Yash R.
Manager, Alm and Liquidity, Treasury Risk Management @RBC
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WORK HISTORY
Manager, Alm and Liquidity, Treasury Risk Management @RBC
Toronto, ON, CA
EDUCATION
University of Toronto - Rotman School of Management
Master's degree
The Bishop's School
Secondary School
SVKM's Narsee Monjee Institute of Management Studies (NMIMS)
Bachelor of Technology - BTech, Masters - Analytics
ABOUT YASH R.
I specialize in delivering sophisticated, sustainable and scalable solutions for clients and stakeholders. At present, my area of focus is Quantitative Risk Management for Structured Interest Rates, Funds Transfer Pricing and Liquidity Risk at the Royal Bank of Canada in Toronto. I was previously working in Liquidity Risk Measurement within the CFO Group Corporate Treasury team at RBC. In India, I functioned as a Desk Quant in Equity Finance at Barclays Investment Bank\'s Prime Brokerage Unit in Mumbai, building client billing, transfer pricing and PnL attribution models using Python, SQL and QlikView. Prior to Barclays, I was in the Financial Services Risk Management practice at Ernst and Young focusing on Credit Risk. At EY, I worked on the IFRS9 Credit Risk Year End Model Audit for a South African Bank. I\'m proficient in Basel regulations, IFRS9 frameworks, and EBA Stress Testing exercises, advising UK and EU Banking clients’ on end-to-end stress testing, preparing submission templates to the European Central Bank for the 2021 EBA Stress Test. I enjoy playing tennis and listening to the TSO to unwind from work. Please reach out to me on LinkedIn or at
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