Dr. Aakash Ramchand Dil . Email & Phone Number

Current Role and Job Description:• Direct Reporting to Chief Risk Officer.• Member of Risk Committee, Models Risk, ALCO and Investment Committee.• Leading Market Risk, Models Governance, Capital Management and Risk Analytics Team.• Supporting CRO in supervising, identifying, assessing, monitoring and analyzing the Bank-wide risk with a focus on Liquidity, Market (Interest Rate) and Model risks. Responsible for 2nd Line of defence risk management associated with market risk, liquidity and interest rate risk (IRR).• Ensuring the Bank has a forward looking compliance program with respect to Basel capital guidelines and best practice capital management.• Supervising market risk reporting and control across a wide group of instruments (incl. FX/IR/commodity/equity/credit derivatives, bonds).• Oversighting Treasury pricing, position keeping and risk appetite conformance of the Treasury Front, middle and back office via engagement, reporting and escalation.• Conducting the review of market risk limit (CEEs) requests, approval for adding newcurrencies, analyzing volatilities for currencies, commodities, and Interest rates• Supervising loading of Risk Matrix for various asset classes in the Treasury System as andwhen volatilities are reviewed.• Assessing and monitoring the Liquidity Position for next 30 days on daily basis undernormal and stressed conditions.• Assisting the Credit Risk function in the enhancement of Internal Rating systems forborrower and facility risk, PD/LGD modelling, credit risk measurement, development ofstress scenarios and capital estimation.• Re-engineering of risk & credit approval process for business lending and ensurecompliance with regulatory standards and Basel accord.• Assist CRO and represent him in various Central Bank working groups such as ICAAPguidelines, CRO Report, National Discretion options etc.

Listed skills include Market Risk, Banking, Credit Risk, Commercial Banking, and 18 others.