Summary
Overview
Work History
Education
Skills
Certification
Other Highlights
Timeline
Generic
KUMAR ANIKET

KUMAR ANIKET

Bengaluru

Summary

Dynamic finance professional with extensive experience at Societe Generale, specializing in model validation and RWA optimization. Proven track record in mitigating credit exposure and delivering regulatory disclosures. Proficient in Python and skilled in risk assessment, driving impactful results through collaboration and strategic insights.

Overview

15
15
years of professional experience
1
1
Certification

Work History

Consultant Expert (AVP)

Societe Generale
03.2022 - Current
  • Lead validation of CVar certification for $110Bn+ portfolio across IRD, FX, Equities.
  • Head calibration & impact study for IMM to SACCR/Highway model transition.
  • Managed quarterly model calibrations & exposure reporting for regulatory releases.
  • Collaborated with front office to optimize RWAs and mitigate credit exposure.
  • 6-month Paris HQ assignment to lead calibration knowledge transfer.

Associate

Deutsche Bank AG
05.2020 - 03.2022
  • Delivered regulatory disclosures (CET1, AT1, T2) & Pillar 3 reports per BCBS 239.
  • Handled provision shortfall, IFRS9 add-back, FX adjustments, and capital buffer tracking.
  • Contributed to CCAR capital action planning and internal capital adequacy assessments.

ENO

CREDIT SUISSE
02.2016 - 05.2020
  • Managed PE/EPE breach reports for $60Bn+ OTC portfolio (Swaps, Options, Forward).
  • RWA calculations (AIRB, SA) for Basel reporting (PD, LGD, EAD, CAR).
  • Provided actionable insights to CRM & traders for risk mitigation and RWA optimization.

Senior Engineer

L&T Limited
07.2010 - 10.2013
  • Led structural & infra execution for ₹600Cr+ residential projects (Godrej, Omkar).
  • Oversaw planning, subcontracting, resource allocation, and client billing.

Education

PGP - Data Science & Business Analytics

Great Lakes & UT Austin
CHENNAI
09-2022

PGDM - Finance

IMT Ghaziabad
Ghaziabad, UP
03-2016

B-Tech - Civil Engineering

NIT Kurukshetra
Kurukshetra
06-2010

Skills

  • Python
  • SQL
  • SAS
  • Macro
  • MS Excel
  • MS Access
  • RWA optimization
  • Credit exposure mitigation
  • Risk assessment
  • Model validation

Certification

  • CFA Level 1
  • FRM (Level 2 Cleared)
  • Financial Modeling (EduCBA)
  • Certificate Program in Financial Engineering (Indian Institute of Quantitative Finance), Nov 2024

Other Highlights

EY TAS – Financial Restructuring (2015), 1st Prize (Phoenix & Literati fests), RMO Rank 27 (Bihar), Cricket, Gym, Music

Timeline

Consultant Expert (AVP)

Societe Generale
03.2022 - Current

Associate

Deutsche Bank AG
05.2020 - 03.2022

ENO

CREDIT SUISSE
02.2016 - 05.2020

Senior Engineer

L&T Limited
07.2010 - 10.2013

PGP - Data Science & Business Analytics

Great Lakes & UT Austin

PGDM - Finance

IMT Ghaziabad

B-Tech - Civil Engineering

NIT Kurukshetra
KUMAR ANIKET