About

Ashish Kansal is a Senior Business Analyst with over 8.5 years of experience, specializing in Market Risk Domain and Product Control. He has worked on various regulatory frameworks such as Basel2, Basel3, SIMM, FRTB, and SACCR. He is well-versed with Agile Methodology and has handled both Business Analyst and Scrum Master roles. Ashish has extensive experience in the valuation of complex derivatives, risk reporting, and deep understanding of reports such as Initial Margin, PNL Explanations, FRTB, IRC, Additional Value Adjustment, SACCR, Market Simulation, Clean PnL, Var Backtesting, IR Sensitivity, Variance Risk, IR Vega, PnL, etc. He has also consulted with over 50 clients onshore and offshore and is well-familiar with products such as Adaptiv 360, Adaptiv Analytics, FastVal, Monis, Artiq, PIRAT, IMACS, AVA, POLE, and FO systems Murex, Orchestrate, Kondor, Summit, and Calypso. Currently working with AIA as a Business Analyst, Ashish is responsible for Change Management from front to back office for Derivative business, understanding collateral management business processes, supporting Investment Services at Group and in Local Business for derivative needs, and partnering with IT and vendors to come up with solutions. He has in-depth understanding of Blackrock Aladdin Modules and Bloomberg Modules. In his past roles, Ashish has worked with Credit Agricole CIB and SunGard (now part of FIS) as a Senior Business Analyst. He has implemented Eonia to Ester, SOFR regulatory framework, and INITIAL MARGIN (SIMM) requirement for Phase 4 counterparties, also implemented the Simulation Scope for the counterparties and other enhancements. He has also worked on various sensitivity reports, market exposure, and variance risk reports, and integration of specialized smaller products to a larger platform like product. Ashish holds an MBA degree from Institute of Management Technology, Ghaziabad, and a Master’s Degree from Global Association of Risk Professionals. He has also completed CFA level 1 and holds a Bachelor’s Degree in Chemical Engineering from Thapar University.