Kris Veeraghanta

• Cultivated strong relationships with key stakeholders, including customers, vendors, regulators, and community leaders to promote collaboration and long-term success.

• Working on Data Classification, Disaster recovery and posting of trades in a different book, where obligor is in different country (10K/Q and FFIEC 009 reconciliation), design patterns for data integration tools (ThoughtSpot, Tellius) and planning for POC, design to automate Metadata-driven “data selection” for to-be-destroyed data in support of Compliance to Global retention policy, support other lead architects on Strategy, PLD, BP etc., including debt ceiling strategic solution SIAAI, AIAI and Audit inquiries and strategy for increasing DR data
• Meta data, applications from one day to 5 days.

• Managed business functions for Liquidity Risk Management (LARS) group managing work on Modeling, Model Documentation, Analysis and formulas for Investment Securities and Controls for trading book application
• Worked on validating linear programming model for optimizing asset liquidity rules under stress both in SAS and Python
• Rewrote BRD and other documentation.

• Taught business school finance majors, Financial Derivatives, Pricing, Hedging & Risk Management (FIN 480) at Queens University
• Also taught Portfolio Management, Analysis and Optimization (FIN 481) for spring semester
• Taught C, C++, Java, Hadoop, Cassandra, MangoDB, data modeling and risk management off course times for students
• Trained students taking FRM/CFA examination.

• Designed next generation system for configuring flexible instruments and process them using rules based and real time-based process for hedge funds and fund of funds (with extensible functionality for mutual funds, ETFs, CRE and Risk Management)
• Designed system where complex financial instruments can be designed on fly and be processed in real time and being able to evaluate any number of what-if scenarios for enabling better decision making.

Managed quantitative model analysis for large banks within fourth district including market, credit, liquidity, currency, counterparty, sovereign, operational risk (reputation risk, legal risk, systems risk etc.) as well as stress testing for Basel III compliance, Dodd-Frank Act, CCAR, (SR 11-7, 9, OCC -11, 12, Reg -W, K, BCBS, FRTB, Stress Testing, FRY 14 etc.) CapR and other federal reserve regulatory capital requirements and compliance

• Analyze/Validate models for credit risk (for CRE, C&I, Auto etc.), operational risk and ensure that these meet the standards laid out by regulatory agencies based on the portfolio holdings
• Worked with OCC and other Fed Banks, including NYC, Boston, Chicago, Atlanta and Richmond
• Validated various models for Market, Credit, Operational, Liquidity, Counterparty, Currency, and Systems Risks
• Assessed Qualitative and Quantitative Models, including KRIs and KPIs for various risk metrics
• Reviewed SAR reports for compliance with Fed/OCC/SEC requirements.

• Managed up to 18 different portfolios as the first Chief Risk Officer with strategies with total assets over 30 billion dollars, actively monitoring trading activities: managing and analyzing for market, credit, liquidity, currency, counterparty, sovereign, and operational risks
• Generated VaR and other risk measures (Greeks, relative VaR, and CVaR etc) reports using RiskMetrics
• Assessed and analyzed consistency of hedging strategy against portfolio holdings and risk patterns
• Managed installation of risk and trading system (RiskMetrics,Calypso etc)s
• Analyzed various systems (over 15) for handling various financial instruments and analytics
• Managed emerging markets loan portfolio for risk, modeling loans, utilizing RiskMetrics bond modeling and assessing their risks
• Further analyzed up to 19 different emerging market currencies for currency and liquidity risks
• Worked on due diligence efforts for fund of funds’ portfolios by creating various stress scenarios for assessing risks and rebalancing portfolios
• Managed Operational Risk components, which included data segregation and security based on functionality of groups and individuals, disaster recovery, systems redundancy, vendor management, portal security using confederated approach (siteminder), risk and access controls, high speed transaction processing, reconciliation, managing settlement and clearances and managing counter party risk
• Also, as part of Operations Risk, managed external data vendors for ORX data, loss data and apportioned risks and costs for each of various groups (front office, risk, trading, back office etc.)
• Analyzed business continuity planning requirements and operational risk assessments for three hedge funds.

• Managed re-engineering of the Managed Products billing system, which generates over $1.3 Billion dollars in annual revenue
• The re-engineering included application of business-rules based processing and rationalization of the data model to support rules-based processing
• Analyzed the business requirements for the merger of acquired asset management firms and managed the design of multi-tiered systems in a matrix environment
• Managed the support with various offshore teams in three different countries.

• Served as investment advisor to LabMorgan, technology venture capital fund
• Managed and re-engineered research and employee information distribution for JP Morgan’s institutional clients and employees using web portals
• Managed over 60 people and a budget more than $60MM in direct and matrix environment
• Architect for Single Sign-On for Post-Trade Client Service Portal and JPM Client Portals; sign-on application communicated between two security products
• (Netegrity and Siteminder)
• Project also involved design of information and systems security architecture for Global Institutional Clients and portal infrastructure
• Managed consulting firms across globe.

• Responsible for solving business problems by providing technology and integration architecture solutions and pre-sales support for re-engineering existing systems
• Scope of work included business analysis and pre-sales; addressing systems integration issues; providing strategic solutions for future web capabilities
• Managed over 40 people and a budget more than $25MM
• Increased the revenue from $3MM to $90MM
• The stock price went up from $12.25 to $93.00.

• Managed the market risk models for all trading desks for four legal entities for a major European bank and wrote a book on market risk and operational risk models, data processes and VaR calculations and reporting systems
• Wrote a book for Market Risk for the four legal entities of the bank, including proprietary trading models and valuation of books (680pages)
• Managed re-architecture, redesign and development of Loan Analysis Software for commercial loans for banks, including embedded credit derivatives, including swaps, options, swaptions, caps, floors, collars and other exotics
• The application was written in C++ with a user interface written in Java, and incorporates a model that utilizes gradual degradation of ratings and calculates the EPVs and RAROCs for commercial loans.

• Books and Records Project & TES (Transaction Entry System); designed integrated object-oriented models for the entire project using three-tier architecture
• Key member in the design of Rules, Routing, and formatting engines (now part of MQ Series)
• Managed team of 60 technical staff and analysts, including consulting firms
• Rewrote mortgage optimization algorithm for optimizing high coupon rate mortgage pools
• Supported the mortgage allocation project on HP (HP-UX) platform
• The optimization saved the allocations group an average of 260K a day in interest payments.