About

Anand Vaidya is a seasoned Portfolio Manager in the Insights and Data practice, specializing in Risk Analytics, Stress Testing, and Regulatory Compliance for financial institutions. With over 18 years of relevant experience, he has worked collaboratively with banks and financial institutions to improve business processes and ensure that regulatory programs such as CCAR/DFAST, Basel, CECL, and AML deliver business value. Anand is well-versed in quantitative finance, statistical analysis & modeling, and has led several client engagements for the development and validation of stress testing and loss forecasting models, which are the core of DFAST/CCAR and CECL compliance. He also has experience applying ML techniques for risk analytics. He has successfully delivered complex and time-critical engagements at prestigious financial institutions such as Goldman Sachs, PNC, BNPP (Bank of the West and First Hawaiian Bank), GE Capital, and others. Apart from working with leading financial institutions in the US, Anand has also worked with and provided credit risk assessment services to some of the largest multilateral development banks located across the globe – North America, South East Asia, Middle East, Europe, Africa - European Investment Bank, World Bank (IFC), Asian Development Bank, African Development Bank, and others. Before joining Capgemini, Anand's experience was focused on quantitative finance, and he worked as a quantitative analyst in algorithmic trading groups of a hedge fund and proprietary trading firms writing low latency, multi-threaded trading applications. Anand is a CFA charter holder with a Master of Science degree in Financial Engineering and is well-versed with the mathematics underlying Fixed income and Equity Products. He has a wide range of skills, including Risk management and Risk Compliance programs, Stress testing, Sensitivity and Scenario analysis for Regulatory Compliance, Model life-cycle Management, Credit Card Analytics, Statistical Analysis & Modeling, Machine Learning, and Programming/Scripting Language - SQL, Shell scripting, Python, PySpark, SAS, and Machine Learning/AI platforms – H2O Driverless AI, DataRobot. Currently, as a Portfolio Manager at Capgemini, Anand manages and leads multiple projects at major US banks, fulfilling their analytics requirements both for regulatory submissions (CCAR/DFAST, CECL) and for business as usual (BAU) activities. He has developed stress testing frameworks that include highly evolved methodologies and custom-built, proprietary tools, accelerators, and templates used for similar engagements at different banks. Additionally, he has developed models using methodologies