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Rishaar Rawaal
Director, Valuations Methodology at RBC Capital Markets


Rishaar is a Director within Models and Methodology, Product Control Team at RBC Capital Markets. He is part of a senior global team supporting XVA, Structured Rates and Equity Derivatives businesses. He is currently taking active interests in IBOR and FRTB projects. He had been heavily involved with early adoption of Own Credit Treatment under IFRS 9, implementation of XVAs and OIS discounting. Before joining Valuations, he led Structured Credit Product Control team during the financial crisis. Prior to RBC, he worked at Credit Suisse as a graduate software developer. He holds Chartered Financial Analyst (CFA), Financial Risk Manager (FRM) designations. He graduated from Imperial Collage London (MEng in Computing) and subsequently completed MSc in Mathematical Trading and Finance from CASS Business School.

Agenda Sessions

  • Leveraging Automation and Machine Learning in Finance