Prabha Pandey serves as a Senior Vice President in Global Market Risk at Citi, where she plays a pivotal role in shaping the risk management framework across a diverse range of financial products. With extensive experience in risk analysis and reporting, Prabha is adept at...
Prabha Pandey serves as a Senior Vice President in Global Market Risk at Citi, where she plays a pivotal role in shaping the risk management framework across a diverse range of financial products. With extensive experience in risk analysis and reporting, Prabha is adept at conducting comprehensive VAR analysis across multiple asset classes, including fixed income, convertible bonds, and retail instruments. Her expertise extends to stress testing methodologies, employing both historical and Monte Carlo simulations to assess potential vulnerabilities in Citi's portfolio.
In her current role, Prabha is responsible for providing strategic analytics and risk information management to senior leadership, ensuring that they are well-informed about the implications of existing and proposed regulations. She effectively communicates complex risk scenarios and regulatory requirements, including Basel II/III, MiFID, and U.S. Federal regulations, to executive management. This critical function not only enhances compliance but also aids in the development of strategic responses to evolving regulatory landscapes.
Prabha's proficiency in PV01 and CR01 analysis further strengthens her contributions to the team, allowing her to identify and mitigate risks associated with market fluctuations. Her strong command of Excel models and financial market dynamics, combined with her skills in model validation and risk governance, positions her as a trusted advisor within Citi. As the financial industry continues to navigate an increasingly complex regulatory environment, Prabha's insights and strategic foresight are invaluable in safeguarding the institution's interests and ensuring robust risk management practices.
