Sarfaraz Yezdani

Valuation Risk Analyst @Swiss Re

Bengaluru, IN

Conducting valuation risk assessments and performing independent price verification (IPV) for portfolios exceeding USD 70 billion.• Performing financial modeling and quantitative risk analysis to ensure pricing transparency and market alignment.• Developing data-driven frameworks to streamline valuation processes and enhance risk management strategies.• Leading market data validation using Bloomberg Terminal, ensuring accuracy in asset pricing and securities lending transactions.• Managing repo and reverse repo risk assessments, identifying potential market fluctuations and liquidity risks.• Implementing Python, SQL, and Power BI for portfolio analytics, automating reporting and dashboard creation.• Collaborating with risk committees, investment teams, and compliance officers to maintain regulatory adherence.• Overseeing private debt portfolio valuation (USD 5 billion), applying structured finance methodologies to optimize risk-return metrics.• Conducting collateral risk evaluations, validating market spreads and pricing discrepancies.• Analyzing vendor pricing models, assessing data integrity and market reliability to mitigate valuation inconsistencies.Key Projects:• Designed and implemented a scorecard methodology for private debt valuation, improving pricing transparency and market comparability.• Developed an automated risk reporting dashboard, reducing valuation discrepancies by 30% and enhancing decision-making speed.

Rajiv Gandhi Prodyogiki Vishwavidyalaya

Bachelor of Engineering - BE, Civil Engineering

MITx Courses

MITx - MicroMasters Program Finance

Rajiv Gandhi Prodyogiki Vishwavidyalaya

Master of Technology - MTech, Structural Engineering

Indira Gandhi National Open University

Master of Arts - MA, Industrial and Organizational Psychology