Priya Juneja Mathematics, Statistics, Finance, FRM, CFA, CQF
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I started my career at Goldman Sachs as a Corporate Treasury analyst, where I focused on liquidity risk management. I am currently a part of Financial Risks Oversight team at Natwest Group. I have worked on market risk, liquidity risk and pension risk stress testing. I have completed FRM and CQF (Certificate in Quantitative Finance). My area of expertise are following:
* Market risk management - Portfolio management, risk appetite, market data, stress testing and capital
* Financial regulations - Basel 1, Basel 2 and Basel 3
* Financial Products - Bonds, Interest Rate Swaps, Options, Equity
* Financial modelling - Interest rate modelling, VaR, Expected Shortfall, Credit risk modelling
* Leadership skills
* Stakeholder management

Subjects

  • CQF (Finance)

  • Mathematics Grade 11-Bachelors/Undergraduate

  • Interview preparation Beginner-Expert

  • Financial modelling Beginner-Expert

  • Career Advisor Beginner-Intermediate

  • FRM Level I Expert

  • FRM Level II

  • Leadership skills Beginner-Intermediate

  • Market risk Beginner-Expert

  • CFA Exam

  • Stakeholder Management Beginner-Expert

Experience

  • Vice President (May, 2021–Present) at Blackrock Services India Pvt. Ltd.
    • Stakeholder management – Work with the various streams such as model developers, implementation team and governance streams within financial modelling group to successfully validate the models
    • Validated the key fundamental factor model for equities used internally and externally – proposed a significant enhancement to the existing model performance framework for a more robust monitoring
  • Associate Vice President (Mar, 2016–May, 2021) at NatWest Group (Formerly, Royal Bank of Scotland)
    • Stakeholder management and team building – Manage relationships with internal and external stakeholders in Treasury
    including Treasury Markets, RBS Treasury, RBSI Treasury, Commercial & Private Banking Front Line, Audit, and IPV
    ‒ Attend meetings with PRA and JFSC (New Jersey regulator), and prepare response for regulatory/audit queries
    • People management – Set up Treasury Risk in India including four functional areas: Non Traded Market Risk, Market data,
    Pension risk, and Liquidity & Funding risk
    • Market Data methodology review framework – Defined the framework for reviewing the market data used for VaR
    calculations including definition of scope and materiality, review methodology for Credit Spreads, Interest Rate Risk and
    FX, backtesting, and proposed a governance framework for future changes
    • Developed the model for market risk factor expansion for swap rates, inflation index and cross-currency basis risk saving
    the firm GBP 30k per year
    • Worked with model validation to declare and review the usage of the legacy VaR model for IRS portfolio including
    validation with an alternative approach (parametric VaR)
    • Developed the model to capitalize the market risk of strategic and legacy equity positions of the bank
    • Developed the methodology for historical data post LIBOR transition for SOFR and ESTR
    • Stress testing and Capital – Set up the regulatory and internal stress testing including scope, methodology, policy and
    mandatory procedures for NatWest Holdings post ICB in 2019
    ‒ Pillar 1 capital charge including interpretation of the guidance and methodology
    ‒ Increased the scope of stress testing to include the hedge ineffectiveness for EBA 2020 exercise
    ‒ Developed market risk capital optimization tool for the liquidity portfolio
    ‒ Short term assignment in UK – End-to-end delivery of the first legal entity level market risk ICAAP post ICB
    • Non Traded Market Risk (NTMR) – Management of market risk of including defining, monitoring and measuring the risk
    ‒ Annual review of the Group Risk Appetite along with the Franchise and Legal entity for the key risks such as
    gap risk, credit spread risk, pipeline risk, prepayment risk, accounting volatility risk and basis risk
    ‒ Risk opinion in Treasury ALCO and Board papers on new products and interest rate risk management
    ‒ Impact analysis on Pillar 2A capital and LAB portfolio from the Coronavirus scenario
    ‒ Impact of LIBOR transition on market risk management – basis risk and LAB positions
  • Senior Analyst (May, 2013–Feb, 2016) at Goldman Sachs Bengaluru
    Corporate Treasury Analyst - Asset Liability Management and Liquidity Coverage Ratio

Education

  • Certification in Quantitative Finance (Jun, 2020–Oct, 2021) from Fitch Learning–scored 90% (avg)
  • Masters in Business Administration (Finance) (Jul, 2011–Mar, 2013) from INDIAN INSTITUTE OF FOREIGN TRADE, NEW DELHI–scored 3.34/4
  • Financial Risk Manager (May, 2010–Nov, 2012) from GARP USA
  • Bachelors in Electronics and Communication Engineering (Aug, 2007–May, 2011) from indira gandhi institute of technology, delhi–scored 76%

Fee details

    ₹5,000–20,000/week (US$59.46–237.84/week)

    I prefer to charge for a course and content I am offering rather than hours. The charges depend on the individual requirements of the taker and how much additional reading/further reading is provided for future development.

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