Varun Rawal
About Varun Rawal
Varun Rawal is a Front Office Business Change/Project Manager at UBS, specializing in market risk and regulatory reporting. With over 20 years of experience in financial services, he focuses on risk methodology and utilizes Python for data science applications.
Work at UBS
Varun Rawal has been employed at UBS since 2018, serving as a Front Office Business Change/Project Manager. His role focuses on Market Risk, specifically within the frameworks of FRTB, FX, Rates, and Credit. Based in London, United Kingdom, he has contributed to various projects aimed at enhancing business processes and regulatory compliance in the financial sector.
Education and Expertise
Varun Rawal has over 20 years of experience in the financial services industry, with a strong emphasis on investment banking and stock exchange operations. He specializes in risk methodology, particularly in market risk modeling, which includes the application of historical simulation and various Value at Risk (VaR) calculations. His technical skills include proficiency in Python scripting for data science applications.
Background
Varun Rawal has built a career in the financial services domain, focusing on regulatory reporting for financial authorities such as the Federal Reserve Board (FRB), Prudential Regulation Authority (PRA), and Swiss Financial Market Supervisory Authority (FINMA). His extensive background in risk management encompasses both market and credit risk, including collateral management and Credit Valuation Adjustment (CVA).
Achievements
Throughout his career, Varun Rawal has developed a robust skill set in risk management and regulatory compliance. His work in market risk modeling and credit risk management has positioned him as a knowledgeable professional in the financial services sector. His contributions to UBS and the broader financial community reflect his commitment to advancing risk methodologies and regulatory practices.