Abhishek V

About Abhishek V

Quantitative Risk and Model Validation professional with extensive experience in validating and developing complex risk models within the BFSI domain. Specialized in Counterparty Credit Risk, Market Risk, and Liquidity Risk, with deep expertise in independent model validation, quantitative benchmarking, model methodology assessment, and regulatory compliance.Demonstrated experience in validating PD, LGD, EAD, Equity, Interest Rate and FX Derivatives valuation models, regulatory capital frameworks including FRTB, SA-CCR, IRRBB, Stress Testing, and CVA frameworks. Proven ability to critically assess model assumptions, stochastic frameworks, numerical methods, calibration techniques, and implementation accuracy to ensure robustness, regulatory alignment, and conceptual soundness.Strong hands-on proficiency in Python, SQL, and SAS for model replication, challenger model development, sensitivity analysis, and independent quantitative testing. Experienced in evaluating model risk across the full model lifecycle, including methodology review, implementation validation, performance monitoring, and regulatory documentation, in alignment with Basel guidelines and internal model risk management frameworks.Trusted partner to global banking institutions across APAC and EMEA, delivering high-impact validation insights and supporting regulatory compliance for complex derivatives and risk measurement models.CFA Charterholder, PRM certified, and holder of an MBA in Finance and B.Tech from NIT Surat, combining strong academic rigor with deep practical expertise in quantitative finance and model risk.

Experience

1. Lead - Market, Liquidity and Counterparty Credit Risk

   SAS

   Mar 2020 — Present · Mumbai, IN

   Spearheading validation and development of Market Risk, Liquidity Risk and Counterparty Credit Risk projects for reputed Global Banking Giants.Dealing with BASEL and Regulatory frameworks:CECL Framework; FRTB (Fundamental Review of Trading Book), Stress Testing Frameworks,Exotic Derivatives Valuations, Stochastic Calculus and Numerical Methods,Local and Stochastic Vol Models,Machine Learning & AI Algorithms, Model Risk and Governance

Education

• National Institute of Technology Surat

  Bachelor of Technology (B.Tech.), Mechanical Engineering

  2003 — 2007

• CFA Institute

  CFA, Finance, Economics, Risk and Portfolio Management

• NIIT University

  Master of Business Administration (M.B.A.), FINANCE

  2012 — 2014

• PRMIA

  PRM, Risk Management