Srishti Saini
Risk Management Professional
New Delhi,DL
Summary
Experienced management professional with a proven track record in the consulting, specializing in Financial Risk Management. Completed the PGDM with a focus on banking and finance from the National Institute of Bank Management. Demonstrated history of delivering exceptional results, providing strategic insights and mitigating financial risks. Recognized for excellent analytical and problem-solving skills. Committed to achieving organizational objectives and driving success. Proven ability to optimize processes, enhance profitability, and maximize performance. Eager to contribute to a dynamic organization and deliver impactful results.
Overview
7
7
years of professional experience
2
2
years of post-secondary education
2
2
Languages
Work History
Assistant Manager
KPMG
01.2021 - Current
- Led the team for ALM/FTP System Implementation for a large banking client by overseeing end-to-end project execution through preparation of RFPs, defining functional and technical requirements, engaging with potential vendors, managing -bid queries and conducting proposal reviews. Led Technical evaluations, financial assessments, discussion on technical aspects and provided feedbacks and raised observations to ensure alignment with business requirements a;ong with regular discussions with the client to optimize deliverables and cost efficiency.
- Worked on multiple engagements across various banks and Financial Institutions and prepared the Expected Credit Loss (ECL) model which included PD computation, forecasting, recovery data analysis, stage allocation of multiple portfolios and ECL computation. Designed and implemented Forward-looking macroeconomic models in line with IFRS9 requirements.
- Worked on multiple Market and Liquidity risk engagements covering implementation and review of VAR, PV01, Stress Testing, NOOP, IRRBB, LCR and NSFR.
- Led ERM implementation of a large Public Sector NBFC through preparation of Risk Management & Stress Testing Policies, SOPs and conducted gap assessments. Developed a CRO checklist in an automated excel model for risk tracking. Prepared the Risk Appetite Framework and Duration Gap Methodology model. Identified potential business opportunities through stakeholder discussions.
- Led project execution for other large Public Sector NBFC by developing Risk Management Plan and reviewing the Risk Register , developing the ORM Framework based on RBI guidelines, created the Risk Appetite Framework defining key risk metric, Conducted cross-divisional discussions to facilitate RCSA implementation.
- Independently worked on the Forex review of major Public and Private Sector Banks in Sri-Lanka and evaluated derivative instruments, assessed market risk policies , enhances stress testing Framework to align with best industry practices.
- Assessed Treasury Risk Management and hedge accounting practices and worked on setting up the Forex Treasury Desk for a Standalone Primary Dealer and assisted them in licensing, Risk Management activities, preparation of policies for treasury related areas.
- Managed the review and enhancement of the PLR methodology of a Home Finance client through recommendation for improvements for the Home Loan and LAP Portfolio and conducting of statistical and peer analysis to align methodology with industry best practice.
- Performed the valuation of for vanilla and structured products in a broad range of asset classes including Equities and Fixed Income through Black Scholes Option Pricing Model and Binomial Model. The instruments included Forwards, IRS, Cross=currency swaps, options etc.
- Led peer review of corporate work papers and provided actionable recommendations, conducted a vertical review and developed a strategic deck for OCC MRA Buy Ticket Strategy, outlining the review process, key findings and concerns and collaborated with stakeholders to address audit concerns, ensuring compliance and resolution.
- Provided Audit support for Market Risk Models of two major banks in UK, ensuring compliance and risk accuracy. Conducted engagements in Independent Price Verification (IPV), Fair Value Adjustment (FVA), Prudent Value Adjustment (PVA), IFRS13 Observability Grids and Vendor Assessment to enhance accuracy and robust financial controls.
- Worked on the Standardized Approach for Credit Valuation Adjustment as per the Notice of Proposed Rulemaking under the BASEL III endgame.
- Validated the ICAAP of the foreign bank, ensuring alignment with regulatory standards and industry best practices through evaluation of Capital Adequacy Framework, risk assessment methodologies and stress testing models to enhance risk resilience.
Analyst
CARE Ratings
04.2019 - 05.2020
- Conducted thorough analysis of financials and operations of companies in the infrastructure sector to determine credit ratings, ensuring accurate assessment of creditworthiness
- Prepared comprehensive rating rationales and press releases, effectively communicating the basis for assigned credit ratings to stakeholders
- Monitored the performance of companies and industries in the infrastructure sector, ensuring proactive identification of trends and potential risks
Financial Modelling of a Greenfield Project
NIBM
01.2019 - 03.2019
- Conducted comprehensive financial analysis to assess the project's viability
- Utilized data modeling techniques to forecast and analyze the company's financials
Intern
HDFC Bank
04.2018 - 06.2018
- Conducted in-depth analysis to assess the impact of GST on the commercial transportation group, evaluating its implications on customers, the banking sector, and government revenue at a macro level
- Evaluated the effect of GST on the working capital of HDFC Bank, identifying the influence on financial operations and liquidity
- Examined and enhanced the approach to conducting credit appraisals of customers and property valuation to gauge credibility and reliability, ensuring informed decision-making
- Gained valuable experience working within a specific industry, applying learned concepts directly into relevant work situations.
- Supported staff members in their daily tasks, reducing workload burden and allowing for increased focus on higher-priority assignments.
Education
MBA/PGDM - Finance
National Institute of Business Management (NIBM)
Pune, India 01.2019 - 12.2019
B.Com - Commerce
Hansraj College, DU
01.2014 - 12.2014
Skills
Credit Risk Management
Asset Liability Management
Derivatives and Valuations
Market Risk Management
Treasury Risk Management
Model Development
Model Validation
Internship
- Impact of GST on CTG- Commercial Vehicles, Commercial Equipments and Health care sector in India, HDFC Bank, 2 Months, Conducted in-depth analysis to assess the impact of GST on the commercial transportation group, evaluating its implications on customers, the banking sector, and government revenue at a macro level., Evaluated the effect of GST on the working capital of HDFC Bank, identifying the influence on financial operations and liquidity., Examined and enhanced the approach to conducting credit appraisals of customers and property valuation to gauge credibility and reliability, ensuring informed decision-making.
- Project Appraisal and Financial Modelling of a Greenfield Project for a transmission line, 2 Months, Conducted comprehensive financial analysis to assess the project's viability., Utilized data modeling techniques to forecast and analyze the company's financials.
Hobbies
1. Reading Books
2. Creating Content for Planning events
3. DIY activities
Timeline
Assistant Manager
KPMG
01.2021 - Current
Analyst
CARE Ratings
04.2019 - 05.2020
Financial Modelling of a Greenfield Project
NIBM
01.2019 - 03.2019
MBA/PGDM - Finance
National Institute of Business Management (NIBM)
01.2019 - 12.2019
Intern
HDFC Bank
04.2018 - 06.2018
B.Com - Commerce
Hansraj College, DU
01.2014 - 12.2014