Amir Kumar Email & Phone Number

Charlotte, North Carolina, United States

Finance, Risk and Compliance* Responsible for business development, subject matter advisory, delivery and thought leadership across finance, risk and compliance areas * Focused on financial risk management including credit risk and liquidity risk, LFI transition, treasury, capital planning, stress testing, scenario analysis, risk analytics, operational risk, enterprise risk including risk identification and risk appetite, regulatory remediation, and risk operating model and transformations.Select advisory and delivery experiences:* Engagement lead for LFI transition and Capital Planning at a large US commercial bank: Developed first generation PPNR models for 20+ segments; supported CCAR dry and live runs * Delivery lead for Risk Ratings Models for a large US Commercial Bank: Developed and implemented new PD and LGD models for 10+ C&I segments; defined approach for downstream integration e.g., CECL* Delivery lead for MRM capability assessment for a large US investment services firm: assessed MRM capabilities against SR11/7 expectations and industry practices; identified gaps and proposed enhancements; advised on MRM principles for Gen AI and AI models* Delivery lead for ERM transformation at a large NA Bank: Developed a multi-year strategic roadmap to drive ERM transformation with focus on risk appetite, risk identification and risk governance programs; designed a fit-for-purpose risk appetite program with updates to governance routine and requirements, robust suite of risk appetite statements and metrics, effective review and challenge, breach management, and a targeted education and communication strategy* Delivery lead for operational risk regulatory remediation program for a US GSIB: led design, build, and implementation of several capabilities: scenario analysis, loss events, RCSA, risk appetite and indicators; key deliverables included target operating model, policy, procedures, tools and templates, training materials and implementation plan

Gurugram, Haryana, India

Digital Risk and Compliance* Part of leadership team responsible for sales and delivery, hiring and capability development, go-to-market strategies and development of thought leadership pieces* Extensive business development and delivery experience across several large and complex risk and compliance projects in the areas of quantitative modelling and framework reviews (credit, market, operational and liquidity risk and capital), change management, scenario analysis, and risk transformation. Select experiences include:* Quantitative risk framework review and model audit for a US GSIB to support regulatory remediation: assessment of finance, risk and treasury models and SR11/7 compliance including data strategy and limitations, modeling approaches and outcomes. Models across market risk (IR, FX, pricing), credit risk (PD, LGD, EAD, EL, PCL), counterparty credit risk (XVA), operational risk models (AMA), PPNR and global macro models.* Solution architect for liquidity ratios (LCR and NSFR) for a US based global financial institution: conducted rules interpretation, assessed gaps, proposed gap closure approach and supported calculator design, build and implementation* Change management lead for LCR implementation for Asian entities for a European GSIB (Singapore): Delivered the LCR calculators successfully within strict timelines; conducted data sourcing analysis, finalized business and functional requirements and developed frameworks for quality assurance, controls and UAT * Credit risk data remediation lead for regulatory reporting at a large Irish bank (Dublin): identified accurate data sources and definitions and finalized sourcing for risk regulatory reporting per specified SLAs * Policy architect for digital lending (SME credit underwriting) for a large ASEAN bank (Thailand): designed a credit underwriting policy to support automated underwriting processes; designed and implemented controls to manage risks

Gurgaon, India

Institutional Decision Sciences and Modelling (Credit Risk) team* Led the Basel II AIRB team to conceptualize, develop and implement a new credit risk framework and Basel II AIRB compliant PD, LGD and EAD models for institutional clients including customer acquisition and customer management models with significantly improved model performance* Incorporated multiple process, data and methodology enhancements including commercial positive and risky indices, custom interaction variables, segmentation enhancements, bootstrapping for loq default segments, partial PD framework, machine learning algorithms like Random Forest, GBM etc. and financial data quality rulebook * Devised a comprehensive data strategy encompassing financial statements, internal behavioral and firmographic, commercial bureaus (D&B, SBFE, SBCS etc.) and new unstructured data sources for use in underwriting and customer management data.* Partnered with multiple stakeholders including model validation and model risk management (MRM) groups, regulators, audit and technology teams across geographies for seamless model validation and implementation* Provided mentorship to multiple team members

Mumbai, London

Member of J.P. Morgan EMEA Credit Research team for TMT/Cable sectors* Conducted fundamental financial statement analysis and developed forecasting models with focus on cash-flows, liquidity and capitalization structures to support buy-side analysts and fixed income traders for trading strategies related to credit default swaps, bonds and loans.* Co-authored research pieces e.g. initiation of coverage reports, and writing commentaries on trends for CDS, bonds and loans for credits in EMEA TMT sector.

Mba, Finance

B.Tech, Mechanical Engineering