Harsh Tyagi

About me

* Presently working as Assistant Vice President at Credit Suisse Services (India) Pvt. Ltd; managing credit risk data analytics and reporting functions of the Investment Banking division for Regulatory Basel 3 and internal reporting - investigating the credit exposure excesses/exceptions on various credit line types caused by methodology & data issues in the proprietary Credit Risk Management tool ‘INSIGHT’ . And, expertise in IFRS9 Impairment Implementation in BFSI domain and Credit Economic Risk Capital(ERC) * Over 8 years of work experience in finance industry, consisting of two years of international exposure at Credit Suisse Singapore AG * Strong knowledge in credit risk methodology, data architecture, systems integration and performing data analytics in an investment bank. Exposure to option pricing, Greeks and hedging strategies. Strong Derivatives & Lending portfolio knowledge and financial risk awareness with clear understanding of trade economics, pay-off profiles, and pricing factors.