Sankalp Awasthi

Senior structured finance and risk professional with 7+ years progressive experience in credit analysis, risk modeling, and regulatory compliance across US and GCC markets. Built and validated financial models including DCF, scenario and sensitivity analyses, and structured credit cashflow models to support valuation, stress testing, and risk assessment. Proven ability to bridge quantitative analysis with client advisory, leveraging cross-border experience to support strategic financial and regulatory decisions. 
 

Senior structured finance and risk professional with 7+ years progressive experience in credit analysis, risk modeling, and regulatory compliance across US and GCC markets. Built and validated financial models including DCF, scenario and sensitivity analyses, and structured credit cashflow models to support valuation, stress testing, and risk assessment. Proven ability to bridge quantitative analysis with client advisory, leveraging cross-border experience to support strategic financial and regulatory decisions. 
 

MBA in Financial Engineering & Analytics – Stevens Institute of Technology, New Jersey, USA.
Focused on quantitative finance, risk modelling, valuation, and capital adequacy. Completed applied projects in structured credit, stress testing, derivatives, and financial reporting under IFRS and Basel frameworks.