Rahul Jain, CFA, FRM, CQF

Experience

• 

  Meditab Software Inc.

  Apr 2013 - Jun 2014

  Software Engineer

  Templates and Database Modification using SQL, Software Implementation, Third Party Services Management.

• 

  Oriental Bank of Commerce

  Jun 2014 - Jun 2018

  Market Risk Management: VaR calculation of Bank's Trading portfolio (Fixed income, equity and Forex), MCLR and Base Rate calculation. Preparation of Structural Liquidity Statement (ALM) and Cost of Deposit. Behavioral Analysis of Assets (Non maturing Advances) and Liabilities (Deposits, Expected Availement of Not availed Advances of Bank. Duration Gap Analysis. Early Redemption and Roll Over analysis of Term deposits. Analysis of Prepayment of Term loans. Stress testing : Interest rate risk in Banking Book (IRRBB) and Liquidity Risk in Banking Book and Trading Book.Credit Risk: Balance sheet Analysis , Financial Ratios and Internal Credit Rating Preparation of Transition matrices of internal ratings. and calculation of PD and Recovery Rate. Show less

  • Manager

    Aug 2017 - Jun 2018

  • Assistant Manager

    Jun 2014 - Jul 2017
• 

  IndusInd Bank

  Jun 2018 - May 2021

  Senior Manager (Market risk)
• 

  HDFC Bank

  May 2021 - now

  • Deputy Vice President

    Dec 2023 - now

  • Assistant Vice President - Market Risk

    May 2021 - Dec 2023