Rishabhh Sah Email and Phone Number

Responsible for end-to-end project management and delivery of Risk Advisory projects for BFSI and Non-BFSI clients.Delivered Projects:• IFRS9-based credit risk model development project from scratch for 6 major middle east-based clients• IRB-based model monitoring infrastructure for UK-based banking client• BRD creation for the IFRS 9 migration process from SAS to Python

Regulatory Risk | Basel III Model Development (PD/EAD/LGD)

Credit Risk Consulting: Development of IFRS9 (PD, EAD, LGD) models, Application, and Behavioral scorecards for credit cards and loans portfolio.Present model metrics to stakeholders with detailed insights regarding model behavior and its impacts.

Credit Risk Consulting: Validation and Monitoring of IFRS9 (PD, EAD, LGD) models, Application and Behavioral scorecards for credit cards and loans portfolio.Performing Annual Validation of credit risk models to check for their validity of usage. Suggesting reasons for the deterioration in model performance suggesting possible mitigating actions.Re-calibration, Re-fitting, and Re-Benchmarking of scorecards and making recommendations regarding the redevelopment of models. Assessing the validity of the bad definition of the model in the current scenario. Highlighting if any of the model variables have shifted its’s risk direction or significance since development.Working in close association with model development and business team to identify the scope of improvement in model performance.Present validation results to business heads in the scope of improvement of risk models.

Worked with Strategy and Planning Team for leading Logistics Company assisting in the expansion of distribution center. Analysis of data associated with the complete lifecycle of the process, working with top management to identify problems.Volume and capacity planning of various service centers by maintaining their productivity and manpower to enable effective resource allocation to drive consistent and reliable performance of the operations of the company.Building adequate last mile capacity at pan India level and alternate delivery model (ADM).