Kanika Bagree

Credit Risk Model Validation Quantitative Analyst @UBS

Navi Mumbai, IN

Performed multiple reviews for stress testing Pillar 2 models (CCAR, CST, LPA) in the team for loan syndication portfolio, Community reinvestment act and credit cards portfolio. As part of the process, interacted with several stakeholders independently- Performed reviews for settlement risk model, the model calculated settlement exposures for FX/PM vanilla and exotic options- Supervising the junior members and external consultants in our team- Performed end to end initial validation of a climate risk model used for internal stress testing purposes. I was among the first in the team to understand the requirement for a climate risk model- Performed multiple reviews which enabled the strategic merger of CS and UBS- Acting as an MRMC innovation champion and AI ambassador of the team- Received recognition from the CMRO for contributing to the innovation culture in MRMC