Prashank Jain

PROJECTS:

ESMA Reporting

• Analyzing the legal documents of the portfolios (WH & CLO) in pipeline, to determine the applicability of ESMA.
• Analyzing the cashflow and waterfall model to reconcile the securities and note-holders payment on solvas.
• Preparation of quantitative data for helping the Findox to reconcile the positions in the portfolio from the client.
• Timely preparation and quality check of huge ESMA reports for regulatory reporting of the portfolios.
• Analyzation and calculation of the correct results of ratios and ratings of the loans and securities.
• Operating software's such as "Solvas", "Markit", "WSO" for analyzing and reporting of huge data transactions.
• Co-ordinating and assisting the Chennai and onshore team for tracking the status of the deals in pipeline and query resolution.
• Onboarding and training new joiners with the process of the team.
• Successfully automated hurdles in the process by making a new tool on Pentaho Data Integration.
• Closely collaborating with the client for smooth functioning.
• Improved reporting accuracy, implementing new data management system.

OIS DTC

• Developed pattern identification algorithm which helps calculating interest payment schedule of Cusips.
• Correction of correct payment dates schedule on OIS to ensure the accuracy of payments.
• Received appreciation and VIP Recognition award from Senior Vice President and Senior director.

Waterfall

• Analyzation of various documents like "Trust Deed", "Collateral Management Agreement" and many others for Waterfall modelling.
• Preparation of Waterfall model- POP, payment history, ORBM.
• Modelling various tests like OC, IC tests.