Arpit Saxena
Bangalore
Summary
Accomplished financial risk management professional with over a decade of experience specializing in counterparty credit risk, regulatory reporting, and data analysis within top-tier financial institutions and consulting firms. Proven track record in leading cross-functional teams on high-impact projects, such as PRA Stress Testing and SA-CCR implementation. Adept at managing end-to-end project lifecycles, from business requirement analysis to stakeholder engagement, and solution delivery, with a strong focus on Basel compliance and risk data governance. Skilled in Python, Excel VBA, SQL, and BI tools, with a passion for driving operational efficiency through automation and strategic insight.
Overview
11
11
years of professional experience
1
1
Certification
Work History
Manager
Deloitte
Bangalore
11.2024 - Current
- Project Leadership: Spearheading the PRA Stress Testing project for HSBC, focusing on calculating stress Potential Future Exposure (PFE) for OTC products, and ensuring compliance with regulatory requirements.
- Dashboard Development: Proficiently analyzed Business Requirements Documents (BRD) and translated them into a Functional Specification Document (FSD) for designing and implementing a comprehensive dashboard for stress PFE limit monitoring and excess management, enhancing visibility, and facilitating data-driven decision-making across various scenarios.
- Cross-Functional Collaboration: Collaborated closely with the IT team to gather requirements, plan, design, and develop a business tool that supports daily analysis and reporting, resulting in improved operational efficiency.
- Stakeholder Engagement: Actively liaised with key stakeholders to understand business needs and translate them into actionable insights, bridging the gap between technical and business units.
- Process Optimization: Identified and recommended process improvements to enhance the accuracy of stress testing methodologies and reporting, contributing to more efficient risk management practices.
Manager
KPMG
Bangalore
05.2021 - 09.2024
- End-to-End Project Management: Acted as an E2E Project Manager for HSBC in the Financial Risk Transformation department, overseeing the migration from a legacy on-premise Counterparty Credit Risk system to a modern hybrid Google Cloud platform while ensuring adherence to Agile methodologies for optimal project value.
- Subject Matter Expert: Served as the Subject Matter Expert for both the Standardized Approach for Counterparty Credit Risk (SA-CCR) and Internal Model Methodology (IMM), successfully leading the implementation of an Exposure at Default (EAD) and Risk-Weighted Assets (RWA) calculator in line with regulatory guidelines from the Prudential Regulation Authority (PRA) and the European Banking Authority (EBA).
- Data Validation and Analysis: Conducted thorough validation of various risk parameters, such as Mark-to-Market (MtM), Expected Exposure (EE), Effective Expected Exposure (EEE), Expected Positive Exposure (EPE), and Effective Expected Positive Exposure (EEPE), leveraging MySQL, Excel, Power BI, and Python for data analysis and validation: analysis and validation.
- Efficient Project Tracking: Utilized JIRA for effective project management, Confluence for comprehensive project documentation, and PowerBI to present UAT and SIT results to the Business Team, enhancing communication and project tracking.
Credit Risk Analyst
Credit Suisse
Pune
07.2019 - 03.2021
- Business Analysis and Domain Expertise: Procured business analysis experience in Risk Data Management projects focused on validating Credit Risk Exposure calculations for investment banks. Supported portfolio managers and traders across diverse business lines, including OTC, REPO, SLB, and ETFO.
- Reporting & Analytics: Developed detailed reports to analyze and explain exposure movements and breaches. Provided trend analysis, exposure commentary, and indicative adjustments to support Credit Risk Managers and credit risk reporting teams.
- Stakeholder Collaboration: Collaborated with the Credit Risk Management (CRM) team to support critical decision-making for exceptional trade cases involving missing risk metrics, or incorrect sensitivity-based calculations, recommending appropriate adjustment strategies.
Senior Software Engineer
HSBC
Pune
07.2014 - 06.2019
- Regulatory Reporting & Capital Calculations: I started my career as a Trainee Software Engineer on a PRA Regulatory Reporting project, contributing to regulatory capital charge calculations in line with Basel III guidelines.
- Regulatory Systems Migration: Worked on a bank-wide software migration project, supporting the transition from Moody’s FERMAT to Moody’s Risk Authority—an advanced regulatory engine used to compute EAD and RWA under Basel norms.
- Regulatory Compliance Projects: Worked as a Business Analyst on the UK ring-fencing regulatory initiative to implement the logical and physical separation of trades between the bank’s retail and investment banking divisions.
- Risk & Exposure Data Analysis: Conducted daily and monthly gap analysis of EAD (CEM and IMM) and RWA (IRB) calculations across various financial products, including REPOs, OTC derivatives, and exchange-traded products.
- Regulatory Capital Validation: Verified regulatory capital charge calculations using MS Excel and SQL, extracting and analyzing trade-level data from Oracle Database 11g.
- ETL Development & Testing: Worked as a secondary developer and tester for IBM DataStage, validating ETL logic used to enhance, transform, and load raw trade data for accurate EAD, and RWA computation.
- Batch Job Management & Testing: I worked as a tester for the IBM Control-M batch scheduling application, gaining extensive knowledge and contributing to the execution of daily and monthly SIT/UAT batch runs, and the development of new Control-M jobs.
- Automation & Scripting: Developed automation scripts using Unix (PuTTY) to transfer raw trade and reference data from production to test environments, reducing manual errors, and improving Control-M batch efficiency.
- Agile Delivery & SDLC Management: Managed product development and delivery through Agile SDLC, ensuring smooth execution of release cycles from SIT to UAT to OAT, while adhering to industry best practices to minimize business disruption.
Education
Bachelor of Engineering - Computer Science & Engineering
Rajiv Gandhi Proudyogiki Vishwavidyalaya
Bhopal05-2014
Skills
- Python programming
- Moody's Risk Authority
- Data analysis
- Cross-functional collaboration
- Credit Risk Business Analysis
- Counterparty Credit Risk
- Agile methodologies
- RWA Analysis
- MySQL expert
- Control-M
- ETL DataStage
- Business Requirements Document (BRD)
- Functional Specification Document (FSD)
- Excel Dashboard development
Certification
- FRM
- Certified Google Cloud Digital Leader
Timeline
Manager
Deloitte
11.2024 - Current
Manager
KPMG
05.2021 - 09.2024
Credit Risk Analyst
Credit Suisse
07.2019 - 03.2021
Senior Software Engineer
HSBC
07.2014 - 06.2019
Bachelor of Engineering - Computer Science & Engineering
Rajiv Gandhi Proudyogiki Vishwavidyalaya
Similar Profiles
Albert Laurentiu IonAlbert Laurentiu Ion
Junior Information Technology Consultant at DeloitteJunior Information Technology Consultant at Deloitte
Sai Rekha SuradaSai Rekha Surada
Solution Advisor - Manager FCC Investigations Team at DeloitteSolution Advisor - Manager FCC Investigations Team at Deloitte
Sai Ramesh VattiSai Ramesh Vatti
Sr. UIUX Consultant at DeloitteSr. UIUX Consultant at Deloitte