Nabil Khan is an experienced Director and practice lead within Capital Markets Risk Advisory at KPMG. With a career spanning 14+ years in financial services, Nabil is leading KPMG teams in serving US/foreign banks and financial institutions. Nabil’s core expertise lies in business & risk management (credit/market/liquidity), capital management (Basel/ CCAR), enterprise risk & controls, financial & reg reporting, & strategic business data/technology enhancements.Nabil also works with KPMG’s practice leadership on sales and business development, supporting double digit revenue growth over FY 22-23 while managing business PnL, financials and forecasting. He is a subject matter advisor within the firm, and he leads client engagements and industry dialogue on strategy, risk, and technology.Credit Risk – Subject matter advisor on credit risk, including Credit Valuation Adjustments (CVA), and exposure netting /collateral offset. Managed engagements and follow-on sales at top 3 US banks on SA-CCR, CVA, FASB FIN 39/41 netting/collateral, Qualified Financial Contracts (QFC) and Single Counterparty Credit Limit (SCCL) program implementationEnterprise Risk and Controls – Developed process, risk, and controls taxonomy to inform target operating business models, governance framework, roles and responsibility matrix; Involved in enterprise risk transformation and controls implementation across 1st and 2nd Lines of Defense; Completed program enhancements at banks for regulatory requirements and cost optimization strategies; Involved in industry roundtables with ISDA/SIFMA and member financial institutions; Involved in industry roundtables with ISDA/SIFMA and member financial institutions

Risk Management Regulatory Reporting – Deployed and enhanced regulatory reporting programs at banks for FR-Y14 A/Q, CCAR capital and stress testing, FFIEC, and FR-2052a; Established risk management frameworks for top-down risk-appetite limits setting and governance / escalation procedures; Part of regulatory reporting program enhancements at 3 US systemically important banks and 2 regional banksData and Technology – Led EY’s business advisory teams in architecting target state requirements and partnered with EY’s data analytics and technology advisory teams on implementation. Focused on data lineage and governance framework for internal and regulatory reporting; Delivered technology enhancements for businesses (incl. Payments, Credit, Investments) covering systems integration, and enhanced financial models end user computing platforms to support strategic business requirements; Led alliances with industry tech solutions providers (e.g., SAP, IBM) to drive engineering infrastructure enhancementsMarket Risk and Capital – Led assessments and implementation of Basel II.5 and risk/reporting/tech enhancements for Fundamental Review of the Trading Book (FRTB) readiness. Published thought leadership and participated in industry roundtables with Risk Management Association (RMA) member financial institutions

Financial Services Risk Management (FSRM) advisory.Executed Volcker implementation for a top 5 US bank; part of Volcker Program Office project team that developed metrics for all trading desks, and supervised trading regulation adherence for lines of businesses Analyzed Dodd Frank and Volcker regulations to identify gaps and action items for developing 2015 enterprise-level compliance plan; partnered with legal, compliance, and trading businesses Developed control framework that governed processes for generating submissions required by regulators

Served as Liquidity and Investments Product Manager for the bank’s asset-liability committee (ALCO), managed strategy, PnL and business financials for receivables and payables products. Joined Citi as a Management Associate and worked across equity capital markets, corporate banking, and middle office risk functions over 2-year period