Gunjan Pathak

Client Engagements

FRTB SA

• Engaged actively in industry working groups and contributed to hypothetical portfolio exercises led by industry bodies and regulators, fostering collaborative relationships and staying abreast of industry standards
• Reviewed the methodology documents provided by the financial institution to gauge their SA readines

Internal Projects

• Assessed needs for projects and made proposals for senior executives on IMA POV
• Mentored junior consultants, helping them enhance their skills and contribute more effectively to a POV on liquidity risk reporting in trading books
• Assisted in round table conferences on FRTB with industry experts to understand the upcoming discourse on FRTB implementation

FRTB SA/SA audit

•Worked on FRTB audit programme for a Swiss based bank by reviewing the provided material on bucketing methodology, approach, IT implementation, UAT/PROD test results

•Analysed the self-assessment template provided and checked the adherence to the line by line as per BCBS guidelines, raised queries on the partially met gaps to the corresponding stakeholders and requested them to share remediation plans

•Summarized the key takeaways from ECB Target review for SA and prepared a questionnaire to ensure optimal readiness for SA

•Worked on capturing the jurisdictional divergence for NPR vs BCBS and assess the materiality of the divergences for standardized approach for a UK based bank

•Worked closely on the Hypothetical portfolio exercise that was a part of regulatory submission by seeking co-ordination with FO quant team , risk analytics and ensured that the outliers for capital numbers were remediated

Whole Sale Credit Risk

• Worked on data quality remediation for false intraday breaches observed during the pilot run of the project
• Created a standard excel template that is being used for calculation of month end intraday limit excesses
• Worked with wholesale credit risk team for a US based bank to develop exception dashboard on TABLEAU as per a MRA requirement from OCC
• Analyzed the past data trends for setting up thresholds for different LoBs under exceptions management

Internal Projects

• Assessed needs for projects and made proposals for senior executives
• Mentored junior consultants, helping them enhance their skills and contribute more effectively to a POV on liquidity risk reporting in trading books
• Assisted in resource augmentation drive for a large European client by conducting preliminary interviews
• Assisted in round table conferences on FRTB with industry experts to understand the upcoming discourse on FRTB implementation

• Handled the production and publication of daily Liquidity coverage ratio, Whole sale funding capacity for Asia-Pacific region for an Australia based bank
• Monitored limit utilization; engage in breach remediation, and escalation workflow for Liquidity risk at Group level, Country level
• Prepared monthly decks for risk management forum and asset liabilities committee by sourcing data from various upstream sources
• Conducted functional testing of risk engines release before user acceptance
• Worked with senior managers in meeting new staffing requirements

• Handled the production and publication of VaR numbers for Barclays Group level by coordinating and collaborating with the business lines, technical division, risk managers

• Handled daily, monthly and quarterly reporting of key risk reports for Volcker reporting sent to FED

• Performed various reconciliation and data integrity checks when finalizing reports like VaR Limit and Position, Short selling, daily consolidated risk report, SVaR/DVaR ratio, Diversification effect

• Maintained the hierarchy of the Barclays Group level by incorporating all the modifications required like new desk set up, migration of desks across business lines, new risk mapping, decommissioning of trade desks

• Received multiple appreciation notes from risk managers and senior stakeholders for short turn-around time and effective query resolution

• Analysed the balance sheet, income statement and carried out year on year revenue analysis to understand the credit requirements
• Performed profitability ratio analysis and compared it with the year-on-year change
• Developed an understanding of the products that fall under corporate banking domain like term loan, letter of credit, cash management, trade finance

• Served as a Relationship Manager for MSME (Micro, Small, and Medium Enterprises) clients, providing guidance on financial products tailored to support their daily operations
• Conducted thorough financial analysis to evaluate the companies' creditworthiness and prepared comprehensive cases for review by the Credit Appraisal Committee