Rohit Vijayvergia,CFA,FRM
MUMBAI
Summary
- Experienced risk management leader with close to 12 years of experience.
- Skilled in fostering positive business relations with stakeholders at all levels, including senior management.
- Exceptional analytical, communication, leadership, and management abilities. Proficient in statistical techniques
- Adept at cross-functional collaboration across model development, business operations, finance, and treasury.
- Demonstrated capability to establish influential networks with key stakeholders across a matrix structure, resulting in efficient task execution.
- Results-driven risk professional with expertise in problem-solving and change management.
- Highly adaptable professional experienced in fast-paced environments, consistently producing top-quality work under pressure. Recognized for exceptional speed and efficiency, earning consistently high marks for work quality.
Overview
12
12
years of professional experience
Work History
Vice President, Model Risk
Deutsche India
MUMBAI
07.2020 - Current
- Spearheads the validation efforts for global PPNR and resolution planning, managing a team of 27+ associates and team managers covering over 50 models.
- As an active participant, engaged in discussions with business leaders and desk heads to refine and validate diverse business assumptions used in the PPNR modeling landscape.
- Validates entire spectrum of CCAR BPPNR models (Deposits, Loans, Trading book portfolio, and advisory models) ensuring their appropriateness for capital planning process.
- Manage and oversee the complete lifecycle of the BPPNR validation framework, from conception to maintenance.
- Design and maintain econometric forecasting models KoD (including expert judgement assumptions) for model validation
- Ensure implementation of these standards through internal model risk QA.
- Supervises team managers' work performance.
- Assist in the development and growth of team members through support and coaching.
- Review model validation documents of forecasting models for key balance sheet and income statement line items for capital and business planning purposes.
- Demonstrated effective stakeholder management by coordinating efforts with business and desk heads, model development head, CFO Americas, and the head of capital management to achieve organizational goals.
- Primary point of contact for PPNR model risk discussions and represented organization in validation meetings dedicated to PPNR.
- Responsible for QA of model risk deliverables, from model testing to final model validation report.
- Sign-off authority for all medium and low-tier PPNR models.
- Maintains strict compliance with model risk framework, policies, and procedures.
- Handles staffing for the Model Risk Americas, India team.
- Ensuring the US model validation delivery outside of PPNR risk areas, predominantly in liquidity, market, and credit risk.
- Maintained relationships with key stakeholders by attending meetings and responding promptly to inquiries or requests for information.
- Established performance standards for staff members in order to drive productivity levels up.
Lead Analyst
CRISIL GR&A- Risk and Analytics
Buenos Aires
02.2017 - 07.2020
- Managed a team of 10+ quantitative analysts across India and Argentina, across multiple risk areas ranging from market, credit, and operational risk.
- Validated and developed a suite of models ranging from market risk, credit risk, operational risk, to liquidity risk.
- Contributed to the overall modeling framework, including performance monitoring and data controls.
- Facilitated workshops with cross-functional teams to define requirements for new initiatives.
- Developed training programs for staff on model development, model risk management processes, and best practices.
- Established strong relationships with key decision makers within client organizations.
- Collaborated with internal teams to develop tailored solutions for clients' needs.
- Recruited, hired and trained new hires.
Senior Analyst/Lead Analyst
CRISIL GR&A- Risk and Analytics
Mumbai
09.2013 - 02.2017
- Review, verify, and validate/develop risk models for theoretical soundness, testing design, and identification of model weakness, ensuring ongoing monitoring, as well as contribute to the firm-wide model risk and control assessment.
- Verifies appropriateness and implication of model choice.
- Result interpretation and presentation to the client's higher-level quality assurance (QA) committee for necessary signoff, and the production of documentation (validation report) strong enough as evidence of sound challenge.
- Collaborated with stakeholders across departments to ensure alignment of objectives.
- Facilitated workshops with cross-functional teams to define requirements for new initiatives.
- Monitored regulatory changes that could impact the organization's operations.
- Provided guidance and mentorship to junior analysts in order to build a high-performing team.
- Drafted presentations outlining analyses for senior leadership teams.
- Benchmarked learning and development strategies using industry best practices.
Analyst
CRISIL GR&A- Risk and Analytics
Mumbai
09.2012 - 09.2013
- Reviewing, analyzing, and verifying the booking of complex trade structures within the system.
- Reviewing and approving the legal confirmation prior to dispatch to the counterparty.
- Comprehensive understanding of the life cycle of a trade by interacting with traders, strategists, sales, and structurers. Additionally, interact with middle office, legal, product control, and documentation teams.
- Partnered with a team of product experts to review all economic aspects of derivative trades, while gaining strong knowledge of exotic derivatives and financial risk awareness. Working with multiple stakeholders to standardize booking practices and reduce operational risk surrounding exotic booking.
- Implemented strategies for automating organizational processes.
Education
Master of Business Administration - Finance
Bharathidasan Institute of Management
Trichy 04-2012
FRM -
GARP
CFA -
CFA Institute
Skills
- Risk management
- Analytical skills
- Communication skills
- Leadership abilities
- Management abilities
- Coordination
- Statistical techniques
- Relationship building
- Model risk
- Econometric forecasting
- Model validation
- Regulatory compliance
- Hiring
- Quantitative analysis
- Risk modeling
- Stress testing
Currentjob
Head of PPNR validation, Deutsche Bank
Titles
- FRM
- MBA
- CFA (all levels cleared)
Timeline
Vice President, Model Risk
Deutsche India
07.2020 - Current
Lead Analyst
CRISIL GR&A- Risk and Analytics
02.2017 - 07.2020
Senior Analyst/Lead Analyst
CRISIL GR&A- Risk and Analytics
09.2013 - 02.2017
Analyst
CRISIL GR&A- Risk and Analytics
09.2012 - 09.2013
Master of Business Administration - Finance
Bharathidasan Institute of Management
FRM -
GARP
CFA -
CFA Institute
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