Ashish Parekh

7 years of experience in risk management

Monitoring & Calculating of Scenario VAR, Greeks- Delta, Gamma, Vega, Theta, Exposures, Hedging Positions and Mark to Market loss.

• Analysis and finding out reason for the deviations in the month-on-month numbers reported to the management.
• Maintain Various MIS Reports & Calculating the total monthly Profits for the proprietary desk as well as for individual dealers, code wise, reconciling with the accounts department and the dealers for any discrepancies.
• Calculating on a Daily basis Value at Risk for Dealers undertaking directional, volatility, and arbitrage trades and monitoring the Deltas online for the trades done throughout the day on a daily basis using the Risk Management System and intimate traders to manage positions accordingly.
• Check Real-time MTM calculations at dealer wise & Member level
• Monitored Real-Time fund utilization by various dealers at branch, Family and member level.
• Alerts for Ban scrip traded, MTM, Fund – over utilization, un-hedged positions (for options / cash – futures).
• MIS Reports maintain for manage firm exposure as per SEBI Regulations.
• Adopting New changes in software & other MIS Reports as per Management requirements
• Frame Risk Policy Guidelines for organizations.

Monitoring & Calculating of Scenario VAR, Greeks- Delta, Gamma, Vega, Theta, Exposures, Hedging Positions and Mark to Market loss.

• Analysis and finding out reason for the deviations in the month-on-month numbers reported to the management.
• Maintain Various MIS Reports & Calculating the total monthly Profits for the proprietary desk as well as for individual dealers, code wise, reconciling with the accounts department and the dealers for any discrepancies.
• Calculating on a Daily basis Value at Risk for Dealers undertaking directional, volatility, and arbitrage trades and monitoring the Deltas online for the trades done throughout the day on a daily basis using the Risk Management System and intimate traders to manage positions accordingly.
• Check Real-time MTM calculations at dealer wise & Member level
• Monitored Real-Time fund utilization by various dealers at branch, Family and member level.
• Alerts for Ban scrip traded, MTM, Fund – over utilization, un-hedged positions (for options / cash – futures).
• MIS Reports maintain for manage firm exposure as per SEBI Regulations.
• Adopting New changes in software & other MIS Reports as per Management requirements
• Frame Risk Policy Guidelines for organizations.