Anant SaxenaManaging Director, Head - Quantitative Risk Modelling (QRM), India at UBSSpeaker
Profile
In my eight years at Credit Suisse London, I led stress testing model development across credit and market risk domains, culminating in spearheading the ICAAP Pillar 2B submission for CS UK Investment Bank to the Bank of England. Upon relocating to India in 2017, I assumed the role of heading Enterprise Risk for CS India, where I led a dynamic team of 200 members and collaborated closely with senior stakeholders across various divisions and risk stripes at UBS.
Currently, as the UBS Risk Modelling India lead, I oversee a team of quants, driving strategic development and implementation of risk modeling initiatives, contributing significantly to UBS's cost reduction objectives. I am passionate about leveraging my skills and experience to drive innovation, enhance risk management frameworks, and deliver strategic solutions.
I am computer engineer by training followed by MBA from Indian Institute of Management (IIM) Lucknow in finance.
Agenda Sessions
Practitioner’s toolkit to joint capital & liquidity stress testing: 2nd order impacts in stress testing
, 15:05View Session