Amol Hiremath CFA FRM CQF SCR BTRM

Oversee Non Traded Market Risk, focusing on policy development and adherence to risk governance framework.

Drive Risk Assessment strategies for Non Traded portfolios, ensuring compliance with global regulatory requirements.

Collaborate with Finance CRO, Senior Stakeholders to align risk models with organizational objectives.

• Provide comprehensive second-line oversight for capital planning, ensuring effective stress test assessments of capital adequacy
• Review and challenge balance sheet and NII stress forecasts, lead teams evaluating other workstreams, and analyze current vs
• Prior stress cycles
• Independently assess the CCAR/MYST program for governance forums and stakeholders
• Periodic ad-hoc stress testing (e.g., China invades Taiwan what-if scenario)
• Create a roadmap to consolidate the market risk pricing models into strategic system for FRTB
• Debt-Ceiling Impact on CET1 under different scenarios

• Part of Market & Liquidity Risk Management for Core Rates Products and Market Risk Methodology/Strats
• Validate and explain risk metrics at business and portfolio levels, analyze desk-level VaR/SVaR movements, and approve critical risk reports
• Supported the transition to new risk methodologies, work with MRAC, MRMs, and Finance teams, and contribute to governance forums and regulatory initiatives like FRTB and RNIVs
• Also performed ad hoc analyses, What-if Analysis, and contribute to methodological improvements
• Additionally, handled model development, regulatory benchmarking, and RWA calculations for Risk Not in VaR

• Performing financial due diligence for Private Equity Funds & build a team of (5 people) analysts for offshore deal analysis
• Worked on both Financial & Strategic Buyouts

• Working on credit risk exposure valuation at a portfolio level across various business lines like Prime Brokerage/Hedge Funds, ETFO, Derivatives, FX, Repo, SLB, from a system, business and methodologies perspective
• Responsible for Credit Suisse UK - PRA Exposure Reporting using Standardized method on daily, weekly, monthly and quarterly basis
• Credit Scenario analysis and stress testing: Worked on various Scenarios & Stress Tests for regulator/reporting (PRA, FINMA, FED)
• Monitored behavioral patterns of credit risk exposures for various counterparties in REPO, SLB & EPB trades and identified early warning signals pertaining to stressed counterparties

• Performed detailed analysis of business, industry, management, and financials for credit risk assessment of the clients who applied for loans (credit report writing)

• Financial modelling on Thomson Reuters database