Heena Bajaj

Background

About Heena Bajaj

Result oriented professional with excellent analytical abilities and over 6 years of successful and most diversified experience across first and second line of defense for business under internal controls (investment banking), operational risk and market risk with Credit Suisse. Internal controls under investment banking and Operational Risk: I have gained exposure of working on various trade key risk/control indicators (KRIs and KCIs) for risk assessment, measurement, monitoring and on their reporting. I have contributed to Risk & Control Self Assessment (RCSA) function for the business and also represented business on monthly basis in Business Risk and Control meeting (BRCM). I have hands-on experience with conducting operational effectiveness testing (OET) and design effectiveness testing (DET) for controls owned by the business. I am well versed with operational risk management information and reporting on various risk and control metrics, and internal losses or operational risk events. Market risk: I have worked on enhancing market risk models for PRA regulated entities for Credit Suisse to better capture Value at Risk (VaR) measure for bank’s portfolio. I was in charge of Stressed VaR window calibration methodology to comply with Basel II market risk framework and Basel Committee on Banking Supervision (BCBS) guidelines. In the midst of managing risk, I feel strongly about giving back to the community and humanity in whatever ways and means I can, for as famous quote by Albert Einstein goes ‘Only a life lived for others is a life worthwhile’. Also, I am indeed happy when I am trekking through mountains and nature trails.