Rabinder Koul


Risk Management Fixed Income Credit Risk Market Risk Quantitative Analysis and Mathematics

Rabinder is a risk professional with more than 18 years of experience in market and credit risk. His product knowledge spans fixed income, credit, commodities, FX, emerging markets and structured products on both the buy-side and sell-side. His experience includes risk limit setting, reporting, risk monitoring, developing quantitative risk models, stress and scenario analysis and P&L attribution. Rabinder has spent considerable time dealing with financial industry regulators and developing capital adequacy guidelines for products that meet Basel and SOX regulatory requirements. Rabinder has also developed RAROC, CVA and other analytical models for trading portfolios as well as setting up ERM functions, portfolio optimizations and analysis of appropriate macro hedging instruments for port


Rabinder is a Managing Director and Head of Risk Services at Gateway Partners, a consulting company specializing in financial risk management and regulatory services for asset managers, institutional investors, banks and insurance companies.


Most recently, Rabinder served as the Head of US Market and Trading Credit Risk at Royal Bank of Canada in New York. His experience includes positions at Nomura Securities (Head of Market and Credit Analytics), BMO-Nesbitt (Head of Market Risk), Williams Energy Marketing and Trading (Director and Head of Quantitative Analytics) and ABN AMRO (Vice President, Financial Engineer).


PhD (Physics), Syracuse University MS (Mathematical Physics), Southern Illinois University


Combine Market, Credit and Liquidity Risk Simultaneously, (with D. Handzy), Risk.net, April 2015.