Fintech Startups & Funding
Rahul Goyal
Risk Management
Pune,MH
Summary
Performance-driven strategic thinker, problem solver and leader with entrepreneur mindset. Over 10+ years’ in-depth experience as Business consultant in Market Risk & Credit Risk, FRTB, Change Management, Regulatory Reporting, Client Advisory, Finance and FO with strong background in technical and analytical skills.
Excellent track record as a Risk consultant in implementing risk and change projects in various regulatory framework. (FRTB, BCBS239, Basel II)
Looking forward to be part of growing organization and work as Business Consultant and Risk Management. Flexible to work on multiple projects to help organization achieve their goals successfully. Strong understanding of regulatory reforms impacting financial institutions (FRTB)
Overview
26
26
years of post-secondary education
13
13
years of professional experience
Work History
AVP - Team Lead
Credit Suisse – CRCO Change
Pune
12.2018 - Current
- Market Risk, FRTB Change Team - Market Risk.
- Working as BA/PM primarily on FRTB Related project (IMA, PnL Attribution, BackTesting, 250 days data collection, SBA).
- Identification of Data lineage/Risk Factors and methodology issues related to (Reference data, Market data, FO methodology).
- Managing & Coordinating the UAT of FRTB systems and models.
- The main responsibilities is documenting business requirements and functional/interface specifications for a variety of development projects, initially focusing on VAR remediation to pass the PLA test.
- Worked on multiples jiras for Project related to, FRTB (SBA, IMA & PLA (VAR Remediation), escalate issues to the key stakeholders / Project Manager and where necessary, the appropriate governance structure of the program.
- Worked on various reconciliation projects between Risk and Finance.
- Also got active experience in consolidating the Book/Business-Hierarchy Aggregation view between Risk, Finance, and Front Office.
- FRTB (SBA) – Worked extensively on SBA BRDs.
IT Business Analyst
Nomura Bank – CMT
Mumbai
07.2015 - 11.2018
- Market Risk, FRTB/BCBS-239 Change Team - Market Risk.
- Worked as BA primarily on FRTB Related project (PnL Attribution-Var Remediation, SBA).
- Wrote and develop functional specifications & business requirements to comply with key regulatory initiatives (Regulatory Capital/Risk calculations).
- FRTB (SBA) – Standard Rules and Modelling of Delta/ Vega BRD, RRAO BRD.
- Developed Test Approach/Cases for testing out SBA Linear data layer and respective Risk classes, also assisted in Various QIS impact studies for SBA and IMA Trading desk structure.
- Strong knowledge and understanding of market risk frameworks, MTM Calculation, Greeks, Market Data (TS), Historical VaR & capital calculations for various product..
- Comfortable writing/reviewing necessary documentation pertaining to projects e.g. PID, BRD, UAT Test cases.
- RNIV-to-VaR migration of risks using linear sensitivities and partial revaluation ladders and surfaces/ grids.
- Strong track record of liaising, communication and relationship building; able to manage internal / external clients and stakeholders consultative and effectively (e.g.Front Office, Risk IT, Risk Methodology, Risk Manager & Middle Office).
- Actively participated in identifying & documenting process for Robotics & ML for MRM & CRM teams.
Business Analyst
Barclays Bank-CIB
Mumbai
04.2013 - 06.2015
- Responsible for reporting and production of Reg Capital and VaR including investigation and analysis of VaR, Risk Limit monitoring and methodology issues.
- Reporting & performing validation checks on VAR movements for trading books with FI/Credit product for APAC & Europe region.
- Involve in the evaluation and analysis of Market risk exposures by employing statistical methodologies at book/Traded product/Position or counterparty exposure level.
- Active interaction with Risk managers and FO to explain the moves and VaR adjustments.
- Analysing the Regulatory VAR, Stressed VAR, and Sensitivities impact due to introduction of new trades, regulatory changes or other system enhancements.
- Working with risk reporting team to resolve production issues which prevents correct risk reporting.
- Reporting & Signing off Final VAR (Reg & Management), Analysing Major Moves & break in Market data, sensitivities, Position, Scenario Matrix.
- Established and migrated the complete book of work to Mumbai from Singapore
- Credit Risk (6 Months).
- Migrated & setup new team in Mumbai for traded credit. (Onshore- Singapore 2 Month).
- Working on various projects to improve the functionality & coverage of products in Risk Model & supporting UAT.
- Facilitating regular meetings with Model development Team Leads and Risk IT to prioritise Ref data issues related to IMM, CEM.(PFE, EEPE, RWA & Reg Capital.).
- Examine counterparty-level portfolio credit risk using in-house risk management systems.
- Major interactions with Market Data Validation/ IPV, Model Validation & global IT teams.
- Also played key role in escalating the defects & enhancement for Credit Risk Models.
Business Analyst
TCS, Royal Bank of Canada
Mumbai
06.2010 - 11.2012
- Migrated complete development & testing project to Mumbai (Onshore- Toronto 1 Month).
- Managed & responsible to use agile Method for gathering requirement, development, UAT & Functional Testing for monthly releases & ad-hoc enhancement.
- Business Analyst worked primarily on gathering requirement and explaining to developers & leaded a Testing team on Project with RBC - implemented AIRB on Bank Portfolio.
- The Risk team was responsible to provide real time support for Modelling CCR, PFE, EPE, IRC, Limit Management, Pre-deal & exposure calculation using third party portfolio Management tool (RAZOR Risk Tech).
- Co-ordinating with Onshore Developers & businesses across Toronto, NY & London for resolving functional issues & building test scenarios for functional Testing.
- Liaise with Front Office and Credit Officers to ensure trade details and risk drivers are fully captured.
- Involved in all phases of software testing process, including planning tests, writing test cases, executing tests and tracking defects using Jira/QA tool.
Analyst
Deutsche Bank-CIB, RAI
Mumbai
03.2008 - 05.2010
- Risk & Controls (Wholesale Banking & Trading books) A significant role in calculating & reporting Credit exposure & Capital using in-house models for Counterparty Credit Risk, Incremental Risk Charge & RAROC across Investment and Wholesale level DB portfolios.
Education
MBA - Finance
University of Wales Institute Cardiff
London, UK 11.2005 - 12.2007
B.Com – Bachelor of Commerce - Accounting & Finance, Economics, Business Administration, Strategic Management, Statistics for Business, Banking
South Gujarat University
India 03.2001 - 04.2004
H.S.C – Higher Secondary Certificate - Commerce
G. H. E. B
Surat, India 03.1999 - 03.2010
S.S.C - Accountancy
VBES
Surat, India 03.1989 - 03.1999
Skills
FRTB
undefinedInterests
Hobbies
Badminton, TT, Swimming, Cricket
Awards & Recognition
Star Performer - Deutsche Bank
IQFI - Certification in Derivatives Valuation
Timeline
AVP - Team Lead
Credit Suisse – CRCO Change
12.2018 - Current
IT Business Analyst
Nomura Bank – CMT
07.2015 - 11.2018
Business Analyst
Barclays Bank-CIB
04.2013 - 06.2015
Business Analyst
TCS, Royal Bank of Canada
06.2010 - 11.2012
Analyst
Deutsche Bank-CIB, RAI
03.2008 - 05.2010
MBA - Finance
University of Wales Institute Cardiff
11.2005 - 12.2007
B.Com – Bachelor of Commerce - Accounting & Finance, Economics, Business Administration, Strategic Management, Statistics for Business, Banking
South Gujarat University
03.2001 - 04.2004
H.S.C – Higher Secondary Certificate - Commerce
G. H. E. B
03.1999 - 03.2010
S.S.C - Accountancy
VBES
03.1989 - 03.1999
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