Oct 2019 – Present · 6 yrs 5 mos

• Manage credit risk model development for wholesale and retail portfolios of Emirates NBD Bank and its subsidiaries and branches in UAE, KSA, Egypt, London and Singapore.
• Identify opportunities to support business objectives, mitigate credit risk and ensure regulatory compliance through analytics and modelling. Regularly interact with the model validation and monitoring teams.
• Contribute towards developing modelling strategy and landscape. Key contributor towards quarterly finalization of IFRS 9 based loss provision. Update senior management on key modelling requirements, existing gaps and remediation plans.

Dec 2014 – Oct 2019 · 4 yrs 10 mos

• Managed development of all application and behaviour scorecards, PD, EAD, LGD, IFRS 9, and other business models across credit life cycle of retail portfolios.
• Supported business growth targets through automated data driven underwriting decision process. Performed end-to-end project management including RFP release, vendor shortlisting, system procurement, solution design, development, UAT and go-live. The system went live in Jan’2018 and assisted the bank in accomplishing 80%+ straight through processing of credit applications.
• Designed recovery prioritization and agent incentive strategies using recovery models to improve recovery rates and greater agent satisfaction.
• Devised IFRS 9 model methodology, completed Gen 1 IFRS 9 model development over a 16-month long project for all retail portfolios across Emirates NBD group, completed model implementation on Moodys platform in subsequent 9 months which ensured bank’s 100% compliance to IFRS 9 impairment provisioning standards.
• Partnered with model monitoring and independent model validation teams (both internal and external like EY or KPMG) to ensure effective model governance and stable model performance.

Jan 2011 – Nov 2014 · 3 yrs 10 mos

• Developed early and late collection scorecards, TTC PD models for auto and mortgage loans, mortgage LGD model and unsecured personal loans behaviour scorecard.
• Undertook independent projects, viz. Launch of UAE Credit Bureau within the bank; Built in-house segmentation tool in SAS using algorithms like CHAID, Cart etc.