Vishal Maru

About Vishal Maru

I am a dynamic Risk Management Leader with 15+ years of experience in Counterparty Credit…

Experience

1. Vice President Icm Counterparty Credit Risk Analytics

   Citi

   Mar 2024 — Present · Mumbai, IN

   Counterparty Credit Risk Specialist Key Responsibilities:Validation and Methodology- Validated Citi Group\'s Counterparty Credit Risk (CCR) methodology- Assessed risk measures: Potential Future Exposure (PFE), Wrong Way Risk (WWR)Testing and Quality Assurance- Developed and executed comprehensive test strategies to identify methodology gaps- Conducted Operational Effectiveness Testing (OET) and Design Effectiveness Testing (DET)- Reported observations and concerns to Business and Methodology teamsRisk Analysis and Mitigation- Analyzed risk measures using Internal Models Method (IMM) and Standardized Approach- Identified root causes and underlying parameters driving exposure- Collaborated with stakeholders to eliminate process gaps and implement controlsControl and Compliance- Identified control deficiencies and remediated through appropriate channels- Ensured compliance with regulatory requirements*Stress Testing and Scenario Validation*- Validated stress testing and calculation of stress loss- Validated parameters: Ijtd, dispersion risk, cost to close- Validated scenarios: GSST scenario and bespoke scenariosKey Skills- Strong understanding of CCR methodologies and regulations- Analytical and problem-solving skills- Excellent communication and collaboration skills- Experience with risk management systems and toolsKey Deliverables- Validated CCR methodology and risk measures- Identified and mitigated risk gaps and control deficiencies- Ensured compliance with regulatory requirements- Improved overall risk management framework

Education

• The ICFAI University, Tripura

  CFA,MFA, Finance and Financial Management Services

  2008 — 2010