IFRS9 Specialist Consultant - Neofin Advisory - London, UK
(2024-09 - 2024-11)
- Validated IFRS9 model components, resolving audit findings and ensuring 100% approval in the next audit cycle
- Revamped the IFRS9 Target Operating Model, improving compliance, reducing inefficiencies, and accelerating regulatory reporting by 30%
- Enhanced ECL governance frameworks, strengthening risk controls and reducing manual work by 40%
Credit Risk Consultant - 4most Analytics Consulting - London, UK
(2023-10 - 2024-08)
- Automated affordability analysis & IFRS9 monitoring process in R-Shiny, cutting manual effort by 50%
- Validated TTC-PIT PD converter (S&P methodology), ensuring IFRS9 compliance and improving accuracy
- Resolved critical data issues using HiveQL, increasing accuracy by 30% for better risk assessments
- Validated low-default PD model (Pluto-Tasche, macro overlay) using Python, creating a framework, automating monitoring to enhance accuracy and regulatory compliance
Senior Associate - OakNorth Bank - Gurugram, India
(2021-09 - 2022-09)
- Designed a data collation & provision engine, cutting turnaround time from 2 weeks to 1 week
- Optimised ICAAP stress testing by refining and migrating calculations from Excel to R, reducing execution time from 2 weeks to 1 week
- Mentored interns, enhancing team proficiency in R, Excel, data wrangling, and visualization
Senior Associate - Moody's Analytics - Gurugram, India
(2018-07 - 2021-09)
- Built a transition matrix framework to forecast stressed PD term structures for low-default portfolios in the USA
- Automated client on-boarding for Moody's EDF9 RiskCalc via R-Shiny, cutting delivery time by 75%
- Co-developed a facility rating platform with the US advisory team, revamping risk assessment across diverse portfolios for large US Banks
- Benchmarked and re-engineered internal rating scales for chartered institutions, enhancing accuracy and consistency in risk evaluation
- Designed macroeconomic PD models to project stressed PD term structures, enabling ECL calculations and stress testing exercises
