Vibhav Kalyani
Senior Vice President - Market Risk Rwa @Citi
New York, NY, US
EMAILS
v••••••••@citi.com
MOBILE NUMBERS
+14•••••••22
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WORK HISTORY
Dec 2020 — Present
Senior Vice President - Market Risk Rwa @Citi
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Leading FRTB Market risk capital calculation for US Consolidated and EMEA region Product ownership for strategic risk capital platform - calculation methodology, capital analytics, and optimization for global markets business Regulatory strategy, technical interpretation, and advocacy through industry engagement (ISDA) Partner with trading, risk, and technology to establish the risk control framework for RWA calculation for markets businesses
SKILLS
Investment BankingRisk ManagementProject PlanningFinancial AnalysisConsultingBusiness IntelligenceTeam ManagementIT Service ManagementBankingRequirements GatheringCrmManagement ConsultingBusiness AnalysisAnalyticsPre-SalesStrategyErp
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