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Vaibhav Vadapalli

@vaibhavvadapalli

I strengthen treasury, liquidity, capital, and model risk controls across global banking institutions.

At Royal Bank of Canada, I execute risk-based internal audits across capital markets financial risk, including ICAAP, balance sheet and liquidity risk management, U.S. regulatory requirements, and market risk capital. I assess governance, controls, stress testing, regulatory calculations, and escalation processes while partnering with Treasury, Risk, Finance, and Regulatory Reporting stakeholders.

Previously, I led corporate treasury risk work at RBC and independent model validation at Bank of America for $70B–$600B AUM portfolios. Across banking, consulting, and analytics roles, I’ve built and validated stress-testing and credit-risk models, translated regulatory expectations into practical control improvements, and bring FRM certification with Python, SQL, SAS, and Tableau skills.

Experience

Work history, roles, and key accomplishments

Current

Internal Audit, Capital Markets Financial Risk

Current

Royal Bank of Canada

Apr 2026 - Present (5 months)

Executes risk-based internal audit engagements across capital, liquidity, balance sheet risk, and regulatory risk, assessing governance, risk management frameworks, key controls, and regulatory compliance. Conducts audits over ICAAP, balance sheet and liquidity risk, U.S. regulatory audits, and market risk capital calculations.

Internal Audit Risk Assessment Capital Adequacy Liquidity Risk Market Risk Regulatory Compliance ICAAP Performance Testing FFIEC 102 VARs Governance

Associate Director, Corporate Treasury

Royal Bank of Canada

May 2022 - Mar 2026 (3 years 10 months)

Led Prime Brokerage rehypothecable collateral capture and assessed end-to-end Treasury process risks on a $2T+ CAD balance sheet. Conducted independent reviews of regulatory liquidity metric production and served as primary contact for assessing liquidity impacts of new business initiatives.

LCR NSFR NCCF HQLA OSFI Liquidity Risk Treasury Collateral Management Repo Securities Lending Transfer Pricing Data Lineage Governance

Senior Manager, Model Risk Management

Bank of America

Mar 2019 - Feb 2022 (2 years 11 months)

Led independent validation of quantitative models supporting $70B–$600B AUM portfolios, executing data validation, assumption testing, and UAT-equivalent reviews. Validated credit risk models including PD/LGD frameworks and stress testing models, and conducted ongoing monitoring and annual reviews.

Model Risk Management Model Validation PD LGD Performance Testing SR11 7 BCBS 239 UAT Regression Testing Data Quality Documentation

Assistant Manager, Analytics & Insights

Tata Consultancy Services

Jan 2017 - Feb 2019 (2 years 1 month)

Built quantitative stress testing models projecting PD/LGD under adverse macroeconomic scenarios for CCAR/DFAST submissions. Developed credit card origination scorecards using logistic regression and machine learning, improving approval accuracy by 15% and managing a team generating $2.4M annual revenue.

Performance Testing PD LGD CCAR D FAST Basel III Logistic Regression Machine Learning Scorecards Team Management

Senior Consultant, Financial Risk Advisory

Ernst & Young LLP

Nov 2016 - Dec 2016 (1 month)

Validated CCAR PPNR models for a global banking client, assessing methodology, data quality, and regulatory assumptions. Supervised a team of 3 consultants in executing deliverables.

CCAR PPNR Model Validation Data Quality Regulatory Compliance Team Supervision

Business Analyst, Stress Testing Operations

HSBC

May 2015 - Oct 2016 (1 year 5 months)

Executed business analysis and data validation for PRA, EBA, APRA, and HKMA stress testing submissions, maintaining the PD calculation engine for Asia and Middle East wholesale portfolios. Validated vendor macroeconomic forecasting models for accuracy and regulatory compliance.