V. Santharam, CFA

V. Santharam, CFA

Toronto, Ontario, Canada
1K followers 500+ connections

About

1. Interest rate risk hedging solutions - Framework development, hedge testing (regression analysis) and hedge execution
2. Investment portfolio management in compliance with liquidity and interest rate risk guidelines
3. FX Dealing and FX hedging
4. ISDA/CSA negotiation and associated collateral management planning
5. Benchmark transition project management - IBOR to RFRs
6. Cost of Funds / Transfer Pricing, Cash management
7. Interest rate risk modeling - NII & EVE impact assessment
8. ICAAP & Enterprise Risk Management Frameworks
9. Model Governance & Model Development
10. Hands-on experience with Expected Credit Loss (ECL) model validations
11. Guidelines - OSFI, RBI and Basel (pertaining to SIRR, Liquidity, Market & Credit risks)
11. Stress testing (Pillar 1 & 2)
12. Experience in Treasury audits - Liquidity & Structural Interest Rate risks
13. Framework/Policy development - Market, Liquidity & Interest rate risks

Experience

  • ICICI Bank Canada Graphic

    ICICI Bank Canada

    Toronto, Ontario, Canada

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    Canada

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    Toronto, Ontario, Canada

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    Greater Toronto Area, Canada

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    India

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Education

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    Activities and Societies: • Head, Finance club during 08-09 in BITS-PILANI. Conducted events like stock market simulation and foreign exchange. Co-Instructor of Practice school -1 2008-09. Have successfully managed interns in three companies

Licenses & Certifications

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