Rahul Agarwal

About Rahul Agarwal

At Coforge (Client: Credit Suisse, a UBS Group Co.), my role as a Business Analyst revolves around delivering impactful change management for counterparty credit risk. In addition, delivered project on integration of one of the major bank mergers, the union of Credit Suisse AG and UBS AG. My approach is rooted in a balance of efficiency and efficacy, enabling me to excel in regulatory impact analysis and scenario stress testing. Our team\'s efforts contribute to the overarching success of financial operations, underpinned by a steadfast commitment to ethics and a passion for risk management strategies that safeguard assets and optimize financial portfolios.With a Bachelor of Commerce from St. Xavier\'s College and certifications as both a Chartered Financial Analyst (CFA) and Financial Risk Manager (FRM), I have honed my expertise in corporate finance, risk management, Derivatives, FX, financial models.

Experience

1. Assistant Manager

   EY

   Jan 2025 — Present · Pune, IN

   Financial Services and Risk Management | Risk ConsultingS166 Review project:• Responsible to review various controls in place by the client around consistency, accuracy and reliability of data sources applied to compute DVaR and SVaR• Responsible to review on various checks in place to ensure risk sensitivities and PnL vectors calculated by FO systems are accurately captured in the downstream risk engines• Reviewed and checked controls and governance behind CVA RWA calculations, controls around updating booking sites that are approved for Advanced CVA calculation• Review of proxy add-on charges (VaR model overlay) controls ensuring risk metrics report run as documented in the regulator approved processes• Reviewed controls and governance around time series input data validation are in production Market Risk Engine (MRE) and Strategic Risk Architecture (SRA)• Review of the output controls designed for Risk Not-in VaR (RNiVs - VaR type and Stress type) factor to confirm if the RNiV output reporting procedure documented in line with regulator approved processes

Education

• Global Association of Risk Professionals (GARP)

  FRM

• St. Xavier's College (Autonomous), Kolkata

  Bachelor of Commerce - BCom, Accounting and Finance