prachi jain

• Prepared the guidelines for Funding Risk and Liquidity Risk (LCR, NSFR, Maturity Ladder etc.) and ILAAP for a Central Bank.
• Performed benchmarking, quantitative impact study and industry consultations with all the banks in the region related to liquidity risk.
• Reviewed and analysed liquidity risk metrics for a UAE based bank, delivering actionable insights to senior leadership to enhance financial
risk management and support data-driven decision-making and submitting to CBUAE.
• Spearheaded the transition from LIBOR to SOFR for First Abu Dhabi, one of the largest banks in the UAE region, managing end-to-end transition
processes.
• Led committee-style presentations and delivered clear analytical conclusions to senior stakeholders, defending methodologies, assumptions, and
outcomes aligned with best-practice risk and credit evaluation frameworks.
• Partnered cross-functionally with Global Markets, Group Finance, and Treasury teams to align operational objectives with financial outcomes,
identifying process gaps and opportunities for efficiency improvements. Prepared month end reports.
• Formulated, implemented, and managed control and monitoring activities within credit operations scope.
• Prepared and presented reports to respective working groups in the form of PowerPoint presentations, including cash flow reports and
conventions reports.
• Build credit risk, market risk and liquidity risk policy for digital bank in Qatar from scratch.
• Developed and presented data-driven financial and operational analyses, utilizing Power BI dashboards and advanced Excel models to
influence senior leadership decisions.
• Developed comprehensive financial risk policies and models for a Saudi real estate company, linking operational metrics to financial outcomes
and identifying opportunities for process optimization.
• Played a key role in establishing a DFSA Category 3C hedge fund by developing and implementing governance and enterprise risk
management frameworks, including drafting risk management policies, internal controls, and operational procedures in line with regulatory
requirements.
• Developed and implemented ERM frameworks, including risk identification, assessment, and mitigation strategies.
• Facilitated risk workshops and collaborated with business units to identify operational and strategic risks.
• Designed and implemented governance frameworks, policies, and procedures across multiple business units.
• Monitored governance effectiveness and recommended improvements aligned with industry best practices.

• Leading HSBC London Traded Risk project involving market risk FRTB (Fundamental Review of Trading Book) framework implementation, required
by BASEL IV, across the whole bank.
• In detail reporting and analysis of Basel IV guidelines related to SM approach and IMA approach. Supporting various teams to understand, review
and implement proper FRTB implementation. (Basel 3.1 Market risk)
• Independently working on Deutsche Bank project related to Reserve calculation for IR delta products involving the calculation of reserves based
on available market spreads across various currencies.

• Valuation and independent price verification and adherence to risk metrics for both advisory and audit engagements of KPMG member firms from
across all the regions of the world.
• Analyze and perform end-to-end valuations of complex portfolios containing various vanilla-non vanilla derivatives (IRS, Cross currency swap, FX
options, ETF, Swaptions and caps and Floors etc.) as well as fixed income securities.
• Assist the clients in aligning their valuation to generally accepted market conventions and in the overall reduction of risk exposure due to valuation
and model uncertainty.
• Provide detailed post-evaluation analysis on risk metrics and drivers behind any observed discrepancies in valuations performed by the client.