Yash Agarwal

Associate Consultant

Mumbai, Maharashtra, India2 yrs 8 mos experience

Highly Stable

Key Highlights

Expert in liquidity risk management and balance-sheet analysis.
Proficient in Python and Tableau for financial analytics.
Experience in high-stakes capital markets environments.

Stackforce AI infers this person is a Fintech professional specializing in liquidity risk management and capital markets analytics.

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Skills

Core Skills

Liquidity Risk ManagementBalance Sheet AnalysisMarket Analysis

Other Skills

LiquidityBalance Sheet AnalyticsIntraday Liquidity ManagementStress TestingScenario AnalysisLiquidity ManagementIntraday Liquidity AnalysisMacro & Central Bank AnalysisFinancial Data Automation (Python)Capital MarketsFixed Income & Liquidity AnalyticsScenario Analysis & Stress TestingLiquidity Threshold & Early-Warning CalibrationMarket & Rate Environment InterpretationFunding & Treasury Analytics

About

I work on problems that sit at the intersection of capital markets behavior and balance-sheet constraints—where funding conditions, yield-curve dynamics, and liquidity positioning directly shape firm-level decisions. At JPMorgan’s Treasury & Chief Investment Office, I supported balance-sheet analysis across currencies by interpreting funding markets, macro conditions, and asset liquidity under both normal conditions and periods of acute market stress. My experience spans asset and funding analytics, including liquidity behavior and sensitivity analysis across U.S. Treasuries, MBS, and sovereign portfolios, as well as funding instruments such as long-term debt and commercial paper. I’ve worked on liquidity stress testing and regulatory metrics (LCR, NSFR), connecting market dislocations and scenario analysis to real balance-sheet outcomes rather than static ratios. Alongside financial analysis, I’ve built Python- and Tableau-based workflows to automate monitoring, scale analysis, and convert complex balance-sheet and market data into decision-ready insight for Treasury, ALM, and risk stakeholders. I bring a fundamentals-driven approach grounded in fixed income and liquidity mechanics, reinforced by CFA Level I and a finance minor from BITS Pilani. I’m drawn to roles where liquidity, funding, and portfolio constraints sit close to real decision-making—across banks, buy-side risk, or balance-sheet-driven fintechs—where analytical rigor and sound judgment matter more than labels.

Experience

2 yrs 8 mos

Total Experience

2 yrs 8 mos

Average Tenure

Current Experience

Jpmorganchase

2 roles

Analyst — Treasury & CIO

Feb 2023 – Oct 2025 · 2 yrs 8 mos · Mumbai · On-site

Worked in JPMorgan’s Global Liquidity Risk team, focused on real-time balance-sheet risk management, funding analysis, and stress-driven liquidity decision-making across currencies.
Drove real-time intraday liquidity analysis, managing ~$200Bn+ in daily cross-currency flows and making time-critical judgments on payment prioritization, escalation, and buffer usage under volatile market and operational conditions.
Enhanced liquidity stress frameworks using lessons from COVID, SVB, and Credit Suisse, directly shaping stressed outflow assumptions, asset haircuts, and funding risk views used in internal planning.
Analyzed asset-side liquidity and sensitivity across U.S. Treasuries, MBS, and sovereign portfolios (DV01, OAS, market depth, repo haircuts) to assess monetization feasibility under stress.
Developed liquidity buffer unwind and contingency frameworks (~$700Bn) to evaluate funding resilience and balance-sheet positioning across rate and market environments.
Partnered with global funding desks on issuance timing, maturity profiles, refinancing strategy, and rollover risk across long-term debt, FHLB borrowings, commercial paper, and intercompany funding.
Built Python and Tableau-based analytics to automate intraday monitoring and liquidity analysis, and supported analyst hiring through technical interviews, reflecting trust in analytical judgment and domain expertise.

LiquidityBalance Sheet AnalyticsIntraday Liquidity ManagementLiquidity Risk ManagementBalance Sheet Analysis

Intern — Treasury & CIO

Jul 2022 – Jan 2023 · 6 mos · Mumbai · On-site

Analyzed intraday liquidity behavior across currencies and bilateral counterparties, supporting reserve calibration and early-warning thresholds under volatile market conditions.
Automated tracking of central bank policy actions and balance-sheet trends (Fed, ECB, BoE, BoJ) using Python-based web scraping, generating macro inputs used in internal commentary and interpretation of rate and liquidity environments.

Intraday Liquidity AnalysisMacro & Central Bank AnalysisLiquidity Risk ManagementMarket Analysis