Oct 2020 – Present · 5 yrs 8 mos · Dubai / Hyderabad

• Consulting with some of the largest financial institutions in UAE and India on predictive analytics, risk advisory and compliance. Key projects undertaken include
• a) ICAAP for one the largest banks in UAE. Tasks included evaluation of different risks and associated capital impact, simulations of ECL and RWA’s under different scenarios, report generation and audit support.
• b) Development of macroeconomic models for various portfolios to be used in IFRS9/stress testing for one of the largest banks in UAE
• c) Development of a macro economic stress testing tool for capital calculation for one of the leading banks in India.
• d) Validation of IFRS9 implementation for one of the largest banks in the middle east
• e) Development of application and behaviour scorecards, score cutoff analysis, bureau data analytics and scorecard development, cl tv modelling and risk based pricing
• f) Portfolio segmentation and synthetic data generation for usage in credit risk models

Sep 2019 – Oct 2020 · 1 yr 1 mo · Dubai

• Responsible for Business Development, Team management, Budgeting and Delivery of key engagements some of which include,
• Development of an early warning system (EWS) for bad loans in the corporate book for one of the largest bank in Saudi Arabia leveraging transactional, behavioral, operational and third-party news data. The objective was to predict delinquencies well in advance in comparison to the regular PD models. The solution was developed leveraging R and Python.
• Computed impact of COVID and its prescribed macroeconomic impact on the bank’s capital adequacy and risk charge as a part of SAMA’s (Saudi Arabia Monetary Authority) stress testing guidelines
• Developed loss forecasting models for the Auto securitization and Receivables portfolios and Risk rating scorecards for the Corporate and the Banks book (Low default portfolios) for a leading bank in the middle east.
• Conducted an end to end validation of the models used in risk rating and IFRS9 for the entire banking book (Corporate and Retail) for one of the largest lenders in Oman.
• Completed the annual stress testing exercise for one of the largest global banks in the region. Tasks included development of macroeconomic models, model calibration, computation of ECL’s and CAR ratios under baseline and adverse scenario’s and presentation of results to the leadership of the bank and the Central Bank of UAE
• Reviewed ECL computation methodology for multiple banks and regulators as a part of their annual IFRS9 review
• Development and validation of PD, LGD, EAD, Collections and other scorecards for use in regulatory and business environment
• Represented Deloitte in multiple discussions with the regulators (Central Bank of UAE, Central Bank of Oman, Saudi Arabia Monetary Authority) for Stress testing and IFRS9 related engagements

Mar 2019 – Aug 2019 · 5 mos

• Conducting workshops , negotiations and presentations to the HO and the regional CXO level with regards to Risk Rating Scorecards , IFRS9 and Model Inventory management while ensuring adherence to the regional and global regulatory guidelines
• Setting up a team to take up IFRS9 implementation and maintenance (scorecards and regulatory submissions) and Model Risk Monitoring

Dec 2017 – Mar 2019 · 1 yr 3 mos

• Working with the risk analytics unit for Mashreq
• Development, Validation, Implementation &
• Monitoring of PD , EAD and LGD models across Credit Risk and IFRS9
• Development of traditional time series and error correction models in R for stress testing different product portfolios in the annual bank wide stress testing exercise for 2018.
• Conducted validations of both retail and corporate models used in stress testing for data quality, capital adequacy , forecast accuracy and stationarity of predictions
• Designed and deployed using R geo spatial heat maps for better risk decisioning of the banks mortgage portfolio.
• Successfully streamlined and automated regulatory submissions across pillar 1 , pillar 2 and IFRS9 using a combination of R , SAS and VBA to ensure end to end automation.
• Compliance & Regulation - IFRS9, ICAAP & Pillar 1 and Central Bank of UAE
• Region Supported: UAE, Qatar, Egypt, Bahrain

Jan 2017 – Oct 2017 · 9 mos

• Completed the annual revision of global model validation standards for AIRB models in PD , LGD and EAD domains
• Helped in recalibration and deployment of new models
• Estimated the impact of Brexit on the UK portfolio and its constituent models. Work included evaluating change in capital requirements and model performance pre and post brexit
• Organised training of new team members on conducting validations and model performance monitoring
• Helped in streamlining and automation of existing processes for faster data extraction and generation of reports

Apr 2016 – Dec 2016 · 8 mos

• Assignment involved the development of the regional LGD model. Tasks among others included default data preparation, computation of ead and lgd in compliance with local and global regulations and challenging the existing model and developed models based on global model validation protocols.

Sep 2015 – Apr 2016 · 7 mos

• Model Performance Monitoring - Monitoring and Validation of Models across PD , LGD and EAD models built using expert judgement or statistical methods.
• Tests are done on inputs , usage , implementation etc to deduce model performance and generate recommendations

Aug 2016 – Sep 2020 · 4 yrs 1 mo · Hyderabad, Telangana, India

• Nirmala Shishu bhawan is an orphanage for the specially abled located in Hyderabad. The school houses 30 children, some of whom are now taking up vocational education and trying to give back to the larger community. My role not only is to provide support but also help motivate the children to strive for a better life

Jan 2014 – Sep 2015 · 1 yr 8 mos

• Campaign analytics - Creation of a standardized framework to assess, evaluate and action upon BTL campaigns across LOB's and Brands for a leading insurance firm
• Responsibility - Offshore Lead
• Lifetime Value Computation - Worked on creation of a framework to understand what defines member value and segmentation of existing member base
• Responsibility - Offshore Lead
• Propensity modeling - Created a model to understand the drivers of a member to take up a product followed by segmentation and profiling of the member base
• Responsibility - Offshore Lead
• Attrition Analysis -Worked on an attrition model to understand what are the drivers of attrition and later use the same to predict and potentially reduce the number of people attriting for a leading US business
• Responsibility - Offshore Lead
• Price Sensitivity Analysis - Extensive study of product pricing to determine what is the optimum price for a product and how much do customers react to price changes.
• Responsibility - Offshore Lead
• Optimization of Delivery Frequency - Understanding health of the logistics division of a leading retailer and then determination of the optimum delivery frequency to stores
• Responsibility - Offshore lead

Sep 2012 – Jan 2014 · 1 yr 4 mos

• Assets Management - Worked on creating a model monitoring framework for a leading Australian bank which evaluated all models by using statistical tests , built across multiple platforms like SAS , KXEN etc and sent out a health report featuring which models needed to be rebuilt or recalibrated. The package also included a front end dashboard to showcase all the heath metrics for a model
• Responsibility - Offshore lead
• Propensity Model - Created a propensity model for a leading Australian bank which computed a customers probability to take up a cross sell savings product.
• Responsibility - Offshore analyst
• Data mart Creation - Was part of a team which created a data mart built for rapid model building and deployment for deposits and transactions on Teradata
• Responsibility - Offshore analyst
• Campaign analysis - Was part of a team which analyzed campaigns and generated lift curves for a leading Australian retailer
• Responsibility - Offshore analyst