Rajesh Chauhan Email and Phone Number

Currently working as Director (Product Development & Project Implementation) since Feb 2022 in Care Analytics & Advisory (P) Ltd. (formerly Care Risk Solutions (P) Ltd. (100% subsidiary of CARE Ratings) for various risk & finance compliance solutions which are mainly:- Asset Liability Management (ALM)- Funds Transfer Pricing (FTP)- Profitability Management (PFT)- Credit Risk (Basel III)- Internal Credit Rating ModelsPRODUCT DEVELOPMENTResponsibilities include but not limited to:- Preparation of product road map, BRDs, high level process flow, - discussion with technology and development team- preparation of use cases for various capabilities ASSET LIABILITY MANAGEMENT (ALM)Also created Use Cases/Test Cases for following ALM capabilities: - Interest Rate Risk on Banking Book (IRRBB), Traditional Gap Analysis (TGA) & Duration Gap Analysis (DGA)- intra-day liquidity,- stress testing & reverse stress testing, - dynamic liquidity & back testing of dynamic liquidity- balance sheet forecasting, - behavioral modelling: non-maturity deposits, foreclosure of term deposits, prepayment of term loans, drawn-undrawn analysis of CC/OD, LC/BD devolvement/invocation- auto reconciliation- stochastic process- ILAAPFUNDS TRANSFER PRICING (FTP)Created use cases for FTP methodologies, defined interest rate curves, and other adjustments, cost & income allocation etc.CREDIT RISK (CR)created use cases/test cases for various key capabilities under credit risk- Basel III defined RWA computation rules (standardized as well as IRB approach)- stress testing, - ICAAP framework - modeling of credit risk components i.e. PD, LGD, EAD etc.INTERNAL RATING (IR)Rating Model: worked on qualitative and quantitative parameters, created/configured various rating models like Retail – home loan, personal loan, vehicle loan etc. Corporate – Large Corporate, other sector specific models

Worked in HSBC (Global Finance Operations Centre), Gurugram (India) 15th of May 2014 to Feb 2022. Role required overall project management and planning activities for smaller projects and all business aspects of the requirements and analysis phase of larger projects. Additional responsibilities include:• Perform requirements gathering and analysis• Develop and implement test plans, test scenarios, test strategy to ensure successful delivery of a project• Accurately determine, assign, track and manage project task, activity, documentation and time information per internal standards• Team managementProjectsa) Worked as Vice President – Valuation in Resolution (ViR) Valuation1 - Capital Business Analysis under Resolvability Assessment Framework (RAF) program. VALUATION IN RESOLUTION (ViR) Valuation 1 is to determine whether a bank is failing or likely to fail.The role requires to manage interim RWA calculation for all the risk areas i.e. Credit Risk, Market Risk, Operational Risk, Securitization & Counterparty Credit Risk.

b) PM/Lead BA for Non-Performing Exposure (NPE) Backstop – implementing NPL backstop solution (EBA amended regulation of Capital Requirement Regulations (CRR) which requires to calculate minimum coverage requirement and insufficient coverage (if any) for non performing exposure/non-performing loans exposures and deduct the insufficient coverage from Common Equity Tier1 (CET1).c) PM/ Lead BA for regulatory delivery change process – implementing a Reconciliation solution on Google Cloud Platform (GCP) which will reconcile the Finance numbers with risk numbers of various products like Non Counterparty Credit Risk (NCCR), Counterparty Credit Risk (CCR), Market Risk (MR) & Securitization.d) PM/ Lead BA for regulatory delivery change process – implementing a Operational Risk solution on Google Cloud Platform as part of Basel 3 reforms. Involved in Level1 & Level2 requirements and level3 (Functional Design Document-FDD).e) Lead BA for regulatory delivery change process – was involved in implementing a Credit Risk solution (Non Counterparty Credit Risk) on Google Cloud Platform as part of Basel 3 reforms. f) Lead BA for regulatory delivery change process managing “Business As Usual (BAU)” changes for following solutions• Non Counterparty Credit Risk Solutions (Retail & Wholesale) and Counterparty Credit Risk (CCR) Solution• Quarterly changes on Capital Systems – Credit Risk due to change in Group Reporting Chart of Account (GRCA) used for balance sheet consolidation

g) A part of Global Stress Testing program, engaged in implemented a solution for Credit Risk Stress Testing for Wholesale portfolio using Moody’s application called Scenario Analyzer which had taken care of the Bank’s regulatory requirement for different framework like Stress Testing Data Framework (STDF) of PRA/BoE, CCAR/DFAST of FRB, Stress Test of EBA/ECB and other local regulator’s requirement where HSBC is having presence. Later on migrated from Moody’s to in-house tool built on SAS & Big Data Hadoop.

Worked as a Domain Consultant – Banking Risk Management, Gurgaon (8th October 2008 – 12th May 2014)Specific Responsibilities for projects: While working as Domain Consultant Implemented SAS Credit Risk Management for Banking for Credit Risk Solution (Basel II) and OFSA - Asset Liability Management (ALM)/Funds Transfer Pricing (FTP) projects in Financial Institutions/Banks.  SAS Credit Risk Management for Banking for Credit Risk Solution (Basel II) implementation for1. CIB (one of the Egyptian bank)2. Dena Bank (Govt. of India Bank)3. Vijaya Bank (Govt. of India Bank)4. Canara Bank (Govt. of India Bank)Responsibilities:• Understanding and gathering the Basel II requirement for calculating Risk Weighted Assets (RWA)/Capital for Credit Risk • Study the gap between client’s requirement and features available in the product• Data Mapping from source to target• Data Mapping from results table to Final Reports• Preparation of business cases and test cases• Supporting the team into design and development phase• Conducting of User Acceptance Testing (UAT)• Customization of solution as per the specific guidelines• Helping in Production roll out activities• Conducting Weekly Status Review (WSR)• Preparing list of independent variables for modeling of risk components i.e. PD, LGD & EADMajor Deliverables: • System Requirement Specification (SRS) Document• Customize Credit Risk Reports based on Standardized & IRB Approaches• Standard Inbuilt Report for Standardized as well as IRB Approach• Stress Testing Report Worked as a Domain Consultant for Implementation of OFSA - Asset Liability Management (ALM)/Funds Transfer Pricing (FTP) Solution for the following clients1. Jammu & Kashmir Bank Ltd.2. Vijaya Bank (Govt. of India Bank)3. Power Finance Corporation (A NBFC of Ministry of Power, Govt. of India) 4. Proof of Concept for ALM and FTP for a prospective client using OFSAA 5.X at Oracle Partner Center, Gurgaon (Haryana)

• Worked as Manager (Financial Analyst) in Oriental Bank of Commerce at Regional Office, Chandigarh from June 2007 to Oct. 2008 Job involves, credit appraisal for corporate banking & retail baking, credit risk rating, Budgeting, Planning & monitoring the growth of 54 branches of the Region in the state of Punjab, H.P & Chandigarh, MIS to all inter-bank and all governmental deptt. (overall exposure 1 Yr. 3 months)

• Worked as Officer (Financial Analyst) in Punjab National Bank from January 2004 to June 2007 as a member of CCPC (Centralized Credit Processing Cell) created to tap the vast potential of Gurgaon, a major investment avenue in India. Job involves Credit risk ratings of the corporate customers for fixing the credit pricing & guiding them how they can improve their risk ratings, credit appraisal for corporate banking, MIS of the region as per requirements of the bank for Basel II. (overall exposure 3 Yr. 6 months)