Anant SaxenaDirector, Head of Stress Testing Methodology at Credit Suisse
Anant Saxena is currently leading Credit Suisse’s Group Stress Testing Methodology Oversight function. In this role, he is responsible for performing a review and challenge of the stress testing models (post model validation review) in terms of model appropriateness for group stress-testing usage. Anant chairs stress testing methodology approval forum to streamline the stress testing modelling decisions.
He is also responsible for embedding PPNR (revenue models) as part of CS Group stress testing framework. In this role, he leads the conversations with various businesses covering whole of Credit Suisse in terms of syndicating PPNR results as part of regulatory and internal risk appetite scenarios. More recently, Anant has been working actively with Treasury risk team to drive forward an integrated capital-liquidity stress-testing framework.
Anant has been working with Credit Suisse for close to 10 years in various aspect of stress testing. He was based out of London until 2017 and has recently moved to Mumbai to head Credit Suisse’s Enterprise Risk Management function. He is a Computer Engineer by training followed by MBA in finance.