Vishnu Vardhan Reddy
Senior Credit Risk Model Validation Quantative Analyst @UBS
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WORK HISTORY
Senior Credit Risk Model Validation Quantative Analyst @UBS
Hyderabad, IN
Validation of counterparty credit risk models - securities financing transactions (SFT).Major projects include migration of model from legacy infrastructure to cloud, migration of input shocks to API based framework and working on IMM migration of SFT models from RepoVar.Models comply with stress testing frameworks of ECB, FINMA, FED, EBA.
EDUCATION
Institute For Financial Management and Research
Master of Business Administration (M.B.A.), Finance
National Institute of Technology Warangal
B.Tech, Electronics and Communication Engineering
ABOUT VISHNU VARDHAN REDDY
Working for UBS as Director, Senior Quantitative Credit Model Validation Analyst for the…
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