Utsav Shibduth

Market Risk Analyst at SBM Bank Mauritius
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Contact Information
us****@****om
(386) 825-5501
Location
Carlton, Victoria, Australia, AU
Languages
  • English Native or bilingual proficiency
  • French Native or bilingual proficiency
  • Hindi Elementary proficiency

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Credentials

  • Excel 2016: Managing and Analyzing Data
    LinkedIn
    Apr, 2021
    - Nov, 2024

Experience

  • SBM Bank Mauritius
    • Mauritius
    • Banking
    • 700 & Above Employee
    • Market Risk Analyst
      • Mar 2023 - Present

      • Independently monitor risk exposures and ensure market risk positions are within prudential limits • Conduct in-depth and insightful profit and loss computation and analysis through daily risk reporting for the Treasury Function • Perform daily computation of FX VaR and monitor the portfolio performance • Drive the continued relevance of mark-to-market methodology • Monitor and analyse the ALM and market risk metrics (including but not limited to liquidity gap, interest rate gap, duration, DV01, EaR, VaR) • Run scenario and stress testing analysis • Build quantitative tools as needed to provide effective analysis of the market risk • Keep up to date with global macro events across asset classes - FX, Equities, Money Markets and Commodities as well as understanding the effects of these events to explain market volatility and P&L • Report on the developments in the evolution of the Bank’s market and liquidity risk exposures and performance Show less

  • Deakin University
    • Australia
    • Higher Education
    • 700 & Above Employee
    • Deakin Business Development Clinic Consultant (intern)
      • Mar 2022 - Jun 2022

      Deakin Business Consulting Clinic is a hands-on small business consulting, work-integrated learning program that gives leading students real-world consulting experience, and provides small businesses with professional advisory services. Using a model known as the 7 Levers of Business Framework, student consultants assist their clients with a full 'health check' across the seven key profit drivers in their business. The consultants then work on the SME’s business and provide their client with a detailed strategic project brief, including a well-researched and planned project that they can implement to gain an immediate benefit for their business. Show less

Education

  • Deakin University
    Bachelor of Business Analytics, Business Analytics
    2020 - 2022

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