Rajesh Kumar Email & Phone Number

Dubai, AE

Kuwait

Managing Models for 3 Geographies - UAE, Kuwait & Egypt -IFRS 9 Models-ICAAP Models-RAROC Models

Abu Dhabi Emirate, United Arab Emirates

 Leading project of Credit Risk Model Development & validation of IFRS 9 Models (PD, LGD & EAD) Proactively managing Risk based Supervision and Pillar I & Pillar II & Liquidity Risk Monitoring Established Model Governance, Policy Standards, validation Procedures & guidelines to meet regulatory requirements

Dubai, United Arab Emirates

 Pillar I Capital calculations and optimization for credit, Market & Operational Risks  Model validation for IFRS 9 credit risk models (PD, LGD, EAD) for different portfolios  Central Bank Macroeconomic Stress testing & documentation  Co-ordination with CBUAE & Internal Auditors for Basel/Stress Testing/ IFRS 9 ECL calculation  Regular ECL.

Mumbai, Maharashtra, India

 Led engagements in consulting clients pertaining to IFRS 9 Implementation of Impairment modelling, conducted Gap assessment, computation of Expected Credit Losses (ECL), CBUAE Stress testing and quality assurance Involved in multiple engagements for development of credit risk models (PD, LGD, EAD) for the different portfolios of leading banks and.

Hyderabad

 Credit Risk Management: Application & Behavioural Scorecard Development, Implementation and Monitoring Publishing monthly Scorecard for corporate portfolio and portfolio monitoring post implementation of scorecards Designed and developed PD, LGD (Loss Given Default) & EAD (Exposure at Default) models as per Basel-II framework Analysed trigger.

Chennai Area, India

Successfully managing a project team of 7-8 Analysts working closely with an US based Fortune 500 CompanyWork closely with MI team of the client to produce critical Reports addressing challenging business requirementsPerformed Regression Analysis on the client data to select prospective customers across countriesUse of Predictive Modeling to predict the.

Hyderabad Area, India

Developed different trading models for capturing arbitrages between Brent Crude and Gasoil futures using technical analysis, market volatility and correlation analysis Industry Analysis based on fundamentals, demand supply scenario and other factors using Bloomberg TEffectively applied various technical charting techniques such as MACD, RSI, Volumes etc..

Mumbai Area, India

Assessment of Fund and Non-fund based facilities sanctioned to various SMEs and Mid CorporatesPerforming Credit appraisal and assessing Credit Rating of various clients by using CRISIL analytical toolUnderstanding intricacies involved in assessment and granting of Working Capital and Term Loan facilitiesTracking new companies in the portfolio; interaction.

Hyderabad Area, India

Business Unit FINACLE ­ Universal Core Banking Solution. Client- Banco Continental; Responsibilities Customization and implementation of Finacle to accomplish client's requirements Developed an interactive `Estimation Tool' which reduced the time taken in business scheduling by 20% Tool was `subsequently standardized' and now is being used as primary.

Pgdcm, Finance

B.Pharm, Pharmaceutics

Activities and Societies: Member, Pharmaceutical Society

Intermediate, Physics,Chemistry,Mathematics

Seconary School, Science