rajeev ripusudan

first vice president

Country

india

City

bihar

Industry

financial services

Skill

Experience

first vice president

occ

2017-5 - Present · 9 yrs 5 mos

Quantitative Risk Management - Financial Safeguard Framework

director, quantitative financial manager

standard chartered bank

2013-6 - 2017-5 · 4 yrs

* Counterparty Credit Risk Analytics - Lead a talented team of quants in NY to develop and maintain Basel 3 IMM models for all asset classes and risk methodologies (for OTC/Cleared and Repo/SFT derivatives) used to quantify counterparty credit risk exposure, measure regulatory capital and perform CCAR and enterprise stress testing * Develop and maintain internal margin models * Assess margin methodology of central counterparty clearing houses * Provide analytical support to front-line business and risk officers.

vice president

goldman sachs

2010-8 - 2013-5 · 2 yrs 10 mos

* Market Risk Management - CVA market risk manager * CCAR and enterprise stress testing * CVA VaR implementation for Basel 2.5.

vice president

barclays investment bank

2008-9 - 2010-8 · 2 yrs

Counterparty Credit Risk Analytics - Lead a team of quants in Counterparty Credit Risk Analytics, NY that performed quantitative modeling development, live trade risking and analysis on portfolio exposure to ensure that counterparty credit risk had been appropriately identified, captured, measured, and reported.