Swati Agiwal, Ph.D.

CEO

Mumbai, Maharashtra, India22 yrs 9 mos experience

Highly Stable

Key Highlights

Expert in quantitative finance and risk management.
Led model risk management for a $3.8T portfolio.
Established independent financial risk oversight functions.

Stackforce AI infers this person is a Fintech expert specializing in quantitative risk management and financial analytics.

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Skills

Other Skills

Liquidity RiskInterest Rate Risk ManagementSASFinancial ModelingQuantitative AnalyticsQuantitative FinanceRisk ManagementRStatisticsCredit RiskValuationTime Series AnalysisVBAFinancial RiskEconometrics

About

I have built teams, processes, and quantitative finance models to identify and articulate problems/objectives, gather and analyze information, and control and manage risks. Hands-on experience in Model Risk, Treasury Risk, ALM, FTP, Credit Risk, Market Risk, Operational Risk, Reputation and Strategic Enterprise risks, Liquidity, Risk Aggregation/Diversification, Capital allocation, Economic Capital, Stress Testing (DFAST/CCAR), Conduct Risk.

Experience

Wells fargo

5 roles

Executive Director, SVP Quantitative Analytics

Promoted

Aug 2021 – Aug 2025 · 4 yrs

Analytics Director, Conduct Management

Promoted

Oct 2019 – Aug 2021 · 1 yr 10 mos

Head of ALM Model and EUCT Governance

Promoted

Mar 2017 – Oct 2019 · 2 yrs 7 mos

Stood up the model risk management program for ALM which has models and EUCTs ranging in variety and complexity to model $3.8T of portfolio and has enterprise wide uses for IRRBB, CCAR, RRP, FTP, Liquidity, Capital.

ALM Risk Manager

Promoted

Feb 2014 – Feb 2017 · 3 yrs

Managed modeling deliverables for ALM. Brought quantitative rigor and understanding of model risk management practices.

ALM Risk Consultant

May 2013 – Jan 2014 · 8 mos

Established quantitative support function for ALM. Primary focus was Economic Capital modeling for interest rate risk in banking book.

U.s. bank

3 roles

VP, Financial Risk Assessment

Promoted

Jun 2012 – May 2013 · 11 mos

Established the independent financial risk oversight function for interest rate, liquidity, and market risk management functions.

AVP, Quantitative Analysis/Economic Capital

Promoted

Sep 2010 – Jun 2012 · 1 yr 9 mos

Built and managed a quant team of PhDs and financial engineers as quant support function for Corporate Treasury.
Built Operational Risk Capital Quantification model (AMA), reputation and strategic risk models, market risk models, risk appetite metrics and limits.