Pragya Baghel

Assistant Vice President @NatWest Group

Gurugram, IN

Managed the Independent Price Verification (IPV) of financial products, including Bonds, IR Swaps, Inflation swaps, Private Equities, Funding Valuation Adjustment (FVA), FX options, Inflation Options, Caps/Floors and Swaptions, to validate Front Office (FO) trade prices. Analysed Front Office valuation challenges using comprehensive market data Developed and maintained strong relationships with key stakeholders including FO, Market Risk, Quant and Development team Addressed inquiries from the European Regulator and auditors for compliance Executed a comprehensive transition plan from Poland Exotics Valuations team Assessed and revised valuation methodologies for accurate fair value reporting Computing Bid-Offer Reserves to reflect Balance Sheet with exit price of trades Presented Monthly Valuation results to senior leaders for informed decisions Handling Prudent Valuation Adjustments (Market Price Uncertainty AVA, Concentration AVA and Model AVA) to determine CET1 capital deductions Calculating and communicating Day1 holdout reserves to trading desk Stress Testing on Equities to calculate ledger valuation during stress scenario

Indian Institute of Management, Ranchi

Master of Business Administration - MBA

Deen Dayal Upadhyaya College

Bachelors of Management Studies (B.M.S.)