Tarun Agrawal

CEO

Mumbai, Maharashtra, India15 yrs 11 mos experience

Most Likely To SwitchHighly Stable

Key Highlights

16 years of expertise in risk management and analytics.
Led teams in validating complex financial models.
Revamped economic risk capital frameworks for major banks.

Stackforce AI infers this person is a Fintech expert with deep experience in risk management and model validation.

Contact

Skills

Core Skills

Market RiskCredit RiskEconomic RiskOperational Risk

Other Skills

Model ValidationRisk ModelsPPNRCCARConsumer AnalyticsEconomic Risk CapitalVaR ModelsBASEL II ComplianceRisk Model ValidationCalibrationTradingInterest Rate MarketCredit SpreadCommunication Tool DesignPerformance Assessment

About

Tarun is a competent professional with nearly 16 years of experience in areas like Credit Risk, Market Risk, Economic Risk Capital (ERC) Framework, Stress Testing Framework like CAAR & PPNR, Consumer & Retail Analytics, Fraud Detection, Model Risk Audit, Eletronic Trading Algorithm Model, Machine Learning Model, BASEL Implementation, Derivative and Fixed income valuation model, & Interest Rate Market trading and analysis. Currently working with Morgan Stanley as Model Risk Auditor, specialized in Algorithm Trading Model, Operational Risk Model, Machine Learning Model and Market Risk Model Audit and CCAR and PPNR Models. Worked with CRISIL India Pvt. Ltd., as Lead Analyst/Manager for clients across globe, leading team of twenty analyst and senior analyst to validate CAAR and PPNR models for Global Banking and Markets division, Rates model for Balance Sheet Management group, Market risk models and consumer analytics models. Domain expertise in Market Risk (Validation, Development and Audit), Credit Risk (Validation & Model Development), Economic Risk Capital Framework Development, CAAR & PPNR Stress Testing Model Validation and Audit, Operational Risk Audit, Algorithm Trading Model and Machine Learning Model Audit, FRTB Guideline Impact and Implementation, ICAAP, Consumer Analytics Model Validation, Quantitative Techniques (Econometric modeling, Statistical analysis) and Project Management.

Experience

Morgan stanley

2 roles

Executive Director

Promoted

Jan 2026 – Present · 2 mos

Vice President, Model Risk Auditor

Aug 2017 – Jan 2026 · 8 yrs 5 mos

Crisil global research & analytics

Lead Quantitative Analyst/Manager

Jun 2013 – Jul 2017 · 4 yrs 1 mo · Mumbai Area, India

Working for various international clients to carry out Independent Validation and Development of various risk models.
Model Validation experience including working on various market risk models, credit risk models, PPNR and CCAR Stress testing models, rates model for balance sheet management group, consumer analytics model, lease residual model for economic risk capital calculation, VaR models, Risk Not in VaR Models and PD, LGD and EAD models.
Revamp/Re-developed the Framework for Economic Risk Capital calculation for one of the largest European Bank.
Core member of recruiting, training and quality control committee for CRISIL R&A division, actively recruiting analyst for the qualitative research team, developing training modules and conducting seminars.
Works on multiple (Model Development/Validation/Change Management) RFP’s for new client engagement in various risk analytics areas driven by various regulatory initiatives.

Model ValidationRisk ModelsPPNRCCARConsumer AnalyticsEconomic Risk Capital+3

Auronova consulting solutions

Associate Consultant

May 2012 – Jun 2013 · 1 yr 1 mo · UAE

Acted as third party consultant for various banks in Middle East for making them BASEL II compliant, and for validation & calibration of exciting risk models.

BASEL II ComplianceRisk Model ValidationCalibrationOperational Risk

Futures first info. services pvt. ltd.

Analyst - Interest Rate Market

Jul 2010 – Apr 2012 · 1 yr 9 mos · Gurgaon, India

Experience in trading Short Term Interest Rate Market (STIR) and interest rate curve. Expertise in trading Credit Spread. Traded “Euribor‟ futures in LIFFE & German government bonds futures in Eurex Exchange.

TradingInterest Rate MarketCredit SpreadMarket Risk

Infobeans

Consultant

Apr 2009 – Aug 2009 · 4 mos · Pune Area, India

Conceptualized & designed point based communication tool, to assess individual performance on daily basis to replace 360 degree review method, it is named as Effort Recognition System (ERS).

Communication Tool DesignPerformance Assessment

Nucleus software exports limited

Technical Traniee

Apr 2008 – Jul 2008 · 3 mos · Noida Area, India

Designed a banking application for the Loan & General Ledger utility for a next generation software named 'FinnOne Next'*
'FinnOne Next' is integrated suite of applications designed to support business offering of Banks & Financial Firms.

Banking Application Design