Risk Exposure Move Analysis for European Investment Bank


Develop an exposure move analysis application for credit /market risk exposures and generate machine assisted explanation for the moves so that manual process of threshold breach identification on spreadsheets is phased out.

Build a robust and efficient risk monitoring dashboard that serves to provide inputs for a comprehensive risk mitigation process and integrates seamlessly in the reporting workflow


  • Machine learning models for classification of exposure moves across different COB dates and generation of explanatory commentary to justify classification of exposure moves covering extensive range of IB products across regions covering most regulatory regimes.
  • Architecture simplification and scalability for data ingestion, UI/UX improvements with tableau
  • Integration with Data Management Workflow for comprehensive reporting
  • Machine assisted analysis, reporting leading to Operational risk mitigation

Tech Stack

Bigdata/Hadoop, Hive, Impala, Oozie, Python, SQL, Tableau BI, UI/UX on ReactJS, Java Spring

boot, CI/CD -TeamCity/Jenkins/Hudson

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