Vyom Gupta, CFA, FRM

Experience

• 

  HCL Infosystems Ltd

  Jan 2009 - Apr 2009

  Technical Internship

  Worked as a technical analyst for the effective implementation, maintenance and monitoring of PAWAN (Punjab State Wide Area Network)Learnt various concepts and nuances related to the successful implementation of a complex Wide Area Network

• 

  FEDERAL MOGUL GOETZE INDIA LIMITED

  May 2010 - Sept 2010

  MANAGEMENT INTERNSHIP

  Involved in the analysis of Working Capital and Inventory Management at the Patiala Manufacturing Plant.Understood in brief the dynamics, present and future outlook of Indian Automotive Components and Automobile Industry.

• 

  CENTRAL BANK OF INDIA

  Jul 2011 - Dec 2012

  Manager-Mid Office

  Responsible for Market Risk Capital Charge calculations and analysis Involved in the proposed migration to Internal Models Approach (IMA) for measuring Market RiskMonitoring and analysis of Daily Transactions in G-Sec, Equity, Money Market, Forex marketAnalyzing and monitoring various risk parameters like Modified Duration, Convexity, VaR etcReview and Amendments in Investment and Market Risk Management Policy, Derivative Policy etc

• 

  Reserve Bank of India (RBI)

  Jan 2013 - now

  Part of supervisory teams for large private, public and foreign banks - responsible for assessment of market risk, liquidity risk, capital assessmentPart of team for capital requirements assessment in public sector banksPart of the Risk Based Supervision team responsible for putting in place guidelines and framework for supervision, carrying out improvements and fine tuning of the model which is the backbone for determining the supervisory rating, supervisory stance and supervisory capital requirements for commercial banks: 2 years Part of various committees for analysis and review of important risk areas and fine-tuning assessmentsMonitoring of Financial Conglomerate Groups, their intra-group transactions, identifying areas of concerns and holding meetings with top managements in coordination with other sectoral regulators : 2 years Show less

  • Assistant General Manager

    Sept 2019 - now

  • Manager- Department of Banking Supervision

    Jan 2013 - Sept 2019