Fenil Shah, CSC ®, CPH, DFOL

• Own end-to-end credit risk oversight for a portfolio of margin and securities-based lending accounts, continuously assessing collateral sufficiency, leverage ratios, and portfolio concentration to ensure exposure remains within approved risk thresholds • Conduct in-depth analysis of leveraged client portfolios, evaluating collateral quality, asset correlations, and sector concentration risk — escalating high-risk accounts proactively to senior risk managers with recommended remediation actions • Execute time-sensitive margin calls and enforce forced liquidations with precision, applying sound judgment on sequencing, asset selection, and market impact to minimize credit loss exposure and protect institutional risk positions • Monitor real-time portfolio exposure across a large client book, identifying deteriorating risk signals early and initiating risk mitigation strategies that prevent escalation to default or unrecoverable loss scenarios • Manage options expiry risk across client accounts, identifying positions at risk of unintended assignment or automatic exercise and taking proactive steps to prevent inadvertent leverage creation that could breach margin requirements • Reconcile exposure and position data across OMS and PMS platforms, ensuring data integrity and accuracy in risk reporting — identifying and resolving discrepancies that could misrepresent true exposure levels • Collaborate daily with front office advisors, compliance, and enterprise risk teams to align on risk appetite, communicate margin policy requirements, and ensure coordinated responses to market volatility events • Support the development and refinement of risk mitigation frameworks for securities-backed lending, contributing analytical input to policy reviews and process improvement initiatives

• Executed multi-asset trades across equities, fixed income, derivatives, and FX, processing volumes exceeding $1M daily with accuracy, speed, and full regulatory compliance in a high-pressure client-facing environment • Supported client execution of leveraged and derivatives strategies — including margin account transactions, options trades, and FX hedging — developing direct exposure to the mechanics and risk implications of leveraged positions • Processed high-value transactions averaging $250,000+ per interaction, applying rigorous verification and controls to ensure settlement accuracy and minimize operational risk • Assisted clients in understanding margin requirements, borrowing limits, and account maintenance obligations — building the foundational communication and risk explanation skills that now inform institutional credit risk work • Coordinated complex account transfers and multi-system reconciliations, ensuring position accuracy across platforms and contributing to the integrity of downstream reporting and exposure data

• Validated fixed income analytics including duration, convexity, yield spreads, and pricing outputs against multiple market data sources, ensuring the accuracy of analytical inputs used in investment decision-making and risk reporting • Built structured Excel-based dashboards and reporting templates to streamline portfolio performance reporting, reducing manual processing time and improving the clarity and consistency of risk data presented to senior stakeholders • Gained foundational exposure to derivatives pricing, fixed income markets, and risk measurement frameworks — establishing the technical base that has since been built upon through progressive institutional experience and formal FRM study