Suyash Rathi
About Suyash Rathi
Suyash Rathi is a Manager at KPMG India with a strong background in finance and data analysis. He has held various positions in notable organizations, including the Reserve Bank of India, Bank of America, and EY, and has expertise in risk management and data engineering.
Current Role at KPMG India
Suyash Rathi currently holds the position of Manager at KPMG India. He has been with the firm since 2022, contributing to various projects and initiatives in the financial services sector. His role involves overseeing teams and managing client engagements, focusing on risk management and financial advisory services.
Previous Experience at Reserve Bank of India
Suyash Rathi completed a summer internship at the Reserve Bank of India (RBI) in 2017. During this two-month internship, he gained exposure to the operations of the central bank and developed a foundational understanding of monetary policy and financial regulation.
Educational Background in Finance and Technology
Suyash Rathi has a diverse educational background. He earned a Bachelor of Technology (BTech) in Computer Engineering from the Faculty of Science and Technology, studying from 2015 to 2017. He also completed a Master of Business Administration (MBA) in Finance from the Institute of Management, Nirma University, from 2015 to 2017. Additionally, he achieved CFA Level 1 certification from the CFA Institute in 2017.
Professional Experience at Bank of America and EY
Suyash Rathi worked as a Team Leader at Bank of America from 2019 to 2020, where he managed a team and contributed to financial analysis and reporting. He then served as a Senior Consultant in the Advisory division at EY from 2020 to 2021, focusing on risk assessment and compliance with regulatory standards.
Technical Skills and Expertise
Suyash Rathi possesses strong technical skills in data analysis, utilizing programming languages such as Python and R. He is experienced in using ETL tools like Alteryx and reporting tools like Tableau. His expertise includes calculating Value at Risk (VAR) using various risk models and implementing Basel-3 norms, along with a deep understanding of key risk metrics such as Expected Loss, Exposure at Default, and Probability of Default.