Deepak Agrawal Email & Phone Number

Greater New York City Area

Responsible for risk management and risk analytics across the bank. Validated many MRAs in the bank across various risk stripes from 3rd line perspective. Some key projects:- Reviewed and ensured all models conform to SR 11-7, including all market & credit risk models, pricing models. Approved stress testing and risk appetite framework from 3rd line.- Reviewed counterparty credit risk model, reporting and limit management to conform to SR 11-10.- Reviewed liquidity stress testing process and EWI to ensure methodology and process is in compliance with regulatory guidance.

Greater New York City Area

Validated the VaR model for a large bank as per SR 11-7.Reviewed and validated RNIV and RNISVReviewed and validated pricing models from risk output persepctiveReviewing and validating DFAST models including PPNR and Market Risk RWA

B. Tech, Mechanical Engineering

Education record