج تشابرا

Credit Risk - Modelling / Methodology Implementation
 Implemented a framework for LGD methodology based on key drivers such as Seniority, Industry,
Collateral, Structural subordination & Legal etc. on Credit Risk Systems
 Probability of Default Model Documentation and impact analysis on Basel AIRB RWA numbers for a Non-
Confirming mortgage Portfolio for a top Wealth Manager Bank, London
 LGD Model Audit & review in accordance with OCC guidelines for a Top GSIB US Bank
Credit Risk - Legal Entity Programs
 Impact analysis on Credit Risk such as on Exposure Calculations, Limit setting for a new Legal entity to
Comply with Dodd Frank requirements, Tier 1 I Bank, London
 Set up a new legal entity structure for Group Holding Co. including non-netted pools, exposures & limit
Management (OTC/SFT/ETD), LGD & EAD calculations to comply with TBTF regulations, Top IB in London
Counterparty Credit Risk/ Product Taxonomy
 Analysis for Margin requirements for non-centrally cleared derivatives (SIMM Program) to be able to
Report OTC Collateral Positions at ISDA level by Call Driver, Products & MtM Values
 Implemented a Strategic Product taxonomy framework by rationalizing and mapping Product lists across
Multiple Bank systems such as On-boarding, Legal, Finance, Credit Risk & PTX for Top IB, London
Credit Risk - Client Segmentation
 Standardized and automated the Credit Review templates and workflow for Top Investment Bank
 Risk based segmentation to create efficient Credit Counterparty Risk assessment process based on
Internal calculated ratings/ Risk levels for a Top Tier 1 Investment Bank, London
 Optimized release of Credit limits, Products & Branches for newly on-boarded low risk funds
Credit/Market Risk Policy Updates & Vendor Selection
 Formulated/Revised E2E BASEL compliant Market & Credit Risk, ICAAP & other policies for a large bank
 Evaluated current risk capabilities, created Vendor Evaluation Tool for selecting Credit and Market Risk
Product vendors for a large bank in Mauritius
Financial Services - Practice Development
 Worked on several Proposals on topics such as CCAR, TBTF, IFRS9, Basel Regulations for developing the
Finance and Risk consulting business
 Completed the qualifications of Accenture’s Banking Industry Generalist Certification program

Live Project: Performed Sectorial Risk Analysis for Domestic API and formulations industry for Dun and
Bradstreet - received Certificate in honour of “Distinguished Services” ’09
 Internship at LG Electronics, Noida - Decreased rejection rate of TV sets due to white balance problems
 Internship at Healthizen, Mumbai - defined business processes across multiple product lifecycles

Credit Risk Management
 Evaluated counterparties with respect to setting pre-season Credit Lines and incorporated Risk based
Pricing methodology
 Responsible for managing lending exposures with borrowers producing & trading coffee
 Evaluated collateral gathering & haircuts, Netting pools & managed exposure within desired limits
 Strengthened the Credit Risk assessment process by performing regular Audits of Buying Agents - led to
Zero Credit defaults & low counterparty Default rates
Market Risk Management
 Responsible for reconciliation of hedging positions on futures/options with physical purchases
 Managed Market Risks by setting Risk exposure tolerances/limits at counterparty/region/currency levels
 Performed investment due-diligence/created capex models, in evaluating development opportunities
Enterprise Risk Management
 Managed all major commodity trading risks - counterparty, currency, basis & liquidity risks
 Created annual risk budgets, ensured daily monitoring/risk control, audit & risk reviews of business units
 Developed Heat Maps, process maps, risk registers & risk reports for multiple business units

Designed multiple functionalities for equities, commodities and derivatives exchanges of
NASDAQ-OMX Group and its clients
 Developed Price matching algorithms for the Market Place engine to execute complex orders like
Butterfly combo trades on the proprietary CLICK and SECUR trading platform.
 ‘O2 Award: League of the Extraordinary’ for having had Outstanding Appraisal Rating for 2 consecutive
Years in HCLT ‘06-07, received by less than 2% of all employees
 Received Certificate for exceptional performance in providing a “Unique Customer Experience”
 Awarded National Stock Exchange’s Certification in Financial Markets - Financial Markets Module (100%)
& Derivatives Modules (88%) in 2007