Avinash Malkhed

Background

About Avinash Malkhed

I have over 8 years of experience in the market risk domain, mainly in implementation of multiple regulatory and non-regulatory driven model changes, key projects in the Market Risk space such as BCBS-239, Basel 2.5, FRTB SA, IMA, S166, etc. As a Product Owner, I have been involved in implementation of a new tool in HSBC, which is a cloud based solution(GCP) that is being widely used for Risk assessment by Front office, Traded Risk Managers. The implementation involved UI/UX design, prototyping, F2B requirement specification, user testing and productionizing the tool. I have experience working on wide variety of risk models like VaR models, IRC Monte Carlo model, LGD models, PD LGD Correlation Model, AIRB model, Rating Methodologies. I also have experience in regulatory submission planning and driving the overall IRC program from change management perspective.