Lead the model risk governance function relating to Credit Risk IRB & Scorecards, IFRS 9 and Stress Testing models for both Wholesale and Retail including the related DQMs. Actively support the road to compliance with regards to the PRA SS 1/23. Also, actively involved in Responsible Artificial Intelligence (RAI) governance from a model risk perspective.

Model Risk Policy and Governance - Lead the entire Credit Risk IRB & Scorecards and IFRS 9 model risk governance function from the India CoE. Also support the governance initiatives of other model families like Traded Risk and Financial Crime Compliance. Lead various projects like model inventory system enhancement, regulatory framework implementation, revamping model issue lifecycle management process, etc. Also, actively support critical bank wide processes like model identification assessment process, risk appetite reporting, model lifecycle management, etc.Also have a good understanding of the PRA SS 1/23 and FRB SR 11/7 requirements.

Vendor Risk Governance, Model QA, End-user Computing Tools Governance, Data Risk Management, Reporting, Tableau Dashboards

• Policy and Standards – Support the redrafting of internal policies/standards like the Default and Forbearance Policy, Overrides Policy, Global Loss Data Collection Standards, etc. in line with regulatory developments• CRO Attestation Exercise – Analyze the compliance of IRB models against relevant CRR requirements and PRA supervisory statements, and assess the credibility of remediation plans in case of non-compliance• Default and Recovery Data Management – Managed the process of capturing loss data for wholesale portfolio used for developing and monitoring IRB models by coordinating with the business• EBA IRB Repair Programme - Oversee the historical default data lookback exercise as part of the IRB Repair Programme to assess the impact of the new Definition of Default on the existing IRB models• Forum Management - Manage various risk governance forums like the Model Oversight Committees, Default Oversight Council, Regulatory Forums, etc.• Stakeholder Management – Worked closely with senior stakeholders from Independent Model Review, Internal Audit, Regulatory Liaison, Loan Management Unit, Front Line, etc.• Project Management – Managed various parts of Group level projects like Loss Data Capture Automation Project, IRB Repair Programme, CRR Overrides Remediation Project, etc.• Technical Skills – Proficient in using SQL, MS Office, etc. in day-to-day activities

• Involved in a PeopleSoft Finance Project for a USA based legal and business research client• Worked closely with the business counterparts in reorganizing the Peoplesoft web servers and app servers to create a multi-server robust platform• Globalized the UNIX box in Finance modules such as Accounts Payable, Accounts Receivable, General Ledger, etc. across all instances• Extensive usage of SQL to retrieve and manage data from the database linked to the servers