Rujuta Thatte

Experience

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  HDFC Bank

  Sept 2008 - Aug 2011

  AVP Counterparty Risk

  Headed the Counterparty Risk function, Evaluating Credit Risk profile and setting up limits within the risk appetite. Implementation of Advanced models of Counterparty Risk measurement. Part of Market Risk Team - setting up policies, limits structure,setting up risk measurement methodologies, system implementationPart of ALM Team - Analysing Balancesheet profile, conducting behavioural studies using statistical techniques, providing inputs to ALCO for decision making

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  Tata Capital

  Aug 2011 - Oct 2012

  Head Market Risk, ORM and ALM

  Head of Market Risk function of the entity, monitoring market risk in the holding company and its subsidiaries engaged in Foreign exchange business, equity financing, investment banking etc. Headed the Operational Risk function for all the retail and wholesale lending business function. Managed Asset and Liability Risk Management function for the holding company and its subsidiaries, taking decisions for smooth balance sheet management from liquidity and interest rate risk perspective. Laying down appropriate policies and procedures for monitoring Market risk in line with the internal risk appetite and International standards. Show less

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  ING Vysya Bank

  Oct 2012 - Mar 2015

  Head Market Risk

  Head of Market Risk function of the Bank. Monitoring risk on Foreign exchange business, Derivatives products, Interest Rate related products Laying down appropriate policies and procedures for monitoring Market risk in line with the internal risk appetite and International standards. Part of Balance Sheet Management for managing Interest Rate Risk and Liquidity Risk. Implementation of Advanced Models approach (IMA) for Market Risk and Counterparty Risk.

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  IDFC Bank Ltd

  Mar 2015 - Jan 2019

  Senior Director - Head Market Risk, ALM, Model Validation and ICAAP

  Head of Treasury Market Risk Function. Asset Liability Management Risk Function. ICAAP, Model Validation, Basel Advanced Models Implementation

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  Credit Suisse Business Analytics (India) Private Limited

  Jan 2019 - now

  Director, RFDAR, CRO

  Driving strategic programs and key initiatives in RFDAR Market Risk Function.

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  Credit Suisse

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  Director, RFDAR, CRO