Summary
Overview
Work history
Education
Skills
Timeline
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Sandip Agarwal

Sandip Agarwal

London

Summary

Experienced professional in the Finance division of a leading US investment bank, well adept in the valuation, risk management, and accounting considerations of financial instrument.

Overview

16
16
years of professional experience

Work history

Vice President

Goldman Sachs Interest Rate Products
London, Tokyo
11.2018 - Current
  • Overseeing daily and periodic analysis of P&L and its attribution and identification of key drivers and themes each month for interest rate products
  • Perform and supervise Price Verification (PV) function of inflation-linked swaps and options and rates products and drive the discussions of PV results with desk
  • Conducting a periodic review of less liquid 2nd order inflation inputs such as seasonality adjustments to the inflation curve and providing recommendations to the desk for adjusting seasonality parameter
  • Automating daily and cumbersome New Activity P&L review process by designing exception based workflow along with auto-generating various high level summaries for management interest
  • Performing monthly review of MTM differences vs counterparties at the trade level and the classification of differences into various themes/clusters such as valuation, discounting, etc
  • Collaborating with the Engineering team to migrate the OTC contracts from legacy system to new system for enhanced front to back reconciliation and use single set of source for all downstream reporting such as P&L, Balance Sheet & Regulatory Capital
  • Worked with Trading Desk & Strats to design an effective FX risk management tool for an European entity for interest rate products
  • The same tool was later replicated across other asset classes
  • Heavily involved in the project for adoption of a standardized framework of reporting and publishing P&L and balance sheet at the firm-wide level
  • Co-managing the team of 4 people comprising Analyst and Associates in London and mentoring junior team members in Bengaluru
  • Controllers Pricing and Valuation, Product Control

01.2017 - 10.2018
  • Preparation of Asia Pacific FAS 157 Level 3 Assets and Liability roll forward of financial instruments held at fair value in accordance with US GAAP
  • Reviewing and reporting monthly Price verification results from various businesses to the Executive Committee in Asia
  • Independent review of price verification approach of less liquid/unobservable derivatives products such as Power Reverse Dual Currency (PRDC)
  • Engaged in the independent review of valuation controls of private equity and real estate investments in the Investment & Lending Segment
  • Worked with Tech team for adopting a standardized framework of reporting price verification results across the firm
  • Managed the team of 3 people and mentored them for their overall growth
  • Controllers Pricing and Valuation, Product Control - Associate

Tokyo
01.2015 - 12.2016

Bengaluru
05.2011 - 12.2015
  • Preparation of firm-wide Level 3 Assets and Liability roll forward of financial instruments held at fair value & significant L3 inputs in accordance with US GAAP/IFRS
  • Reviewing and reporting any price inconsistencies observed for the same position by different trading desks
  • Reviewing the client valuations mark with the external pricing sources and valuations used for the purpose of valuing own inventory
  • Established the process of GS issued structured notes review which involved comparing the mark provided to the client with the modeled mid and risk-based valuation adjustment made in the books and records

Senior Associate

Infosys Technologies Ltd
Bengaluru
06.2008 - 04.2011
  • Responsible for Finacle's month-end & quarter-end revenue closure activities, computation & validation of unbilled/unearned revenues
  • Review of the master service agreements in terms of the commercial and the pricing clauses
  • Preparation and the analysis of the quarterly and the financial performance report for the unit
  • Discussion with the Function Heads and Unit Heads for the finalization and freezing on the annual business plan of the unit
  • Preparation of the license pricing model for various geographies
  • Periodic training on systems and processes to team members and also to key people in the Delivery & Sales stream

Education

Chartered Financial Analyst
United States of America

Chartered Accountancy (India -

2008

Bachelor of Commerce (Honors) - undefined

2005

Skills

  • Financial management
  • Communication skills
  • Problem-Solving
  • Risk Management
  • Financial Analytics

Timeline

Vice President

Goldman Sachs Interest Rate Products
11.2018 - Current

01.2017 - 10.2018

Tokyo
01.2015 - 12.2016

Bengaluru
05.2011 - 12.2015

Senior Associate

Infosys Technologies Ltd
06.2008 - 04.2011

Chartered Financial Analyst

Chartered Accountancy (India -

Bachelor of Commerce (Honors) - undefined

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Sandip Agarwal