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Ajitabh Srivastava

@ajitabhsrivastava

Senior Business & Quant Analyst at UBS Business Solution, assessing Overnight Stress Risk models and automating reports with Python.

India

Message

What I'm looking for

I’m looking to excel in risk management and valuation by enhancing my knowledge.

At UBS Business Solution, I gather requirements for the Overnight Stress Risk model, assess KMPI, and investigate breaches. I also automate reports using Python and perform UAT and data validation.

At Ernst and Young, I worked on risk management system analysis, including VaR calculations using historical simulation and Monte Carlo simulations. I also supported data governance checks, UAT, and report automation.

At Nomura, BNP Paribas, and Tata Consultancy Services Limited, I designed and tested functional specifications across capital markets, FX options, structured products, and trading workflows. My project work included algorithmic trading strategies such as TWAP, VWAP, Iceberg, and Cash Arbitrage, as well as regulatory requirements including MIFID 2 and EMIR.

Experience

Work history, roles, and key accomplishments

Current

Senior Business & Quant Analyst

Current

UBS Business Solution

Dec 2021 - Present (4 years 10 months)

Gathers requirements from stakeholders and Overnight Stress Risk model owners, performs KMPI assessment and investigation of breaches, conducts UAT and data validation, and automates reports using Python.

Python Risk Management UAT Data Validation SLA Data Governance KMPI Performance Testing

Senior Business Analyst

Ernst and Young

Sep 2017 - Dec 2021 (4 years 3 months)

Gathered requirements from stakeholders and Market Risk model owners, performed risk management system analysis, calculated VAR using historical simulation and Monte Carlo simulations, and automated reports using Python.

Python Risk Management VARs Replicas Of Historical Events Monte Carlo Simulations UAT Data Validation SLA Data Governance

Senior Business Analyst

Nomura

Sep 2016 - Jul 2017 (10 months)

Designed functional specifications for FX options and structured products, regulatory reporting projects like MIFID 2 and EMIR, and client sales workflow on Web. Performed functional testing and UAT for business changes and bug fixes.

FX Options Structured Products MiFID II EMIR Functional Specifications UAT Risk Management VARs Full Revaluation Delta Gamma Approximation

Business Analyst

BNP Paribas

Oct 2015 - Sep 2016 (11 months)

Designed functional specifications and integrated interfaces with Kondor for OTC and fixed income trades, delivered functional specs for EMIR regulations and Golden sources project, and performed functional testing and UAT.

KONDOR OTC Fixed Income EMIR Functional Specifications UAT Risk Management VARs Full Revaluation Delta Gamma Approximation

Business Analyst

Tata Consultancy Services Limited

Jan 2010 - Oct 2015 (5 years 9 months)

Designed functional specifications for trader workstation, risk management system, and security management system. Implemented workflows for algorithms like POV, VWAP, TWAP, Iceberg, Cash Arbitrage, Rollover, Hidden, and Peg N Pounce. Delivered specs for institutional trades under FIX, worked order, and DMA order workflows.