Sagar N.

About Sagar N.

I am a highly motivated and passionate risk management professional with over 7 years of experience in leading investment banks, currently building expertise in Financial Risk Manager (FRM) certification from the Global Association of Risk Professionals (GARP). My career has been focused on diverse aspects of risk including market, credit, liquidity, operational, investment, and treasury risk.I have a robust academic background in finance and accounting, with: • An MBA in Financial Management (First Class with Distinction) from Bharati Vidyapeeth University • A Bachelor of Commerce from Delhi University • CA-CPT clearance from The Institute of Chartered Accountants of India (ICAI)Currently, I work as a Risk Quants Associate at NatWest Markets (NatWest Group), where I am solely responsible for: • Performing in-depth stress testing analysis and supporting risk governance frameworks • Contributes in structured credit deal analytics, including the modeling and pricing of complex trades (both structured and unstructured) • Calculating Potential Future Exposure (PFE) across business lines such as Secured Lending & Borrowing (SLB), OTC derivatives, cash products, and CCPs • Applying quantitative models including Monte Carlo simulations, SA-CCR, and Value-at-Risk (VaR) methodologies • Providing functional requirements, testing support, and validation for Monte Carlo exposure engines • Ensuring data accuracy, logic validation, and regulatory compliance for our proprietary credit risk toolsPreviously, I held key risk roles at: • Societe Generale, where I was responsible for Country Risk and CVaR exposure validation • Credit Suisse (now UBS), where I worked as an ENO in Counterparty Credit Risk within the OTC derivatives domainThroughout my career, I have received multiple awards and recognitions for excellence, collaboration, and innovation. My strong analytical skills, attention to detail, and commitment to continuous learning define my approach to solving complex risk challenges.Beyond finance, I have a deep personal interest in quantum physics and relativity, which inspires my analytical thinking and curiosity-driven mindset.

Experience

1. Risk Quants Associate

   NatWest Group

   May 2025 — Present · Gurugram, IN

   As a Quantitative Risk Associate, I am solely responsible for conducting Stress Testing of current exposures and overseeing the governance of multiple risk types, including Model Risk, Operational Risk, Data Risk, and Regulatory Risk. Additionally, I am an integral member of the Credit Deal Analytics team, where I work on the quantitative assessment and valuation of complex derivative portfolios, covering both Exotic OTC products and Securities Financing Transactions (SFTs) under Regulatory Capital frameworks as well as the Internal Models Method (IMM).

Education

• The Institute of Chartered Accountants of India

  Accounting and Finance

  2012 — 2016

• Global Association of Risk proffessionals

  FRM, Risk Management

• Delhi University

  BCom - Bachelor of Commerce, commerce

  2013 — 2016

• Bharati Vidyapeeth

  MBA - Master of Business Administration, Financial Management

  2017 — 2019

• Sanjay Bal Vidyalaya

  12th, Commerce

  2011 — 2012

• Sanjay Bal Vidyalaya

  10th (Matriculation ), General

  2009 — 2010