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    CV - Manish Srivastav - 24oct2022

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    Raju Kaliperumal

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    CV - Manish Srivastav - 24oct2022

    Uploaded by

    Raju Kaliperumal
    46 views1 page

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    CV_Manish Srivastav_24Oct2022

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    46 views1 page

    CV - Manish Srivastav - 24oct2022

    Uploaded by

    Raju Kaliperumal

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    of 1

    MANISH SRIVASTAVA, CQF®, FRM®, B.

    TECH KEY SKILLS


     (+91) 8447158845
    [email protected]  Regulatory Analytics (Climate
     Bengaluru (Karnataka) Risk, Stress Testing, IFRS9).
     Implementation of Complex Risk
    Projects.
     Credit Risk Analysis of all kinds
    CAREER SUMMARY of counterparties.
     Climate Risk Stress Testing &
    Net Zero Modelling.
    • Senior Risk Professional with ~18 years’ experience in Credit Risk Management
     Strong understanding of
    and Regulatory Analytics (IFRS9 Model Implementation, Enterprise-Wide Stress
    Quantitative Finance (Stochastic
    Testing, Climate Risk Stress Testing; Net Zero Modelling).
    Calculus, Numerical Methods,
    • Highly diversified functional knowledge in Risk Management Domain viz. Credit Pricing Models for Options,
    Risk Analysis of all kinds of borrowers of a Bank including Distressed Credit; Bonds, & Derivatives etc.).
    Implementation & Execution of Credit Risk Models (PD/EAD/LGD) for IFRS9 &  Machine Learning Models
    Stress Testing; Regulatory Analytics (Basel, IFRS9, Stress Testing); Deep (Python).
    understanding of Market Risk (Quantitative Finance) and Counterparty Credit Risk.
    • Strong Technical Skills which are complementary to the core functional skills -
    Advanced SAS, Intermediate level Python, Advanced MS Office, VBA etc. EDUCATION
    • Strong Leadership Skills- My leadership style is ethics-based, objective,
    transparent and knowledge driven. I have successfully managed several large  CQF® - (1st attempt, 80%+
    projects in coordination with multiple teams and have also built my own, medium score) Certificate in Quantitative
    sized, teams through strictly skills-based hiring. Finance from CQF Institute
    (London).
    • Strong analytical acumen supported by technical background (B. Tech from  FRM® Charter 2016 (GARP,
    MNNIT (Allahabad) - a premier institute) as well as globally recognized certifications: US) in 1st attempt.
    Financial Risk Manager (FRM®) Charter from GARP (US) and, CQF® - Paul
    Wilmott’s Certificate in Quantitative Finance (CQF Institute, London).  B. Tech from a premier
    institute- MNNIT, Allahabad - in
    • Deep understanding of Financial Mathematics & it’s applications in Quantitative 2003.
    Finance as well as development of Machine Learning Models.
     Certificate in Business
    Analytics (EduPristine).
     Base/Advanced SAS.
    PROFESSIONAL EXPERIENCE
    PROJECTS
    VP-Regional Lead (Stress Testing- ASEAN & South Asia), SCB (Sept’19– till present)
     Implementation & Execution of
    • Execution of Enterprise-Wide Stress Testing as well as Climate Risk Stress Testing
    IFRS9 & Stress Testing Models.
    for Banking Book (~$150 bn).
    • Forecasting of Credit Risk measures and Business Volume Margins (B/S and P&L)  Monitoring performance of
    followed by aggregation of results for Capital and Liquidity forecasting. Stress Testing Models.
    • Key activities include execution of stress testing models, analysis of the outputs,  Development of Machine
    preparations of results for review & challenge by senior stakeholders, providing user’s Learning Models: CART, Tree
    feedback on model performance and, supporting the recalibration/redevelopment of Ensembles (Bagging &
    stress testing models. Boosting), Logistic Regression,
    AVP Credit Risk (Team Lead), HSBC 4 years 2 month (July15’– Aug’19) Support Vector Machines,
    Naïve-Bayes, KNN, Multi-Layer
    • Implementation & Execution of Wholesale IFRS 9 Impairment Models
    Perceptron and, Deep Learning
    (PD/LGD/EAD/CCF/DCF based impairment models) for Group Wholesale Book.
    (LSTM) Forecasting - as a part
    • Expected Credit Loss (ECL) attribution analysis, Macroeconomic analysis, and
    of CQF Certification.
    portfolio analytics for Global Wholesale Book (c. $500 Bn).
    • Preparation of Large Corporate Balance Sheet Restructuring/Debt Restructuring.  Implementation of Euler-
    Associate Risk Analyst, RBS 1 year 11 months (Aug'13–Jun'15) Maruyama scheme through
    Monte Carlo Simulation for
    • Credit Risk Analysis of Global MNCs in EMEA region.
    pricing Exotic Options - as a part
    Credit Risk Manager, Barclays Shared Services 1 year 5 months (Apr'12– Aug'13) of CQF Certification.
    • Credit Risk Analysis for Banks, Insurance &, other NBFI clients.  Implementation of Portfolio
    Assistant Manager (Credit), SBI 4 years 9 months (Jul’07– Mar’12) Optimization Techniques (Black-
    • Credit Risk Analysis of Retail, SME &, Mid-Corp clients. Litterman) - as a part of CQF
    Certification.
    Physics Lecturer, FiiT-JEE 2 years 3 months (Jun’03– Aug’05)
     PD bootstrapping from CDS
    • I taught Physics as a part of my preparation for Indian Civil Services Exam.
    quotes - as a part of CQF
    Certification.

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