Saiyam Jain
Senior Consultant - Market Risk and Counterparty Risk @EY
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WORK HISTORY
Senior Consultant - Market Risk and Counterparty Risk @EY
Gurugram, IN
Led risk transformation initiatives translating Basel SA-CCR, IMM and FRTB requirements into market and counterparty risk model specifications and system enhancements•Built and executed macro and portfolio-specific stress scenarios covering rates, FX, credit spreads, equity shocks, and counterparty deterioration•Built and maintained Digital Asset Operational Risk Management (ORM) frameworks, covering DLT platforms, blockchain protocols, crypto asset lifecycle•Designed, executed, and maintained Counterparty Credit Stress Testing frameworks covering EAD, PFE, EEPE, CVA, RWA, capital consumption, and liquidity impacts under extreme•Developed automated data lineage, risk aggregation, and reporting solutions for derivatives exposures using SQL, Power BI, and Python•Partnered with Quant, Risk, and Tech teams to embed risk methodologies into exposure models and system infrastructure (Black-Scholes, Hull-White, Heston, CreditCurve construction)•Authored BRDs/FRDs to implement credit risk models and limit frameworks.•Performed emerging risk and threat analysis across the digital asset ecosystem, including AML/CFT risks, smart contract, DeFi exploits, and regulatory change impacts.
EDUCATION
Dayalbagh Educational Institute, Agra
Bachelor of Commerce - BCom, Business/Commerce, General
Indira Gandhi National Open University
Master of Arts - MA, Economics
K J Somaiya Institute of Management
Master of Business Administration - MBA, International Business, Trade, and Tax Law
ABOUT SAIYAM JAIN
Interested in Research & Analytics | P&L Analysis and Vairance Analysis | UAT Testing | Risk Management - Counterparty Credit Risk and Liquidity Risk Management | Technical Expertise in IMM and SACCR | Worked Extensively in Risk Reporting and Visualisation Teams for BASEL Reporting, COREP Reporting, for PRA| Product Control and Management | BRD and FRD Documentation | Agile Methodology
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