Lydia De Salma Email & Phone Number | Associated with Model Risk Management (MRM) financial services for banks and other financial institutions for almost 9 years. Key area is Model Validation for Asset Management models, PPNR, Market Risk, Credit Risk, etc. Hold M.Sc. in Economics degree from a reputed institution. Currently located in Bengaluru, India. Key skills include Quantitative Model Validation associated with Portfolio & Investment Management, Derivatives Pricing and Time Series Forecasting, Value-at-Risk, etc. Have in-depth knowledge of Portfolio Management, Market, Credit, PPNR and Operational Risk models, Worked on CCAR stress testing models. Cleared Financial Risk Manager (FRM) Level 1. Other Skills Include: - Portfolio Management - Pricing / Valuation of Derivatives (Value-at-Risk Models) - Market Risk Monitoring (Value-at-Risk & Derivatives Pricing) - Validating Balance Sheet Stress Testing Models for CCAR • PD/LGD Model Validation

Lydia De Salma

Associated with Model Risk Management (MRM) financial services for banks and other financial institu...
Bengaluru, Karnataka, India

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Lydia De Salma’s Email lydia.salma@crisil.com

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Lydia De Salma’s Location Bengaluru, Karnataka, India

Lydia De Salma’s Current Industry Hsbc

Lydia De Salma’s Prior Industry Ubs | Northern Trust | Crisil Global Research And Analytics | Garp Frm Program | Rakshak Foundation

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Senior AVP

2023-09-01T00:00:00.000Z - Present

Associate Director

2020-05-01T00:00:00.000Z - 2022-03-01T00:00:00.000Z

Associate Consultant

2019-07-01T00:00:00.000Z - 2020-05-01T00:00:00.000Z

Senior Quantitative Analyst

2016-06-01T00:00:00.000Z - 2017-09-01T00:00:00.000Z

Financial Risk Manager

2016-01-01T00:00:00.000Z - 2016-01-01T00:00:00.000Z

Summer Internship

2013-05-01T00:00:00.000Z - 2013-07-01T00:00:00.000Z

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Lydia De Salma is a Associated with Model Risk Management (MRM) financial services for banks and other financial institutions for almost 9 years. Key area is Model Validation for Asset Management models, PPNR, Market Risk, Credit Risk, etc. Hold M.Sc. in Economics degree from a reputed institution. Currently located in Bengaluru, India. Key skills include Quantitative Model Validation associated with Portfolio & Investment Management, Derivatives Pricing and Time Series Forecasting, Value-at-Risk, etc. Have in-depth knowledge of Portfolio Management, Market, Credit, PPNR and Operational Risk models, Worked on CCAR stress testing models. Cleared Financial Risk Manager (FRM) Level 1. Other Skills Include: - Portfolio Management - Pricing / Valuation of Derivatives (Value-at-Risk Models) - Market Risk Monitoring (Value-at-Risk & Derivatives Pricing) - Validating Balance Sheet Stress Testing Models for CCAR • PD/LGD Model Validation

Lydia De Salma has prior
experience in the following industries:
Ubs | Northern Trust | Crisil Global Research And Analytics | Garp Frm Program | Rakshak Foundation

Lydia De Salma has the following professional experience:
Hsbc | Ubs | Northern Trust | Crisil Global Research And Analytics | Garp Frm Program | Rakshak Foundation