Dishell Gokaldas

Dishell has over 19 years of experience in Market Risk, Algorithmic Assurance, Risk Methodology and Model Validation. He has extensive knowledge of cross-asset modelling inclusive of Pricing, Valuation, Capital, Stress Testing and Risk sensitivity modelling across Market, IRRBB and Counterparty Risk. He’s led enterprise delivery of several Regulatory Reform initiatives including SA-CCR, FRTB and Initial Margin and is currently assisting clients with Algorithmic Assurance, IBOR Reform and XVAs.