Sandeep Kumar Baranwal, FRM — Associate Consultant

Professional exposure: FRM Charter Holder (Global Ranking 55) Ref# : http://www.garp.org/media/1190361/passlist-frmp2_0513.pdf FRM® http://my.garp.org/DigitalBadgeFRM?id=0034000001aeF3KAAU 1) EY LLP - Business Consulting - Risk - Possess experience of assessing process efficiency for India based GCC - risk functions set up of prominent US bank - Leading IFRS9 Audit Review for clients based out of Middle-East, Netherland and UK 2) Northern Trust - Advanced Risk Analytics: - QA Review of the Models/QEs across Basel, Credit Risk - CCAR & CECL, Spreads & Securities and PPNR covering Model/QE - New development, Redevelopment, Recalibration and Model/QE Monitoring - Custodian of Model/QE Development lifecycle framework - Seconded to Monitoring team to support Monitoring of Models/QEs 3) Standard Chartered (India) Modeling and Analytics : - Model Development & Re-development - Banking Products (BB & RB) - Cross-sell, Deepening and Retention Models using Data Robot, SAS, and Excel for GCNA region 4) Deloitte US India: - Credit Model Validation - Basel II/CCAR/Non-CCAR - Credit Derivative Valuation using Bloomberg and Internal Model 5) Genpact site: - Kesdee-Genpact certified Domain Expert of Credit Risk Analytics - Basel II IRB Approach based Wells Fargo's capital requirement compliance, in accordance with Fed Reserves norms - Responsible directly to the client in the Modeling Team in carrying out the detailed analysis that support the development and periodic review of LGD and EAD model to improve underlying processes in order to ensure consistency for undertaking model estimation and its compliance with regulatory and internal policy requirements and propose changes in accordance with the changing economic & financial environment, validation & implementation using Base SAS 9.2 - Assist in presentation of Quarterly monitoring report at Working Group of Credit and business experts and meetings with regulators - Participate in the model related dialogue with internal and external risk models wholesale stakeholders - Assist the team in resolving and escalating issues related to credit risk models 5.1)Wells Fargo Bank, Charlotte, NC, USA : - Quantification and backtesting of LEQ recommended rate - Participate in the strategic meeting for monitoring of Wellsfargo Bank under Basel II norms Others : Macroeconomics Research Report Preparation Sector-specific Equity research and analysis using MS-Excel and Bloomberg database Econometrics-Modelling using SAS, Python and E-Views Goals To become Chief Economist at IMF Specialties: SAS, Credit Risk, PPNR

Stackforce AI infers this person is a Fintech expert specializing in risk analytics and model development.

Location: Bengaluru, Karnataka, India

Experience: 18 yrs 6 mos