Gaurav Srivastava
Senior Vice President at Citi | FRM | CFA L3 Candidate | Ex- Credit Suisse | Ex- ZS | Ex- SAS
- Role
- Senior Vice President at Citi
- Location
- Pune, MH, IN
- LinkedIn followers
- 500 followers
About Gaurav Srivastava
A certified Financial Risk Manager (FRM) and techno-functional Consultant with expertise in Financial Risk Management & corresponding analytical implementations. I have sound understanding of Credit & Market Risk assessment methodologies supported by Analytics.Have cleared FRM both parts (i.e. Part-1 & Part-2)Have expertise in Data Science & Machine Learning engagements using technologies such as: SAS, Python, Modeling, Oracle SQL, MS SQL & Reporting tools.Certified SAS Analytics ProfessionalCertified SAS Advanced ProgrammerCleared FRM (Financial Risk Manager)AREAS OF INTEREST: Risk Regulatory Reporting Projects (BASEL/PRA/CRD-IV etc.) Risk Measures Calculation (VaR, SVaR, ES, IRC, CRM, Default Risk Charge, Residual Risk Add-on etc. FRTB/CCAR (DFAST)/CCR/Basel 2.5 & 3.5 Modeling/Statistical Analytics/Machine Learning(data science) engagements using SAS/Python
Experience
Senior Vice President
Jan 2025 — Present · Pune, IN
Leading efforts for CCAR/Stress Testing Valuations and other Regulatory commitments
Education
SNVP Inter College, Rae Bareli
10+2, Science Group
2001 — 2003
SNVP Inter College, Rae Bareli
10, Science Group
2000 — 2001
NIT Jamshedpur
B.Tech(Hons), Mechanical Engineering
2004 — 2008
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