Gaurav Kashyap

• Leading a team of 220+ people responsible for end to end Pnl , Market Risk metrics for EQD , Fixed Income & Business Consolidation team spanning all three major regions(NY/Europe/HK)
• Global Sponsor of VAR FRTB Program, responsible for execution and implementation of FRTB globally
• Leading the Industrialization and Innovation roadmap for RISQ/MMG, responsible for implementation of Global Pnl & MR user path
• Responsible for Global CCR production and validation of key REG CCR metrics
• Responsible for production of daily T+1 Pnl / VAR, SVAR&STT/ VAR Back testing / FRTB metrics for Asia, Europe and Amer
• Leading the implementation of FRTB program in Blr, supporting global QIS runs and participating in Industrialization of SBA & IMA metrics
• Leading the Be Efficient stream / project on transformation drive for RISQ/RMA
• Develop and maintain a robust control environment.

Responsible for helping set up LR MR Hub, helped in onboarding various Asia LE’s

Worked on Regulatory filing for MAS & HKMA and other Asian LE's

Recruited and mentored team to onboard legal entity market risk reports

Performing daily risk sensitivity analysis and limit monitoring

• Responsible for leading EMEA Short Term Interest Rates, NA and Latam Short term Interest Rates, Precious Metals Product Control Teams for UBS AG
• Oversight of Daily Risk based Pnl for all the three teams
• Act as mentor to enhance the knowledge and delivery on FXMM and to develop analytics tools
• Risk based pnl commentary for the desk heads.

• Setting up of MR Reporting Team in Bangalore
• Migration of MR Reports from Asia Regions
• Setting up of VaR reports for various LOB's
• Weekly VaR moves commentary for the RALCO committee to the Risk officers
• Performed regulatory stress test for Singapore & HK regulators
• Performing daily risk sensitivity analysis and limit monitoring.

• Reconciliation of trades (equities, derivatives, bonds) between Hedge Funds and Prime brokers (Credit Suisse, Merrill Lynch, Goldman Sachs, Citibank, Morgan Stanley, JP Morgan)
• Daily reconciliation of all cash trades and positions
• Ensuring the matching and settlement of trades with Counterparties.

• Looking after the HNI clients in the portfolio
• Handling cash management for HNI clients
• Advising them on the various investment products catered by HDFC Bank
• Handling the Forex desk for the branch
• Holding Investor awareness programs for the clients.