Fenil Satiya

• Performing supervisory checks across the EUCSS business on daily reports and sign-offs on timely manner.
• Performing month-end specific FOBO and MAFA checks.
• Leveraged analytics to deliver ad hoc risk and PV scenario testing, empowering the desk to manage gap risk, and conduct stress testing in alignment with their trader mandate.
• Ensuring no control breaks across EUCSS business by performing FOBO reconciliation checks.

Financial Regulatory and Risk Reporting, Deutsche Bank – Mumbai.

Performing an analysis of Risk/PnL at T+1 for the Structured desk dealing with financial products across OTC and exchanges.

Assessing the present value (PV) and Risk on trades through DB Analytics, and generating reports incorporating diverse risk parameters tailored for the trading desk.

Analyzing profit and loss (PnL) attribution on the basis of Greeks, delivering commentary on both P&L and FVA variance, with a focus on market movements and events.

Supporting the desk at T0 by saving the market data and providing estimate PnL.

• Performance reporting on a daily, monthly, or quarterly basis.
• Calculation of time-weighted, money-weighted, and true-weighted returns.
• Calculations of ratios such as Sharpe, Sortino, Beta, Correlation, Standard Deviation, and NAV on a daily, monthly, quarterly, and yearly basis, with the data of various hedge fund management companies across the globe.
• Loading data into the system and reconciling it end-to-end to have accurate performance reports.
• Creating customized performance reports according to the client's requirements.
• Coordinating with various internal departments to put together the data and reports.
• Creating proof of concepts for prospective clients and implementing the new clients on board.

• Analyzed, as well as traded, index and equity options based on option Greeks (Delta, Gamma, Vega, Theta, and Rho) and using the Black-Scholes model in the live market.
• Made new strategies and positions based on the market environment.
• Worked on strategies such as calendar spreads. Reverse Gamma Scalping, Ratio Strategy, Butterfly Strategy, Iron Condor Strategy, and Diagonal Spreads.
• Handled market movements at various major events, like the Financial Budget, Lok Sabha Elections, RBI policy, and the Company's Financial Result.
• Continuously hedging Delta and finding arbitrage opportunities based on market conditions.