Harsh Shah

WORK HISTORY

EDUCATION

SKILLS

ABOUT HARSH SHAH

I am a specialist/ lead business function analyst (BFA). I have worked primarily in credit risk domain : CCR, XVA / CVA, PFE and Risk Scenarios / Stress testing. I have been responsible for delivering complex risk engine changes for continuous enhancement and regulatory adherence book of work through generative programming in SAS. With over 18 years of cross-functional experience in Finance (CFO), Risk (CRO) and other business functions of Investment banks I am proficient in translating business problems and complex BCBS Regulatory Requirement (CRR2, CRR3/Basel IV, OFSI and NPR) into robust solutions in the calculation engines. I began my career in finance with Standard & Poor’s as a Derivatives Analyst and then transitioned to risk-management functions at Citibank, Credit Suisse and Deutsche Bank. In my prior role with Deutsche Bank, I lead reporting and analytics function for Rates and Listed Derivatives & Clearing business on capital regulatory measures. I can undertook quantitative analysis and Risk Optimisation of derivatives, secured financial transactions and other complex or structured products to calculate bank’s credit exposure, risk weighted assets (RWA), Leverage exposure, and other regulatory capital measures. I have a zeal to decrypt huge and complex data, stitching a story to explain the portfolio exposure drivers and fluctuations. Overall, I have acquired diverse perspectives on risk management by virtue of different roles in areas of risk-model validation, CRM control, front office–risk optimization, business-risk management, capital-reporting, and business functional analysis in technology. Through my professional experience across India, Canada and Singapore I have acquired experience in balancing individual contribution and managerial responsibilities through performing production-driven and project-based rolesI believe in honesty, transparency, efficiency, accountability, and subject-matter expertise in my domain.