Summary
Overview
Work History
Education
Skills
Accomplishments
Projects
Timeline
Generic

GAURAV SARAF

Summary

Chartered Financial Analyst (CFA) with 9+ years of cross-industry experience across model risk, risk analytics, credit risk and market risk management. Proven expertise in leading regulatory and machine learning model reviews, driving process automation, and stakeholder communication at global banks like Goldman Sachs and Credit Suisse.

Overview

12
12
years of professional experience

Work History

Vice President - Risk

Goldman Sachs
03.2019 - Current
  • Led independent reviews of 25+ credit, market risk, and pricing models, conducting statistical validations and performance analyses to ensure regulatory compliance (Basel III, SR 11-7) and conceptual soundness.
  • Managed a cross-functional team of 5 analysts and associates across multiple model audit engagements—including credit risk, surveillance, and pricing models—ensuring high-quality deliverables, adherence to timelines, and effective risk mitigation.
  • Developed and presented a risk based audit plan for 2025 to senior management, aligning audit activities with organizational goals and regulatory requirements.
  • Automated model code change detection using Python, enhancing the speed and accuracy of random sampling and model monitoring.

Credit Risk Analyst

Credit Suisse
05.2017 - 02.2019
  • Developed AIRB credit risk models for Fund of Hedge Funds and Insurers, crucial for Pillar I regulatory risk capital calculation per Base III regulatory requirements.
  • Conducted due diligence on counterparties’ financial profiles and investment strategies, supporting credit reviews, limit setting, and portfolio monitoring aligned with Basel III and internal credit risk policies.
  • Authored regulatory-compliant documentation and credit analysis memos for high-value counterparties, facilitating stakeholder understanding, internal approvals, and supervisory reviews.

Content Strategist, Data Analytics

UpGrad
06.2016 - 03.2017
  • Authored and structured machine learning curriculum (with IIIT Bangalore), leading to 10% higher learner satisfaction.
  • Deployed clustering algorithms for applicant segmentation, improving student selection efficiency by 20%.
  • Developed VBA macros to automate grade evaluation, reducing manual work by 40 man-hours monthly.
  • Established the beta testing process with an effective pre-launch feedback of the course leading to increment in course rating by 10%

Planning Analyst (Sales), Speciality Elastomers

ExxonMobil Corporation
07.2015 - 06.2016
  • Monitored sales vs. allocation for chemical product grades, optimizing volumes with the sales team.
  • Expanded product offering by introducing a new grade to the pipeline, increasing supply volume by 5% for a key Indian customer.
  • Built time series models for APAC sales forecasting, increasing accuracy by 10%.
  • Delivered operational dashboards (Tableau, Excel) to monitor the position (price –volume- margin) of top customers, improved product mix by 5% for key accounts.

Co-Founder and Program Head

Aranya - An Organic Farming Initiative
06.2013 - 06.2015
  • Launched an organic ginger farming project in Assam by securing 2.5 acres of land from the Ministry of Agriculture, demonstrating entrepreneurial vision and public-sector collaboration.
  • Led a team of 5 and mobilized 30 local farmers, raising ₹5 lakhs in grant funding from the Monsanto Fund and conducting capability-building workshops in partnership with JATAN NGO.
  • Achieved a high-yield harvest of 4 tons/acre, generating ₹28 lakhs in one-time revenue—establishing a scalable model for sustainable, community-driven agriculture.

Summer Trainee, Flow Assurance Team

GE Oil & Gas
05.2014 - 07.2014
  • Automated key workflows in flow assurance analysis—focused on preventing pipeline blockages and integrity issues in oil and gas transport systems—by developing 3 VBA-based Excel tools, reducing manual effort and project time by 5.5% (~350 hours saved).
  • Published a technical paper on the Joule-Thomson (JT) effect in multiphase flow simulations using CFX models, contributing to GE’s internal knowledge base.

Education

B Tech - Mechanical Engineering, Minor: Industrial and Management Engineering

IIT Kanpur
01.2015

Class XII - CBSE Board

Central Academy School
01.2010

Class X - State Board

Happy Child High School
01.2008

Skills

  • Programming Skills: R, Python, C
  • Machine Learning (Random Forest, Boosting, Regression, Clustering, Time Series)
  • Credit and Market Risk Management
  • Model Risk Review
  • Regulatory Compliance (Basel III, SR 11-7, SR 11-10)

Accomplishments

  • All-India Rank 593 (top 0.1%), IIT-JEE; Rank 128 (top 0.5%), AIEEE (2011)
  • Best Presentation Award, NCRAME’13 (Mechanical Engineering Conference - 2013)
  • Speaker, Indo-German Winter Academy, IIT Guwahati (2014)

Projects

Sales & Volume Forecasting – Time Series (2016)

  • Built regression and ARIMA models for a global retail dataset; achieved 5–20% MAPE.

Solar Desalination Unit – B.Tech Final Project (2015)

  • Designed a cost-effective solar desalination unit; won “Best UG Project”; patent filed at SIDBI IIT Kanpur.

Savonius Wind Turbine Aerodynamics – IIT Guwahati (2013)

  • Optimized rotor blade design to improve power coefficient by 50%.

Timeline

Vice President - Risk

Goldman Sachs
03.2019 - Current

Credit Risk Analyst

Credit Suisse
05.2017 - 02.2019

Content Strategist, Data Analytics

UpGrad
06.2016 - 03.2017

Planning Analyst (Sales), Speciality Elastomers

ExxonMobil Corporation
07.2015 - 06.2016

Summer Trainee, Flow Assurance Team

GE Oil & Gas
05.2014 - 07.2014

Co-Founder and Program Head

Aranya - An Organic Farming Initiative
06.2013 - 06.2015

Class XII - CBSE Board

Central Academy School

Class X - State Board

Happy Child High School

B Tech - Mechanical Engineering, Minor: Industrial and Management Engineering

IIT Kanpur

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