SYNOPSIS

currently working as a Risk Analyst with ABCD Bank in Singapore. My work involves statistical risk modeling of retail portfolios (credit cards, mortgages, personal loans, etc.) for Basel II regulatory compliance. I have more than 2.5 years of work experience in the field of data/risk analytics, almost 2 of which have been in Singapore. Prior to DBS, I worked on an on-site project with other Banks in Singapore , also in risk analytics.

Regarding education, I have a Master's degree in Operations Research (Applied Mathematics) and a Bachelor's degree in Mathematics (honours); both from premier faculties of ZZ University.

Details regarding my work experience, education and skill sets are explained clearly in the attached CV

ORGANISATIONAL DETAILS

WORK EXPERIENCE
Total:More than 4 Years

1. ABCD Bank

Area of work:  Retail Risk Analytics and Review
Period:             2007 to 2009
Location:         Singapore

Work summary

• Validation of retail models (credit cards, mortgages, personal loans and cash line) for Basel II regulatory compliance through Advanced-Internal Ratings Based (A-IRB) approach. This includes:
• Optimum risk drivers selection and risk pool segmentation
• Estimation and validation of risk parameters - Probability of Default (PD), Exposure At Default (EAD) and Loss Given Default (LGD)
• Quantitative and qualitative review of models to deem fit for monthly usage in order to calculate risk-weighted assets and minimum capital requirements. This involves extensive coordination with model developers and ensuring gap closures concerning technical and business related issues.
• Stress testing validation of risk parameters (retail models) as functions of macro economic factors to assess risk during economic downturn; as part of Basel II regulatory compliance. This includes:
• Assessment of stress testing approach, relevance of macro-economic risk factors, appropriateness and structural stability of regression models.
• Responding to concerns from Regulatory Authorities (Monetary Authority of Singapore and Hong Kong Monetary Authority) concerning all technical and business related issues pertaining to the models, for overall Basel II regulatory compliance.

 2.   ZZZ Bank
       Area of work:  Retail Risk Analytics
       Period:             Jan 2006 to Oct 2007
       Location:         Singapore

       Work summary

• Development of retail models (credit cards, mortgages and personal loans) for Basel II regulatory compliance through A-IRB approach. This included:
• Data preparation and manipulation involving exclusion and default criteria, merging monthly datasets as well as application / behaviour scores
• Estimation of risk parameters – PD (logistic modeling), EAD and LGD for calculating risk-weighted assets and minimum capital requirements
• Delivering the results to model validation team and responding to all technical and business related queries, till the model was approved for Basel II implementation.
• Implementation of Basel II retail models (after validation and approval) to compute monthly minimum capital requirements.

 3.  ABCD (India) Pvt Ltd
        Area of work:  Data Analytics
        Period:             2005 to 2006
        Location:         India

        Work Summary

• On-site engagement with ABC Bank (Singapore) for their Basel II risk management initiative ( 2007 to 2008 summarized in 2)
• Risk analytics project with an American leasing firm aimed at formulating statistical (logistic) models to target the right kind of customers as leasing clients
• Market Research analytics project with an American pharmaceutical company aimed at positioning different medical brands vis-à-vis the market and competition
• Creating automation macros in SAS to capture duplicate records of company information in large datasets containing company details.

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BUSINESS TOOLS KNOWLEDGE

• SAS (statistical procedures, data manipulation, macros, Enterprise Miner)
• MS Office
• SPSS

EDUCATIONAL QUALIFICATIONS

• Master of Science - Operations Research; Faculty of Mathematical Sciences, University(2003 - 05)
• Bachelor of Science (Honours) - Mathematics; College, University of Delhi (2000 - 03).

HOBBIES & INTERESTS

­Sports, gaming, traveling, reading, history.