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Pankaj Gupta, Head - ALM & FTP

Pankaj Gupta

Head - ALM & FTP

BankMuscat

Location
Oman - Muscat
Education
Master's degree, Finance
Experience
14 years, 11 Months

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Work Experience

Total years of experience :14 years, 11 Months

Head - ALM & FTP at BankMuscat
  • Oman - Muscat
  • My current job since December 2014

As Head - ALM & FTP responsible for analyzing and reporting to ALCO stress testing results, IRRBB, NII& EvE, Structural liquidity and Interest rate risk, Yield & cost analysis, MDG report etc. Handling audit for the unit

Head Market Risk at Tata Capital Ltd
  • India - Mumbai
  • September 2014 to December 2014

VaR calculation, IRRBB, Stress Testing, ALCO, Duration calculation, Gap and Sensitivity reporting

Manager ALM at Axis Bank Ltd
  • India - Mumbai
  • June 2009 to August 2014

Preparation of Structural liquidity and Interest rate sensitivity statement, ALCO reporting, MDG calculation, ICAAP, Handling RBI audit, Liquidity stress testing

Education

Master's degree, Finance
  • at All India Management Association
  • July 2011

PGDM (Financial Management)

Bachelor's degree, Commerce And Finance
  • at FM University
  • June 2005

Passed with Distinction

Specialties & Skills

Interest Rate Risk Management
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IRRBB
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Market Risk
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STRESS TESTING
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Liquidity Risk
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Stress testing
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IRRBB
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Liquidity risk management
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Scenario analysis
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LCR NSFR
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FTP
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ALM
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OFSAA Implementation
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Languages

English
Expert

Training and Certifications

Fintech: Foundations & Applications of Financial Technology Specialization (Certificate)
Date Attended:
February 2021
CRM (Certificate)
Date Attended:
December 2011
CAIIB (Certificate)
Date Attended:
July 2011
BTRM (Certificate)
Date Attended:
December 2020