Paras Aggarwal

• Have joined Credit suisse as a Risk analyst on a third party payroll process in Nov 2021. However I was taken on Credit suisse payroll in Aug 2022 as a Non Exempt Officer.
• Have been the part of Market risk scenarios reporting team (for Credit spreads on bonds, SN CDS, loans, CDS index, CDS Swaptions, Loan TRS and other plain vanilla and OTC traded credit instruments) to Trading desks, assist senior management and market risk managers to understand the impact of a series of shocks on the sensitivities of underlying risky positions and the vulnerability of loss under adverse market scenarios.

- PRA Firm Data Submission Framework (FDSF) Stress testing for Single assets and Multi assets (correlation-based) scenarios
- FINMA Loss Potential analysis (LPA)
- SNB Building block stress testing
- Internal Stress testing scenarios - Capital Allocation and Risk Management Committee (CARMC)
- Climate Risk

• Periodic Full Revaluation (FR) and Partial Revaluation (PR) shocks set up in the systems for obtaining scenario PNL based on FR or PR for different scenarios.
• Monitor risk exposures and understand the key factors that drive the risk and P&L on the books to highlight it to the stakeholders with appropriate commentary.
• Work with complex trading and market risk information systems, Visualization tools like QliksSense to extract the required trade information for reporting.
• Participate in a wide range of ongoing and new projects in Risk management, Risk Intelligence, and Automation of Scenarios reporting infrastructure to ensure a smooth data flow from Front office feeds to the reporting platforms in compliance with the BCBS framework.