Raghvendra Pratap Yadav

• Implementation, support, and adherence to regulatory requirements for risk controlling in accordance with ICAAP, US Fed, PRA, and FINMA guidelines • Improving and supporting the risk management for counterparty credit risk, risk appetite, risk policies, scenario limits setting and monitoring, and reporting • Exposure analysis for trades of Investment Banking for compliance with BASEL III • Interpretation and insights into scenario changes, oversight of the main risk factors affecting the bank

• Created fair value models and IFRS 9 ECL models for various secured and unsecured loan books for buy-side clients as a primary analyst • Scenario analysis & stress testing to understand the potential of an investment • Incorporate and analyze credit memos, facility agreements, servicing agreements, amendments and incorporating various financing/leveraged funding for analysis • Prepared waterfall structure and performed waterfall analysis to determine the priority of debt structure