Sanjay Sankhala
Assistant Vice President, Model Risk Managment @Bank of America Merrill Lynch
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WORK HISTORY
Assistant Vice President, Model Risk Managment @Bank of America Merrill Lynch
Hyderabad, IN
EDUCATION
ST.THOMAS.SR.SEC SCHOOL
High school
Indian Institute of Management, Indore
Master of Business Administration - MBA
Medi-Caps Institute of Technology & Management Rau, Indore
Bachelor of Engineering (B.E.), Electrical and Electronics Engineering
ABOUT SANJAY SANKHALA
Certified FRM with 5+ years of experience in the independent validation of market risk models, including Value at Risk (VaR) under the Internal Models Approach (IMA), FRTB models under the Standardized Approach, and stress testing models for CCAR, ICAAP, and other regulatory frameworks. Skilled in conducting end-to-end model validation, model governance, ongoing performance monitoring, and regulatory reporting. Proficient in Python for independent testing and automation, and LaTeX for preparing detailed validation reports. Demonstrated ability to communicate complex model risks and outcomes clearly to stakeholders and ensuring compliance with regulatory standards.
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