Gaurav Suryavanshi
Associate Director @UBS
Signup · Get unlimited contacts
WORK HISTORY
Associate Director @UBS
Mumbai, IN
Associate Director at UBS, highly experienced Quantitative Risk Management professional with a proven track record in leading Firmwide Stress Testing, Market Risk, Financial Modelling and monitoring projects with expertise in managing regulatory requirements and orchestrating cross-functional teams. Solid grasp of financial risk frameworks including Climate Risk, Liquidity Risk, and IFRS 9, maintaining robust stakeholder relationships, and adapting risk measurement and monitoring to evolving regulatory landscapes. Proven analytical acumen enhancing financial stability and strategic decision-making within financial risk management. Skilled in quantitative risk, risk reporting automation, market and credit risk, and risk controls—contributing to balance sheet oversight and RWA optimization. Technical Skills: Python, R, Tableau, VaR, CVA, Liquidity Risk, LCR, NSFR, Basel CCAR, Model Validation, Risk Reporting Automation, ESG Risk, IFRS 9.Statistical Model Cloud Migration: Spearheaded design, implementation, and support for the migration of 18 statistical models to the cloudContributed to development and maintenance of Stress Testing Risk models, including model confirmation, model changes, maintenance, Model Performance Monitoring and Controls (MPMC) and BAU activities. Supported continuous enhancement of model validation processes, aligning with IFRS 9 requirements and integrating early signals of Climate Risk impacts into stress testing assumptions. Demonstrated delivery in RegTech integration, quantitative risk analysis, ESG risk, AI/automation in risk modelling and digital transformation for financial institutions.Led adoption of Monitoring Service (Mserv) and Model Parameter Tool (MPT), including data requirements, control set registration (MegDP), RCT GUI templates and KMPI implementation. Coordinated F2B, UAT, and BAT testing. Conducted agile ceremonies and Big Room Planning (BRP) for quarterly planning. Run Configuration Tool (RCT) Product Owner
EDUCATION
Sardar Vallabhbhai Patel Polytechnic
Diploma, Electronics & Telecommunication
Don Bosco High School - India
SSC
Institute of Management Technology, Ghaziabad
Post Graduate Diploma in Management, Finance
MCT's Rajiv Gandhi Institute Of Technology
Bachelor of Engineering - BE, Electronics and Telecommunication Engineering
SKILLS
ABOUT GAURAV SURYAVANSHI
Associate Director at UBS, highly experienced Quantitative Risk Management professional with a proven track record in leading Firmwide Stress Testing, Market Risk, Financial Modelling and monitoring projects with expertise in managing regulatory requirements and orchestrating cross-functional teams. Solid grasp of financial risk frameworks including Climate Risk, Liquidity Risk, and IFRS 9, maintaining robust stakeholder relationships, and adapting risk measurement and monitoring to evolving regulatory landscapes. Proven analytical acumen enhancing financial stability and strategic decision-making within financial risk management. Skilled in quantitative risk, risk reporting automation, market and credit risk, and risk controls—contributing to balance sheet oversight and RWA optimization. Technical Skills: Python, R, Tableau, VaR, CVA, Liquidity Risk, LCR, NSFR, Basel CCAR, Model Validation, Risk Reporting Automation, ESG Risk, IFRS 9Solid project delivery experience. Knack of building high performing teams.KEY SKILLS:1) Deep expertise in Risk regulations like Basel norms, FRTB, CCAR. Impacts of the regulation on the business processes of the bank.2) Market and credit risk metrics like Sensitivity, VaR, Exposure, BackTesting, P&L, and Variance. Monte Carlo and historical simulation techniques for VaR. Understanding of Expected Shortfall and worst case scenario. Calculation of Counterparty credit risk metrics like PFE, EE, EAD, LGD, PD, CVAKnowledge of Basel 2, 3 guidelines.3) Strong understanding of capital markets, several asset classes, trade life cycle and risk business processes4) Practical exposure to Requirement Gathering Analysis, Project Life Cycle, Agile methodologies using SCRUM, Data warehousing and database administration concepts
This profile is compiled from publicly available professional sources. Unifers is not affiliated with or endorsed by LinkedIn. Request removal of this profile.