Megha is a seasoned expert with over 15 years of experience in risk management across financial services and consulting. At KPMG India, she leads strategic advisory initiatives focused on traded risk, non-traded risk and regulatory transformation, successfully delivering large-scale engagements for banks globally. Her work integrates regulatory strategy with operational effectiveness, helping institutions navigate complex compliance landscapes.
She has in-depth expertise across major global regulatory frameworks including RBI, ISDA, PRA, ECB, FED, MAS, CBUAE, and HKMA. Megha’s domain knowledge spans across risk modelling, model validation, capital computation, Basel II/III (including FRTB, SA-CCR, SA-CVA), XVA, IBOR transition, funds transfer pricing (FTP), asset-liability management (ALM), balance sheet and liquidity risk management. Her capabilities also extend to system configuration, process automation, and the implementation of treasury platforms - bridging the gap between technical execution and strategic outcomes.
Prior to joining KPMG, Megha spent eight years at ICICI Bank, gaining cross-functional experience in treasury front, middle, and back-office operations, and core risk functions.
As an experienced advisor in the evolving global risk landscape, Megha combines deep technical expertise with business acumen. She actively contributes to international industry forums and working groups, enriching dialogues on risk and regulation.