Govind Dharwada Email & Phone Number

Beijing, China

Singapore

Singapore

► Leading MRM-ALM’s efforts in modeling IRRBB requirements such as (i) Term Deposit Redemption Rates (ii) EVE and NII sensitivity under stress (iii) Evaluation of embedded automatic options and (iv) Prepayment predictions► Responsible for the entire model value chain - from conceptualization to obtaining Senior Management approvals for production implementation► Acting as the Secretary of ALM Technical Committee where ALM modelling approaches are discussed among stakeholders from Treasury, Corporate and Consumer Banking, Risk and Finance► Assessing the liquidity needs of Treasury and coordinating the efforts in right-sizing Group Liquidity Limits as part of annual risk assessments► Acted as a Core team member responsible for setting up policy, measurement standards and limit framework for the bank in compliance with regional IRRBB requirements► Undertook modeling enhancements related to re-pricing and liquidity profiling of non-interest bearing products, and estimating trading book consumption of liquidity► Acted as Group Risk’s lead coordinator tasked with managing the Internal Capital Adequacy Assessment Process (ICAAP)► Led a team of analysts as the Head of Market Risk VaR and Stress testing group. Accountable for risk discovery and taking corrective measures to ensure consistency between risk appetite and the approved business mandate

Totonto

► Accountable for measuring and monitoring contingent credit risk exposures arising from IR and FX OTC derivatives ► Market Risk’s representative at the Enterprise Stress Working Group, a team in the bank mandated with implementing stress testing at the Enterprise level in accordance with Basel II guidelines► Provided analysis and recommendations on diverse market risk issues such as limit structures and economic capital reporting, for presentation to Senior Management► Responsible for providing key operational support during quarterly reporting periods and for all regulatory and audit reporting activities► Responsible for directly managing operational processes related to market risk measurement of new products and businesses

Post Graduate Program, Artificial Intelligence And Machine Learning

Supervised Learning | Unsupervised Learning | Ensemble Techniques | Feature Engineering | Computer Vision | NLP

Finance

Master Of Business Administration (Mba), Financial Engineering And Risk Management