Harish Venkatram Saripella

WORK HISTORY

EDUCATION

ABOUT HARISH VENKATRAM SARIPELLA

I am a risk management professional with over 14 years of experience in banking, including a decade focused on counterparty credit risk, liquidity risk and Basel-driven transformation. I work at the intersection of regulation, analytics and technology—translating complex PRA/ECB requirements into capital-efficient, execution-ready solutions for global banks.My career spans front-line exposure analytics, stress testing, liquidity reporting and now product ownership for a traded counterparty credit risk engine. I have led teams, delivered RWA optimization initiatives, and helped design and implement risk engines and reporting platforms that directly impact regulatory capital, liquidity metrics and board-level risk dashboards.A key highlight of my work has been leading changes in an internal models approach risk engine that resulted in a regulatory capital reduction of around €50 million through pricer enhancements and better alignment with regulatory expectations. I have also contributed to returning key portfolios to compliance, integrating securities financing transactions into IMM, and redesigning dynamic initial margin treatment to avoid punitive de-recognition of collateral while staying fully compliant.On the liquidity side, I have led teams responsible for monthly LCR and NSFR production, mapping diverse banking products into regulatory templates, building strategic platforms for reporting, and putting in place controls in previously manual environments. Earlier in my career, I worked on credit scenarios and stress testing, central clearing counterparty exposures and hedge fund risk analytics—giving me an end-to-end view of how risk models, data and governance link together.My unique point of view is that risk management is not just about passing regulatory inspections—it is a strategic lever for capital efficiency and resilience. I focus on making regulatory requirements understandable to senior stakeholders, challenging assumptions where needed, and ensuring that changes to risk engines and reporting frameworks are both technically sound and aligned with long-term business goals. I aim to be the bridge between quants, IT and decision-makers.I am particularly interested in roles where counterparty credit and liquidity risk, Basel compliance, model governance and RWA optimization are central to the agenda, and where a board-ready, hands-on perspective on risk and capital is valued.