Rahul Maheshwari

Senior Analyst

Hyderabad, HyderabadMember since September 15, 2025

SQLAutosysVaRPFEExpected ShortfallFRTBSA-CCR

About

A dedicated Senior Analyst with over 2 years of experience at a leading global bank, specializing in Murex workflows, risk metric analysis, and data manipulation using SQL. A qualified Company Secretary, now pursuing MBA in Finance to deepen expertise in enterprise-wide risk strategy. Proven ability to manage critical testing cycles and support regulatory compliance projects like FRTB and SA-CCR.

Experience

Senior Analyst - Natwest Group

(2023-06)

Analyzed enterprise-wide market risk exposures by aggregating data across global entities, identifying trade flow risks to enhance the reliability of C-level risk reporting.
Validated VaR, Incremental Risk Change for portfolio and trade level reporting for various projects, collaborated with risk system teams to ensure accuracy, completeness, and compliance with regulatory standards.
Monitored risk limits rigorously, proactively managing and resolving limit excesses for Dealing Authorities and FV Loans
Executed a key compliance project for Dealing Authority changes across Credit and Market Risk, successfully onboarding the RBSI Money Market for enhanced credit risk monitoring.
Played a pivotal role in the implementation of CBSF, GLMX and migration of Bloomberg to Real-Time Data Exchange by managing data extraction and generating critical reports within MX.3, ensuring zero disruption to trading operations.
Managed end-to-end UAT and Functional Integration Testing for significant Dealing Authority changes, executing over 30 test cases and identifying 2 critical defects, which guaranteed that all risk functionalities met business requirements before launch.
Leveraged SQL to extract and manipulate complex data from Murex tables, creating the foundational calculations for key risk metrics (VaR, PFE, sensitivities) used in BAU counterparty credit risk reporting.
Executed critical EOD batches using Autosys for EMEA & APAC regions, ensuring 100% timely and accurate risk data for User Acceptance and Functional Integration testing environments.
Applied working knowledge of MX.3 data models and APIs to compute Potential Future Exposure and Expected Shortfall, directly contributing to FRTB and SA-CCR compliance initiatives.