Purshartha Srivastava

Architect - Executive Director Capital Markets @Wells Fargo

Charlotte, NC, US

Counter Party CreditEnterprise Counterparty Risk Management Group (ECRM) is responsible for defining and managing the counterparty risk framework for Risk measure of different trading product.Engage in counterparty credit risk measurement and architecture projects for central clearing of interest rate swaps (IRS), credit default swaps (CDS), and exchange traded products.Support development and implementation of methodologies used for measuring Central Counterparty (CCP) exposure in ETL platform.Support development and implementation of stress testing methodologies used for client cleared portfolios.Ensure consistent counterparty risk factor methodologies and aggregation methodologies within counterparty risk systems used.Evaluate new LoB initiatives including new product launch to ensure that counterparty risk incurred by these activities is properly captured. Coordinate with Counterparty Risk Analytics group on risk methodology used for trading products, with a strong emphasis on cleared products.Partner with the Counterparty Technology group on delivering robust and scalable counterparty risk solutions.Perform data analysis for various risk projects, and define data validation rules and default rules.

Savitribai Phule Pune University

Master's degree, Computer Application