Akhil Bandhu Hens
VP Global Liquidity Management @Citi
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WORK HISTORY
VP Global Liquidity Management @Citi
London, GB
Reviewed the Funding and Liquidity Plans across 50+ entities; enhanced FLP model.Oversaw forecast submissions for Resolution Liquidity Adequacy Planning (RLAP) and Term Liquidity Stress Test (TLST), reviewed balance sheet projections.Coordinated the submissions for limit, MAT, LCR, NSFR, HQLA and trapped liquidityEnhanced the deposit run-off risk framework, introducing new deposit Early Warning Indicators (EWIs) and re-calibrating thresholds for 84 indicatorsSimulated Contingency Funding Plan (CFP) scenarios, evaluating liquidity actions Monitored daily EWI reporting and led escalation and investigation of EWI breaches
EDUCATION
Indian Institute of Technology, Kharagpur
Bachelor of Science (B.Sc.), Statistics & Informatics
Global Association of Risk Professionals
FRM , Part 2 cleared, Certified FRM, Market Risk, Credit Risk, Liquidity Risk, Operational Risk
Indian Institute of Technology,Kharagpur
Master of Science (M.Sc.), Statistics & Informatics
CFA Institute
CFA level-2 cleared, Finance
SKILLS
ABOUT AKHIL BANDHU HENS
As a highly accomplished and result-oriented Quantitative Risk Professional with 14 years of experience across market risk, liquidity risk, capital regulation, and risk model governance within global financial institutions. Currently a VP at Citi (London), supporting enterprise-wide liquidity resilience, regulatory stress testing, and market risk frameworks across multiple legal entities and asset classes.I bring deep expertise in Market Risk (VaR, Stressed VaR, FRTB – SA) and Liquidity Risk (LCR, NSFR, RLAP, TLST, CFP) with a strong track record of delivering regulator-facing models and frameworks aligned with Basel PRA, ECB, and global supervisory expectations. I have led complex initiatives involving balance-sheet projections, stress scenarios, capital and RWA analysis, and model remediation, often acting as a subject-matter expert and key point of regulatory engagement.My background spans risk model development, validation, and audit, covering market risk, counterparty credit risk, and IRRBB. I am comfortable operating at the intersection of quantitative analytics, policy interpretation, and senior stakeholder communication, translating technical complexity into actionable risk insights for management.Technically, I work extensively with Python, R, SQL, Excel, and risk analytics platforms, and I enjoy building dashboards, automation, and scalable frameworks to improve transparency and efficiency. I have also led and mentored global teams, including offshore consultants, driving delivery under tight regulatory timelines.I hold an MSc in Statistics from IIT Kharagpur, am FRM certified, and have completed CFA Levels I & II. I am particularly interested in roles focused on liquidity risk, market risk, capital optimization, stress testing, and regulatory transformation. Holding both CFA Level 2 and FRM Level 2 certifications, I possess a deep understanding of advanced Risk and financial principles. Key Skills :Risk Management :Market Risk, Treasury & Liquidity Risk, Counterparty Credit Risk, Stress TestingRisk Models: Model Development & Validation, Quantitative Analytics, Statistical ModellingTechnical & Data Analytics: Python, R, SQL, Tableau, Excel, Bloomberg, JIRA, ConfluenceCapital Regulation: Basel FRTB, FR2052a, CRD-IV, CRR, BRRD, ISDA, EMIR, Dodd-Frank Act, RWA OptimizationCapital Markets :Derivatives, Greeks, Exotics, Structured Product, Swaps, Futures, Vanilla options Leadership: Project Management, Governance, Stakeholder Management, Recruitments
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