Associate Director
KPMG
Total des années d'expérience :13 years, 11 Mois
• Involved in end-to-end Validation of credit risk Models for leading bank in UAE under CBUAE guidelines.
• Involved in end-to-end assessment of IRB, IFRS9, PD, LGD, EAD, Stress testing models for leading bank in UK.
• Detailed review on newly developed models for unsecured portfolio and suggested key changes in the model.
• Provided analytical support to the newly developed Stress testing and IFRS9 models.
• Review of the credit risk models such as personal loan, credit card, business loan etc. developed by bank. These models involve rationale behind changes of model, Segmentation, model selection process etc.
• Review of the Stress Testing Model, the methodology used to develop the model including selection of the macroeconomic factors and their correlation with the dependent variable and analysing the performance of the model
• Performed model assumption, implementation and reperformance testing on the models to check the validity of the assumptions used, the robustness of the implementation of the model and reperformance of the tests performed/should have been performed on the model respectively.
• Involved in Development of various Credit Risk Models and IFRS9 Impairment with SAS Analytical Tool in Banking Sector (FRM).
• Performed end-to-end IFRS 9 Audit for Retail portfolio of one of the leading banks in middle east. The process involved reviewing the models and process, performing, and ensuring the correctness of model implementation.
• Implementation of forward-looking PD and LGD models for a bank. The project involved integration of forward-looking components (PD and LGD) into the existing ECL Tool and development of forward-looking LGD methodologies for the retail portfolio.
• Performed review of IFRS 9 policy and ECL calculation methodologies for a domestic bank.
• Developed IFRS 9 Models for Retail portfolio using Regression techniques and Structural approach in SAS for leading Banks in India.
• Provided analytical support on the portfolio and engage in high level analysis to ensure the portfolio performance is at the top level.
• Assessment of credit risk of retail products through logistic regression modeling of credit risk factors and Generating Scorecards.
• Gather data requirement for Risk modelling (PD, LGD, LSCORE, and IFRS9), Significant Deterioration, impairment calculation, for IFRS 9 delivery.
• Presenting solutions and analytical recommendations to improve and develop existing credit risk models and strategy.
• Actively develop predictive models and strategies for effective fraud detection for Credit and customer banking activities using Kmeans clustering using Python.
• Supported model development activities to the team including the Model development, model monitoring, model validation, ad-hoc analysis etc.
• Review of the credit risk models such as personal loan, credit card, business loan etc. developed by bank. These models involve rationale behind changes of model, Segmentation, model selection process etc.
• Review of the Stress Testing Model, the methodology used to develop the model including selection of the macroeconomic factors and their correlation with the dependent variable and analysing the performance of the model
• Performed model assumption, implementation and reperformance testing on the models to check the validity of the assumptions used, the robustness of the implementation of the model and reperformance of the tests performed/should have been performed on the model respectively
• Involved in Development of various Credit Risk Models and IFRS9 Impairment with SAS Analytical Tool in Banking Sector (FRM).
• Performed end-to-end IFRS 9 Audit for Retail portfolio of one of the leading banks in middle east. The process involved reviewing the models and process, performing, and ensuring the correctness of model implementation.
• Implementation of forward-looking PD and LGD models for a bank. The project involved integration of forward-looking components (PD and LGD) into the existing ECL Tool and development of forward-looking LGD methodologies for the retail portfolio.
• Performed review of IFRS 9 policy and ECL calculation methodologies for a domestic bank.
• Developed IFRS 9 Models for Retail portfolio using Regression techniques and Structural approach in SAS for leading Banks in India.
• Provided analytical support on the portfolio and engage in high level analysis to ensure the portfolio performance is at the top level.
• Assessment of credit risk of retail products through logistic regression modeling of credit risk factors and Generating Scorecards.
Gather data requirement for Risk modelling (PD, LGD, LSCORE, and IFRS9), Significant Deterioration, impairment calculation, for IFRS 9 delivery
• Build and enhance credit risk models used in application and account management as well as to determine PD, EAD, LGD, segmentation and other credit risk models (Secured and Unsecured Products).
• Drive the development of models to support risk based pricing, portfolio management and risk appetite setting and monitoring.
• Development of various Credit Risk Models and IFRS9 Impairment with SAS Analytical Tool in Banking Sector (FRM).
• Providing analytical support on the portfolio and engage in high level analysis to ensure the portfolio performance is at the top level.
• Highly knowledgeable and reliable Risk Analyst with great experience creating strategies that drive profitable growth; developing and maintaining strategies that carefully balance risk and reward as a means of achieving growth targets and financial objectives
• Identifying and monitoring relevant economic metrices that impact lending quality and adjust strategy as necessary.
• Building, testing and monitoring Champion/Challenger strategies that drive continous improvement in portfolio quality and grow business.
• Responsible for Preparing, verifying, and distributing monthly and adhoc credit risk reports for monitoring risk and identifying opportunities within the various portfolios.
• Gathering customer behaviour data from a wide variety of data sources to identify actionable insights for improvement.
• Designing, building and maintaining a risk control framework to track portfolio performance and trends against key metrics and risk indicators.
• Build and enhance credit risk models used in application and account management as well as to determine PD, EAD, LGD, segmentation and other credit risk models.
• Drive the development of models to support risk based pricing, portfolio management and risk appetite setting and monitoring.
• Strong knowledge of developing first or second generation corporate and retail models for low default portfolios would be a distinct advantage.
• Development of various Credit Risk Models and IFRS9 Impairment with SAS Analytical Tool in Banking Sector (FRM).
• Good understanding of IFRS 9 requirements, Responsible for end-to-end model development, validation, and deployment efforts.
• Gather data requirement for Risk modelling (PD, LGD, LSCORE, and IFRS9), Significant Deterioration, impairment calculation, for IFRS 9 delivery.
• Define data definition & identify data gaps.
• Building and developing key credit risk models which includes scorecard building and statistical risk modeling.
• Developed different Risk models like PD, LGD, and LSCORE Models using statistical prediction modeling techniques like Linear Regression, Logistic Regression, and Decision Tree etc.
• Through understanding of the concepts of credit scoring.
• Knowledge of credit risk model development & strategy design.
• Assessment of credit risk of retail products through logistic regression modeling of credit risk factors and Generating Scorecards.
• Providing analytical support on the portfolio and engage in high level analysis to ensure the portfolio performance is at the top level.
• Presenting solutions and analytical recommendations to improve and develop existing credit risk models and strategy.
• Sound experience of working with complex data from multiple sources.
• Responsible for Preparing, verifying, and distributing monthly and adhoc credit risk reports for monitoring risk and identifying opportunities within the various portfolios.
• Highly knowledgeable and reliable Risk Analyst with great experience creating strategies that drive profitable growth; developing and maintaining strategies that carefully balance risk and reward as a means of achieving growth targets and financial objectives.
• Prepared, analyzed and distributed various monthly and quarterly Loan Portfolio Reports.
Performed and conducted written analysis outlining key performance indicators and key risk indicators.
• Proven ability in gathering customer behavior data from a wide variety of data sources to identify actionable insights for improvement
• Very good command in Data Analysis, validation, Cleansing, and providing helpful recommendations
• Performed a crucial role in gathering report requirements and preparation of the report design documents
• Solid knowledge of databases and ability to manage large volume data/database.
• Sound logical approach to problem solving in relation to both business and technical issues.
• Proven ability to work effectively within a team environment. Remarkable ability to data extraction and analysis skill sets.
• Thorough knowledge and experience of Microsoft Office tools like MS Access, MS word, MS PowerPoint, and MS Excel.
• Excellent programming skills in joining, merging and extracting data from various databases using PROC SQL.
• Environment: SAS/Base, SAS/Stat, SAS/Graph, SAS/SQL, SAS/Macros, SAS/ Access, MS-Excel.
• Extensive experience in preparation of tables, listings, and Report Analyzing.
• Proficient in the use of Macros and the procedures SQL, TABULATE, FREQ, MEANS/SUMMARY, FORMAT, REPORT, IMPORT/EXPORT, RANK to generate Modeling reports.
• A Risk Manager with an experience of 6 years which includes:-
• Development of various Credit Risk Models and IFRS9 Impairment with SAS applications in Banking Sector (FRM).
• Good understanding of IFRS 9 requirements, Responsible for end-to-end model development, validation, and deployment efforts.
• Gather data requirement for Risk modelling (PD, LGD, LSCORE, and IFRS9), Significant Deterioration, impairment calculation, for IFRS 9 delivery.
• Define data definition & identify data gaps.
• Building and developing key credit risk models which includes scorecard building and statistical risk modeling.
• Developed different Risk models like PD, LGD, and LSCORE Models using statistical prediction modeling techniques like Linear Regression, Logistic Regression, and Decision Tree etc.
• Through understanding of the concepts of credit scoring.
• Knowledge of credit risk model development & strategy design.
• Assessment of credit risk of retail products through logistic regression modeling of credit risk factors and Generating Scorecards.
• Providing analytical support on the portfolio and engage in high level analysis to ensure the portfolio performance is at the top level.
• Presenting solutions and analytical recommendations to improve and develop existing credit risk models and strategy.
• Sound experience of working with complex data from multiple sources.
• Responsible for Preparing, verifying, and distributing monthly and adhoc credit risk reports for monitoring risk and identifying opportunities within the various portfolios.
• Highly knowledgeable and reliable Risk Analyst with great experience creating strategies that drive profitable growth; developing and maintaining strategies that carefully balance risk and reward as a means of achieving growth targets and financial objectives.
• Prepared, analyzed and distributed various monthly and quarterly Loan Portfolio Reports.
Performed and conducted written analysis outlining key performance indicators and key risk indicators.
• Proven ability in gathering customer behavior data from a wide variety of data sources to identify actionable insights for improvement
• Very good command in Data Analysis, validation, Cleansing, and providing helpful recommendations
• Performed a crucial role in gathering report requirements and preparation of the report design documents
• Solid knowledge of databases and ability to manage large volume data/database.
• Sound logical approach to problem solving in relation to both business and technical issues.
• Proven ability to work effectively within a team environment. Remarkable ability to data extraction and analysis skill sets.
• A Risk Manager with an experience of 5 years which includes:-
• Design, development of various SAS applications in Telecom sector & Banking Sector (Credit Risk).
• Building and developing key credit risk models which includes scorecard building and statistical risk modeling.
• Developed different Risk models like PD, LGD, LSCORE Models using statistical prediction modeling techniques like Linear Regression, Logistic Regression, Decision Tree etc.
• Through understanding of the concepts of credit scoring.
• Strong knowledge of credit risk model development & strategy design.
• Assessment of credit risk of retail products through logistic regression modeling of credit risk factors and Generating Scorecards.
• Providing analytical support on the portfolio and engage in high level analysis to ensure the portfolio performance is at the top level.
• Presenting solutions and analytical recommendations to improve and develop existing credit risk models and strategy.
• Sound experience of working with complex data from multiple sources.
• Responsible for Preparing, verifying, and distributing monthly and adhoc credit risk reports for monitoring risk and identifying opportunities within the various portfolios.
• Highly knowledgeable and reliable Risk Analyst with great experience creating strategies that drive profitable growth; developing and maintaining strategies that carefully balance risk and reward as a means of achieving growth targets and financial objectives.
• Prepared, analyzed and distributed various monthly and quarterly Loan Portfolio Reports.
Performed and conducted written analysis outlining key performance indicators and key risk indicators.
• Proven ability in gathering customer behavior data from a wide variety of data sources to identify actionable insights for improvement
• Very good command in Data Analysis, validation, Cleansing, and providing helpful recommendations
• Performed a crucial role in gathering report requirements and preparation of the report design documents
• Solid knowledge of databases and ability to manage large volume data/database.
• Sound logical approach to problem solving in relation to both business and technical issues.
• Proven ability to work effectively within a team environment. Remarkable ability to data extraction and analysis skill sets.
• Thorough knowledge and experience of Microsoft Office tools like MS Access, MS word, MS PowerPoint, and MS Excel.
• Excellent programming skills in joining, merging and extracting data from various databases using PROC SQL.
• Environment: SAS/Base, SAS/Stat, SAS/Graph, SAS/SQL, SAS/Macros, SAS/ Access, MS-Excel.
• Extensive experience in preparation of tables, listings, and Report Analyzing.
• Proficient in the use of Macros and the procedures SQL, TABULATE, FREQ, MEANS/SUMMARY, FORMAT, REPORT, IMPORT/EXPORT, RANK to generate Modeling reports.
• Analyzing & Making a KPI report from Imanager M2000
• Defining intra & inter 3G neighbors in M2000
• Finding the discrepancies between RNC side & 2G BSC side
• Performing an OCNS testing during cluster optimization & market drive
• Carry out RF Parameters audit at regular intervals and raise the CRF’s for the cells having discrepancies
• Supporting and Managing the Team of Engineers to resolve the technical issues on the network
• Executing a script and analyzing the failure result
• Performing a VSWR test of NodeB in M2000
• Preparing & analyzing a NBH & BBH report of WCDMA network for optimization purpose
• Preparing & analyzing a NQI report of RNC on daily basis
• Coordinating with O&M teams and Network & Integration to solve hardware related problems
• Making a 3g cell common data from M2000 on daily basis
• Dealing with BSC6000 & M2000 to lock, unlock, reset of site & other required testing
• Troubleshooting of the network based on customer complaints
• Generate all KPI report & cell common data from Performance report services tool.
Environment: SAS Enterprise Guide 4.0, SAS 9.2, SAS/BASE, SAS MACROS, SAS/SQL, MS Excel, Internet Explorer, Firefox, Huawei 2G/3GImanagerM2000, BSC6000, PRS, 3G LMT.