Rutang Thanawalla

About me

Senior finance industry professional with experience across the risk management, data analytics, pricing and regulatory space. Energetic leader with team-building experience, a track record delivering under pressure & effective communication skills.(A) Technical skills

* Risk Assessment experience across Credit, Liquidity and Market Risk -- with pricing, model validation, calibration and index-building experience

* Design of stress scenarios and framing of management actions on internal and regulatory stress tests 

* PhD-level quant with research notes written on applied financial mathematics and papers presented at international conferences and university departments

* Code prototyping and supervision experience (Matlab, SAS, ...)(B) Business experience

* Pre- and post-sales engagement with energy majors, multi-national insurers and banks and with smaller companies

* Commercial acumen to understand implications of risk models and stress scenarios on bank's balance sheet

* Framing of internal and external (e.g. FSA) responses within regulatory frameworks for Capital Adequacy (ICAAP), Liquidity (ILAA) and Basel II/III

* Consultation with start-ups especially in financial services(C) Management experience

* Leadership of cross-divisional initiatives for delivering against stretched targets within a complex matrix organisation setting (e.g. end-to-end co-ordination of key workstreams and programmes on regulatory stress tests)

* Critical project management skills

* Team Lead role, supervising analysts and project managers

* Effective communication with internal and external stakeholders including Board-level presentations

Specialities: 

* Stress Testing

* Data analytics

* Monte Carlo simulation

* Sustainability

* Concentration Risk assessment 

* Economic Capital

* Construction of liquidity indices

* Valuation of complex derivative term sheets with embedded options (e.g. swing option pricing)