Mahesh Kodagi

Head - Market Risk, Liquidity Risk, Model Risk Management & Icaap @IDFC FIRST Bank

Mumbai, MH, IN

EMAILS

[email protected]

MOBILE NUMBERS

+91 *********19

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WORK HISTORY

Feb 2019 — Present

Head - Market Risk, Liquidity Risk, Model Risk Management & Icaap @IDFC FIRST Bank

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Mumbai, IN

Responsible for Heading Market Risk, Mid-Office, ALM, Liquidity Risk, Model Validation (Market Risk, Liquidity Risk and Credit Risk wholesale and Retail application and behavioral scoring models including AI / ML models) and ICAAP.

EDUCATION

2001 — 2004

Dr. A.V.Baliga College of Commerce, Karnataka University.

Bachelor of Commerce

2004 — 2006

Alliance Business Academy, Bangalore University

MBA

SKILLS

TradingForeign ExchangeFixed IncomeFx OptionsMarket RiskUnderstanding of Ever Changing Market DynamicsBasel IiDerivatives StructuringCvaFinancial ModelingFinanceValuationPfeValuation of Treasury Products (Including Complex Derivatives)AlmIrcDerivatives TradingTreasuryOptionsLiquidity RiskVarRegulatory GuidelinesDerivativesVbaStress TestingSensitivity AnalysisIma for Market RiskBankingRisk ManagementTeam ManagementFinancial Risk

ABOUT MAHESH KODAGI

MBA (Finance) & FRM professional with vast experience in Treasury and Market Risk and Liquidity Risk Management, Model Risk Management, ICAAP etc, Retail Credit Risk etc.Currently working as Head - Market & Retail Banking Risk with IDFC FIRST Bank. The role includes Trading Risk, Treasury Mid Office, ALM/ Liquidity Risk, Bank-wide Model Risk Management, ICAAP and Credit Risk Management for Retail Advances portfolio.

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